Credit Risk, Derivative Market, Commercial Real Estate, Financial econometrics, Financial Econometrics, Financial Econometrics, Financial Econometrics
Jennie Bai joined the Federal Reserve Bank of New York in 2008 as an Economist in the Capital Markets Function. Her primary research interests are the connection between macroeconomic fundamentals and asset pricing, especially in the credit derivative market. She has recently worked on the forecasting of U.S. stock market return, and its connection with the time-varying economic conditions. She holds a Ph.D. from the University of Chicago, Graduate School of Business.
Jennie Bai's CV 
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