- Ph.D., Finance, Ohio State University, 2014
- M.B.A., General Management, Georgetown University, 2009
- B.S., Physics, University of Maryland, 2004
Current Research Topics
- Asset Pricing
- Real-Financial Linkages
Board of Governors of the Federal Reserve System
- 2014 - present
- Chen, Andrew Y., Eric C. Engstrom, and Olesya V. Grishchenko (2016). "Has the Inflation Risk Premium Fallen? Is it Now Negative?" FEDS Notes. Washington: Board of Governors of the Federal Reserve System, April 4, 2016.
- Chen, Andrew Y. (2014). "Habit, Production, and the Cross-section of Stock Returns," Finance and Economics Discussion Series 2014-103. Board of Governors of the Federal Reserve System (U.S.).
- Chen, Andrew Y. (2014). "Precautionary Volatility and Asset Prices," Finance and Economics Discussion Series 2014-059. Board of Governors of the Federal Reserve System (U.S.).
- Chen, Andrew Y. (2013). "External Habit in a Production Economy," Working Paper Series 13-16. Ohio State University, Charles A. Dice Center for Research in Financial Economics.
Midwest Macroeconomics Meetings
Implications of Security Market Data for Production Technologies
Midwest Finance Association
A General Equilibrium Model of the Value Premium and Equity Premium
Semi-parametric Restrictions on Production-Based Asset Pricing Models
The Ohio State University
René M. Stulz Scholar Development Award
- Review of Financial Studies
- Management Science
- Quarterly Journal of Finance
- American Finance Association
- Financial Management Association
- European Finance Association
Last update: September 8, 2016