International Finance Staff | International Financial Transactions Section
Stephanie E. Curcuru
Economist
International Financial Transactions Section
Division of International Finance
Contact Information
202-452-3896
stephanie.e.curcuru at frb.gov
Fields of Interest
International Finance
Portfolio Choice
Asset Pricing
Education
Ph.D., Finance, University of Chicago
M.S., Mathematics, New York University
B.S., Aerospace Engineering, Princeton University
Professional Experience
Vice President, Salomon Brothers/Citigroup
Selected Publications
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Decomposing the U.S. External Returns Differential
(with Tomas Dvorak and Francis Warnock),
International Finance Discussion Papers 977. Washington: Board of Governors of the Federal Reserve System, 2009.
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''Current Account Sustainability and Relative Reliability''
(with Charles P. Thomas and Francis E. Warnock), in
Jeffrey Frankel and Christopher Pissarides, eds.,
NBER International Seminar on Macroeconomics 2008. Illinois: University of Chicago Press Journals, 2009.
-
''Heterogeneity
and Portfolio Choice: Theory and Evidence''
(with John Heaton, Deborah Lucas, and Damien Moore), in
Yacine
Ait-Sahalia and Lars P. Hansen, eds.,
Handbook of Financial Econometrics. Amsterdam: Elsevier
Science, 2009.
-
''Cross-Border Returns Differentials''
(with Tomas Dvorak and Francis E. Warnock),
Quarterly Journal of Economics, vol. 123
(November 2008), pp. 1495-1530.
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''U.S. Cross-Border Derivatives Data: A User's Guide,''
Federal Reserve Bulletin,
vol. 93 (May 2007).
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The Stability of Large External Imbalances: The Role of Returns Differentials
(with Tomas Dvorak and Francis E. Warnock),
International Finance Discussion Papers 894. Washington: Board of Governors of the Federal Reserve System, 2007.
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