Research Staff and Resources
Research and Statistics Staff | Risk Analysis Section
Pawel J Szerszen
Economist
Risk Analysis Section
Division of Research and Statistics
Risk Analysis Section
Division of Research and Statistics
Contact Information
202-452-3745
pawel.j.szerszen@frb.gov
Fields of Interest
Asset Pricing
Financial Markets
Econometrics and Statistics
Education
Ph.D., Economics, University of Southern California, 2008
M.S., Mathematical Finance, University of Southern California, 2006
B.A., Economics, Warsaw School of Economics, 2002
Professional Experience
Board of Governors of the Federal Reserve System, 2008-present
Selected Publications
- Bayesian Analysis of Stochastic Volatility Models with Lévy Jumps: Application to Risk Analysis, Finance and Economics Discussion Series 2009-40. Washington: Board of Governors of the Federal Reserve System, 2009.