Photo of Andrew Y. Chen

Andrew Y. Chen

Education

  • 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
  • Publication Bias
  • Economist

    Board of Governors of the Federal Reserve System

    2014 - present
  • Chen, Andrew Y. (2017). "External Habit in a Production Economy: A Model of Asset Prices and Consumption Volatility Risk," Review of Financial Studies, vol. 30, no. 8, pp. 2890-2932.
  • Chen, Andrew Y., Rebecca Wasyk, and Fabian Winkler (2017). "A Likelihood-Based Comparison of Macro Asset Pricing Models," Finance and Economics Discussion Series 2017-024. Board of Governors of the Federal Reserve System (U.S.).
  • Chen, Andrew Y., Eric C. Engstrom, and Olesya V. Grishchenko (2016). "Has the Inflation Risk Premium Fallen? Is it Now Negative?" FEDS Notes 2016-04-04. Board of Governors of the Federal Reserve System (U.S.).
  • 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. (2013). "External Habit in a Production Economy," Working Paper Series 13-16. Ohio State University, Charles A. Dice Center for Research in Financial Economics.
Last update: October 16, 2017