Meet the Economists
Mathias S. Kruttli
Senior Economist
Flow of Funds Section
Research and Statistics
202-530-6214
mathias.s.kruttli@frb.gov
mathias.s.kruttli@frb.gov
Education
- Ph.D., Economics, University of Oxford, 2015
- M.Phil., Economics, University of Oxford, 2011
- M.A., Economics, New York University, 2008
- B.A., Economics, University of Zurich, 2005
Current Research Topics
- Hedge Funds, Liquidity, Equity Premium Prediction
Senior Economist
Board of Governors of the Federal Reserve System
2019 - presentEconomist
Board of Governors of the Federal Reserve System
2015 - 2018
- Kruttli, Mathias S., Brigitte Roth Tran, and Sumudu W. Watugala (2019). "Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics," Finance and Economics Discussion Series 2019-054. Board of Governors of the Federal Reserve System (U.S.).
- Anadu, Kenechukwu, Mathias Kruttli, Patrick McCabe, Emilio Osambela, and Chae Hee Shin (2018). "The Shift from Active to Passive Investing: Potential Risks to Financial Stability?" Finance and Economics Discussion Series 2018-060. Board of Governors of the Federal Reserve System (U.S.).
- Kruttli, Mathias S., Phillip J. Monin, and Sumudu W. Watugala (2017). "Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Funds," Finance and Economics Discussion Series 2017-121. Board of Governors of the Federal Reserve System (U.S.).
- Kruttli, Mathias S., Andrew J. Patton, and Tarun Ramadorai (2015). "The Impact of Hedge Funds on Asset Markets," Review of Asset Pricing Studies, vol. 5, no. 2, pp. 182-226.
Awards
- 2018
MFA Annual Meeting
Best Paper in Investments Award
- 2016
SFS Finance Cavalcade
Review of Asset Pricing Studies Keynote
- 2014
FMA Napa Conference
Best Paper Award
Referee
- Review of Financial Studies
- Management Science
- Journal of Business & Economic Statistics
- Economic Journal
- European Financial Management
Professional Affiliation
- Associate Member of the Oxford-Man Institute of Quantitative Finance
Last update:
November 20, 2019