Christopher I. Telmer

Associate Professor of Financial Economics

PHONE

412-268-8838

OFFICE

GSIA - Tepper School of Business - Room 330

AREA OF EXPERTISE

Finance

EDUCATION

Queen's University at Kingston - Ph D (Economics) - 1991
Queen's University at Kingston - MA (Economics) - 1989
University of Western Ontario - BA (Economics (Hons)) - 1986

TEACHING AND RESEARCH INTERESTS

International Finance

PUBLICATIONS

  • Asset Pricing With Idiosyncratic Risk and Overlapping Generations

    (author(s): Kjetil Storesletten, Christopher Telmer, Armir Yaron) Review Of Economic Dynamics 10(4), 2007; 519-548

  • Understanding European Real Exchange Rates

    (author(s): Mario Crucini, Christopher Telmer, Marios Zachariadis) American Economic Review 95, 2005; 724-738

  • Consumption and risk sharing over the life cycle

    (author(s): Kjetil Storesletten, Christopher Telmer, Amir Yaron) Journal of Monetary Economics 51, 2004; 609-633

  • Cyclical dynamics in idiosyncratic labor market risk

    (author(s): Kjetil Storesletten, Christopher Telmer, Amir Yaron) Journal of Political Economy 112, 2004; 695-717

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WORKING PAPERS

  • Currency Risk and Pricing Kernel Volatility

    (author(s): Federico Gavazzoni, Christopher Telmer, Batchimeg Sambalaibat) 2013

  • Intergenerational Mobility And The Informational Content Of Surnames

    (author(s): Maia Guell, José Rodríguez Mora, Christopher Telmer) Review of Economic Studies (revised and resubmitted), 2013

  • Microeconomic Sources of Real Exchange Rate Variabilty

    (author(s): Mario Crucini, Christopher Telmer) Review of Economic Dynamics, 2013

  • Monetary Policy And The Uncovered Interest Rate Parity Puzzle

    (author(s): David Backus, Federico Gavazzoni, Christopher Telmer, Stanley Zin) Journal of Finance, 2013

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AWARDS AND HONORS

  • GSIA - George Leland Bach Award for MBA Teaching (2001)
  • Undergraduate Business Teaching Award (1995)

UNIVERSITY SERVICE

  • Track Coordinator, Investment Strategy Track, (2007 - )
  • Chairperson, Faculty Computing Committee, (2002 - )
  • Berkman Committee, Committee Member, (2009 - 2010)

CONSULTING

  • Federal Reserve Bank of Cleveland (January 2002)
  • Visiting Scholar, Institute for International Economic Studies, Stockholm University (January 1996)
  • Aoyama Gakuin University (January 1995)
  • International Management Institute (January 1995)
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PROFESSIONAL ACTIVITIES

  • Other, Joint Founder, Center for International Price Research
  • Editor, Associate Editor, European Economic Review
  • Winter Finance Conference, Program Committee
  • Western Finance Association, Program Committee
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COURSES TAUGHT

  • Finance I (45720)
    2014 Section: F, M
    2014 Mini 6 Section: F, M
  • FINANCE (70391)
    2014 Section: A
    2013 Section: A, A
  • Alpha: Designing and Evaluating Quantitative Trading Strategies (45926)
    2014 Mini 3 Section: A
  • Energy Finance (45928)
    2014 Mini 4 Section: A
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Christopher Telmer