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

Exchange Rates, Intergenerational Mobility, Labor Market Risk and Asset Pricing, Energy Finance

BIOGRAPHY

Chris Telmer is an Associate Professor of Financial Economics at Carnegie Mellon University's Tepper School of Business. His research interests include exchange rate behavior, the effects of labor-market risk on financial markets, and intergenerational mobility. Prior to joining the Tepper School in 1993, he studied at The University of Western Ontario (BA Hons., 1986) and Queen's University at Kingston (PhD, 1992). He has been a visiting scholar in the Federal Reserve System and at universities in Canada, Chile, Japan, Spain and Sweden. He has served as an educational consultant in Japan, The Russian Federation, Spain, Ukraine and on Wall Street. He is currently Associate Editor at the European Economic Review and the Journal of Financial Econometrics. In 1995 he was awarded the Undergraduate Teaching Award, and in 2001 he was awarded the George Leland Bach Award for MBA Teaching, both at the Tepper School of Business. He grew up in the Toronto area and remains an avid supporter of the Maple Leafs.

PUBLICATIONS

  • The Informational Content of Surnames, the Evolution of Intergenerational Mobility and Assortative Mating

    (author(s): Maia Guell, José Rodríguez Mora, Christopher Telmer) Review of Economic Studies , 2015

  • Understanding European Real Exchange Rates

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

  • Cyclical dynamics in idiosyncratic labor market risk

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

  • Affine Term Structure Models And The Forward Premium Anomaly

    (author(s): David Backus, Silverio Foresi, Christopher Telmer) Journal Of Finance, 2001

COURSES TAUGHT

  • FINANCE (70391)
    2015 Section: A
  • Energy Finance (45928)
    2015 Mini 4 Section: A
Christopher Telmer