Christopher I. Telmer

Associate Professor of Financial Economics

Phone

412-268-8838

Areas 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)
Educational Consultant (FAST program), Academy of National Economy, Moscow, Russian Federation (January 1993)
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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
Editor, Associate Editor, Journal of Financial Econometrics (2005 - 2012)
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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