Raul Guarini Riva PhD Candidate at Northwestern University

"A ciência não é uma ilusão. A ilusão é a nossa crença de que a ciência pode responder a tudo."

– Adélia Prado in "O Coração Disparado"

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Welcome!

I am a Finance PhD student at the Kellogg School of Management, Northwestern University. I am available for interviews for the 2024-2025 Job Market season!

My research interests span Asset Pricing, Econometrics, and Macro-Finance topics. Currently, my work mainly focuses on understanding how macroeconomic variables and different shocks impact the dynamics of the American yield curve.

I also have a secondary agenda testing implications of models with subjective beliefs for the predictability of market returns.

In the past, I worked on high frequency econometric techniques for factor models. Such work has been featured at the Journal of Econometrics.

PhD Committee:

  • Viktor Todorov (chair, Northwestern University)
  • Torben Andersen (co-chair, Northwestern University)
  • Robert Korajczyk (Northwestern University)
  • Caio Almeida (Princeton University)