Welcome!

I am an Assistant Professor at FGV EPGE since July, 2025.

My research interests span Asset Pricing, Macro-Finance, and applied Machine Learning/Econometrics. 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 also worked on high-frequency econometric techniques for factor models.