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Last updated: July 2026

Education

Fields

Primary: International Macroeconomics
Secondary: Time-Series Econometrics, Empirical Finance

Job Market Paper

Geoeconomic Pressure, Sovereign Risk, and Asset Prices: Evidence from Mexico

I study how coercive economic pressure from a large economy can reprice a smaller sovereign's default risk before any change in its fundamentals, using the pressure directed at Mexico during 2016–2017 as an identifying setting. Using synthetic-control methods on daily CDS data, I find that this pressure raised Mexico's sovereign spread by 24 basis points, and I trace how the repricing transmitted to exchange rates and equity returns. A quantitative sovereign-default model rationalizes the effect as the price of a tail risk that never materialized.

Publications

Selected Working Papers

Experience

Research

Teaching

Professional

References