Curriculum Vitae

Education

Ph.D., International Economics and Finance, Brandeis University, (expected May 2018)

M.S., International Economics and Finance, Brandeis University, 2014

B.A., Mathematics, University of Washington, 2012

B.S., Economics, University of Washington, 2012

B.A., General Ministries, Northwest University, cum laude, 2004

Research Interests

Fields: Finance and Marcoeconomics
Research: Asset Pricing, Fixed Income, Sovereign Debt, Volatility, Liquidity, Forecasting,
International Finance, Exchange Rates, Carry Trade

Dissertation Chapters

“Why They Buy: Primary Market Demand for U.S. Treasury Securities” (Job Market Paper)

“Empirical Evidence for Carry Trade Liquidity Spirals”

“A Demonstration of Time Varying Volatility and Invalid t-Statistics”

Book Chapters

Herb, Patrick, Shishir Paudel, and Mark Wu. (forthcoming). Bond Auctions.
In: Baker, H. Kent, Greg Filbeck, and Andrew C. Spieler, (Eds.),
Debt Markets and Investments. Oxford University Press, New York, NY.

Works in Progress (projects w/preliminary results)

“Options on Auctions: Underpricing of Portuguese Treasury Auctions”
(w/ Jose’ Costa, Jose’ Faias and Mark Wu)
“The Effect of Segmented Auction Allotments on U.S. Treasury Underwriting Returns”
(w/ Fan Dora Xia)

“Good Bidder Bad Bidder: Who Profits from U.S. Treasury Auctions?”

Conference Presentations

2017
FMA Annual Meeting (Boston)
Econometric Society North American Summer Meeting (St. Louis)
FMA Europe (Lisbon)
Global Finance Conference (Hofstra)

2016
FMA Europe Doctoral Student Consortium (Helsinki)

Discussant Presentations

2017
FMA Annual Meeting (Boston)
FMA Europe (Lisbon)
Global Finance Conference (Hofstra)

Teaching Experience at Brandeis University

Adjunct Professor
Forecasting in Finance and Economics (MA/MBA/PhD): Spring 2016

Instructor
MATLAB Boot Camp (PhD): Summer 2014 & 2016

Teaching Assistant
Advanced Microeconomics II (PhD): Spring 2017
Computer Simulations & Risk Assessment (MA/PhD): Fall 2016
Advanced Macroeconomics II (PhD): Spring 2015
Advanced Macroeconomics I (PhD): Fall 2014

Online Course Development

MATLAB Boot Camp - Scientific computing course designed for incoming economics
PhD students, with 24,000+ visits from around the world as of August 2017

Professional Experience

Brandeis University, Economics Department & International Business School
Research Assistant to Professor Blake LeBaron, Brandeis University, 2013-2015
Research Assistant to Professor Catherine L. Mann, OECD Chief Economist, 2012-2013

Wells Fargo Bank, Seattle, WA
Assistant Vice President and Store Manager III: 2001-2008

Awards & Fellowships

American Finance Association Doctoral Student Travel Grant, 2016

Provost’s Dissertation Award, 2016 & 2017

GSA Travel & Research Grant, 2016

Research Grant, Rosenberg Institute of Global Finance, 2013, 2015, & 2017

Doctoral Fellowship, Brandeis University, 2012 - present

“Oustanding Citizen Award” for heroism by the Seattle Police Chief, 2001

Programming Languages

MATLAB, Stata, Eviews, Python, R, Java, LaTex, Sphinx

Dissertation Committee

Blake LeBaron (Chair)
Abram L. and Thelma Sachar Professor of International Economics
Department of Economics & International Business School
Brandeis University
781-736-2258
Stephen G. Cecchetti (Member)
Rosen Family Chair in International Finance
Department of Economics & International Business School
Brandeis University
781-736-4856
George J. Hall (Member)
Fred C. Hecht Professor of Economics
Chair, Department of Economics
Department of Economics & International Business School
Brandeis University
781-736-2242