Robert Ready


Assistant Professor of Finance

Simon School of Business 

University of Rochester

[vita] [contact]


Research Interests:


Asset Pricing, International Finance, Macrofinance, Commodities




Accepted Papers:



Commodity Trade and the Carry-Trade: A Tale of Two Countries

(With Nikolai Roussanov and Colin Ward) [pdf]

Forthcoming: Journal of Finance


    Best Paper at 2014 Utah Winter Finance Conference 

    Winner of the 2015 AQR Insight Prize

    Winner of the 2016 Best Paper Prize from the Jacobs Levy Center



Oil Prices and the Stock Market [pdf] [Appendix]

Forthcoming: Review of Finance



After the Tide: Commodity Currencies and Global Trade [pdf]

(with Nikolai Roussanov and Colin Ward)

Forthcoming: Journal of Monetary Economics 



Working Papers:




Oil Consumption, Economic Growth and Oil Futures [pdf] [Appendix]

Revise and Resubmit: Journal of Monetary Economics

  


Currency Risk factors in a Recursive Multi-Country Economy [pdf]

(with Ricardo Colacito, Mariano Croce, and Federico Gavazzoni) 

Revise and Resubmit: Journal of Finance



Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution [pdf]

(With Eric Gilje and Nikolai Roussanov) 

Submitted: Under Review






Work in Progress:



Trade Flows and Retail Investor Impacts in Oil Futures Markets

(with Mark Ready)




Other work not intended for Publication:



Oil Prices and Long-Run Risk [
pdf]





Teaching:


Financial Institutions (FNCE 430)


Fixed Income Securities (FNCE 448)