Ph.D. Candidate in Finance
New York University Stern School of Business
Emil N. Siriwardane is a Ph.D. candidate at the NYU Stern School of Business finance department under Robert Engle. His research interests primarily focus on systemic risk in financial markets, financial intermediation, disaster risk in finance, and volatility econometrics.
His recent projects are related to the measurement and asset pricing implications of disaster risk, as well as leverage and volatility cycles. Another portion of his research agenda investigates whether the organization of credit default swap markets has broader effects on the macroeconomy.
Emil is a research aide for the Office of Financial Research at the U.S. Department of Treasury in Washington, DC. Earlier in his Ph.D. program, Emil received the David M. Graifman Memorial award, which recognizes the best second year research paper in the Stern Finance department. Prior to his Ph.D. work at Stern, Emil earned his B.S.E. in Operations Research and Financial Engineering from Princeton University, graduating magna cum laude.
He is a January 2013 and October 2014 MFM Fellowship awardee. His job market paper, "Concentrated Capital Losses and the Pricing of Corporate Credit Risk," is available below.