CBE Bld (26C)
Asset pricing; Macro finance.
Ilya Dergunov is a Postdoctoral Fellow in Finance. His research interests are in the areas of asset pricing and macro finance. In particular, Ilya explores how information acquisition, learning mechanisms and disagreement among investors impact economy, asset prices and investors' behavior. Ilya’s research builds on his doctoral dissertation, which explored consumer preferences for goods as a source of information about key macroeconomic variables and asset returns, as well as the informational role of inflation in asset pricing and in the correlation between stock and bond returns through time.