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Professor Ulrich's research focuses on theoretical and empirical asset pricing, fixed-income, derivatives, macroeconomics, and numerical methods. He is interested in deriving and estimating general equilibrium and reduced-form asset pricing models for equity, fixed-income, foreign exchange and derivative securities in order to analyze the interaction of asset prices and the underlying macroeconomy. His current work has studied the pricing and estimation of the US term structure under inflation ambiguity. Ulrich teaches Capital Markets and Investments.

• Spring 2009
  Capital Markets & Investments
  

Inflation Ambiguity and the Term Structure of Arbitrage-Free U.S. Government Bonds In AFA 2008 New Orleans Meetings Paper (2008) Coauthor(s): Maxim Ulrich