Rate My Professor Andrea Vedolin

Andrea Vedolin is Professor of Finance and Department Chair of the Finance Department at Boston University Questrom School of Business. She earned her PhD in Economics from the University of Lugano in 2010. Prior to joining Boston University in 2017, Vedolin served as Assistant Professor in the Department of Finance at the London School of Economics for seven years. She received tenure and promotion to Associate Professor in 2019 and was promoted to Full Professor in 2024. Vedolin holds affiliations as a Research Associate at the National Bureau of Economic Research (NBER) and as a Research Affiliate at the Centre for Economic Policy Research (CEPR). Her research focuses on asset pricing and financial econometrics. She is also affiliated with the Boston University Department of Economics.

Vedolin's publications appear in premier academic journals such as the Journal of Finance, Journal of Financial Economics, The Review of Financial Studies, The Review of Economic Studies, and Management Science. Key works include 'Central Bank Communication and the Yield Curve' (Journal of Financial Economics, in press, with Leombroni, Venter, and Whelan); 'Model Complexity, Expectations, and Asset Prices' (The Review of Economic Studies, 2023, with Molavi and Tahbaz-Salehi); 'The Global Factor Structure of Exchange Rates' (Journal of Financial Economics, 2023, with Korsaye and Trojani); 'Model-Free International Stochastic Discount Factors' (The Journal of Finance, 2021, with Sandulescu and Trojani); 'Interest Rate Risk Management in Uncertain Times' (The Review of Financial Studies, 2018, with Bretscher and Schmid); 'International Correlation Risk' (Journal of Financial Economics, 2017, with Mueller and Stathopoulos); and 'Exchange Rates and Monetary Policy Uncertainty' (Journal of Finance, 2017, with Mueller and Tahbaz-Salehi). She serves on the editorial team of the Review of Asset Pricing Studies from 2024 to 2027. Vedolin's scholarship has significantly influenced understanding of volatility risk premia, exchange rates, and monetary policy effects in asset prices.