Biography
Victoria Liu is a senior financial economist at the Federal Reserve Bank of Boston. Her research interests include asset pricing, and empirical finance. She joined the Boston Fed in 2015 after she received her Ph.D. in Economics from Princeton University. She also holds a B.A. in Mathematics and Economics from the University of California - Berkeley.
Work Experience
Federal Reserve Bank of Boston
Financial Economist, 2015 - 2023
Senior Financial Economist, 2023 -
Education
Ph.D., Economics, Princeton University, 2015
B.A., Economics and Mathematics, University of California - Berkeley, 2009
Publications
Published Papers
“Swing Pricing Calibration: Using ETFs to Infer Swing Factors for Mutual Funds”, with Ken Anadu, John Levin, Noam Tanner, Antoine Malfroy-Camine and Sean Baker, Financial Analyst Journal, 2023
Working Papers
“Designing Agile Banking Supervision”, with Jeong Ho Kim, Kyungmin Kim, and Noam Tanner, 2023
“Downside Risk and Fund Flow”, 2022