Gregory Bauer

Visiting Assistant Professor of Finance Office: CS-3110E Carol Simon Hall Phone: (585) 275-5105 Email: bauer@simon.rochester.edu Website: Bauer Homepage

Professor Bauer is assistant director and research adviser in the Financial Markets Department at the Bank of Canada. At the bank, he is responsible for managing a group of nine Ph.D. researchers who specialize in analyzing fixed income and foreign exchange markets. In addition, he coordinates the department’s annual research workshops.

His main area of research is international finance. He has published papers in the Review of Economic Studies,the Journal of Financial Economics,the Journal of Econometricsand the Journal of International Money and Finance,as well as in several policy-oriented journals. He is currently working on incorporating macroeconomic factors into term structure models using high frequency data.

Bauer received his doctorate from the Wharton School of Business at the University of Pennsylvania. He holds the Chartered Financial Analyst (C.F.A.) designation. Prior to obtaining his doctorate, Bauer was a foreign exchange trader at the Bank of Canada and a macroeconomist at the Ontario Ministry of Finance. Bauer is a four-time winner of the Superior Teaching Award from the Simon M.B.A. program and a multiple winner of awards from the Executive M.B.A. program.

B.A., Applied Economics,

University of Waterloo

M.A., Economics,

Queen’s University

M.A., Finance,

University of Pennsylvania