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Dr. Greg Bauer is the Associate Dean, Strategic Partnerships and full Professor at the Gordon S. Lang School of Business and Economics. Prior to joining Lang, Dr. Bauer was the Michael J. Barclay Alumni Professor and former Associate Dean of Full-Time Programs at the Simon Business School, University of Rochester. In that role he was responsible for admissions, academic affairs and career advice for the full-time MBA, MS in Finance, MS in Accounting, MS in Business Analytics and MS in Marketing Analytics programs. He created the Simon Integrated Student Experience and guided the development of the STEM MBA option. As a result of these efforts, the Simon Full Time MBA program was honoured as the “MBA program of the Year” in 2018 by Poets and Quants. The program moved up 16 places in one year on the 2019 Bloomberg Businessweek ranking to reach #29 overall and #4 for learning
Bauer is a five-time winner of the Superior Teaching Award from the Simon MBA program and a multiple winner of awards from the Executive MBA program. In addition to teaching Macroeconomics, International Finance, and Capital Markets courses at the Rochester campus, he has developed courses on international financial markets for executive students in India. He helped develop the Simon MS Wealth Management program and delivered the Financial Markets and Investment Management course in Switzerland, Hong Kong and Singapore.
Prior to rejoining the Simon School in a full-time capacity in 2017, he was the Senior Research Director in the Financial Markets Department of the Bank of Canada. His research has contributed to important public policy debates on: the likelihood of house price corrections; the interaction of monetary and financial stability policies; and, the limitations imposed by financial markets on the ability of central banks to conduct conventional and non-conventional monetary policies. His work received attention in the Canadian press and had an impact on the inflation-targeting agreement between the Bank and the Government of Canada. He has published scholarly articles in the Journal of Financial Economics, the Review of Economic Studies, the Journal of Econometrics, the Journal of International Money and Finance, and the International Journal of Central Banking.
Bauer received his doctorate from the Wharton School of Business at the University of Pennsylvania. He holds the Chartered Financial Analyst (CFA) designation.
- PhD in Finance - The Wharton School, University of Pennsylvania
- Social Sciences and Humanities Research Council of Canada Scholarship.
- Dissertation: “Foreign Exchange Risk Premia over Short and Long Horizons: Frequentist and Bayesian Perspectives.”
- C.F.A designation
- Master of Arts in Economics, Queen's University
- Double specialization in international and monetary economics.
- Honours Bachelor of Arts in Applied Economics, University of Waterloo
- “The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies,” (with Gurnain Pasricha, Rodrigo Sekkel and Yasuo Terajima, Bank of Canada), Canadian Public Policy 44, 2018, pp. 81-99.
- “Monetary Policy, Private Debt and Financial Stability Risks,” (with Eleonora Granziera, Bank of Finland), International Journal of Central Banking 13, 2017, pp. 337- 373.
- “International House Price Cycles, Monetary Policy and Credit,” Journal of International Money and Finance 74, 2017, pp. 88-114.
- “Forecasting Multivariate Realized Stock Market Volatility,” (with Keith Vorkink, Brigham Young University), Journal of Econometrics 160, 2011, pp. 93-101.
- “Global Private Information in International Equity Markets,” (with Rui Albuquerque, Boston University and Martin Schneider, Stanford University), Journal of Financial Economics 94, 2009, pp. 18-46.
- Received “Outstanding Academic Paper in International Finance Award” at the 2002 Meeting of the Eastern Finance Association.
- “The Monetary Origins of Asymmetric Information in International Equity Markets,” (with Clara Vega, Board of Governors of the Federal Reserve), Journal of International Money and Finance 27, 2008, pp. 1029-1055 (lead article).
- “International Equity Flows and Returns: A Quantitative Equilibrium Approach,” (with Rui Albuquerque, Boston University and Martin Schneider, Stanford University), Review of Economic Studies 74, 2007, pp. 1-30 (lead article).
- “Using High-Frequency Data to Model Volatility Dynamics,” Bank of Canada Financial System Review, June 2006, pp. 77-79.
- “Evaluating Alternative Models of Nonlinear Returns: Cross Hedging the Canadian Dollar,” The Bank of Canada Conference on Monetary Policy and the Exchange Rate (conference volume, 1997).
Professional and policy publications
- “Pioneering a Path to a STEM MBA Program,” (with Abraham (Avi) Seidmann), The Institute for Operations Research and the Management Sciences OR/MS Today, February 2021.
- “Global Risk Premiums and the Transmission of Monetary Policy,” (with Antonio Diez de los Rios), Bank of Canada Review, Summer 2012, pp. 12-20.
- “In the Know: Global Private Information in International Equity Markets,” Canadian Investment Review, Summer 2007.
- “A Summary of the Bank of Canada Conference on Fixed-Income Markets, 3–4 May 2006,” (with Scott Hendry), Bank of Canada Review, Winter 2006-2007, pp. 27-36.
- “A Taxonomy of Market Efficiency,” Bank of Canada Financial System Review, December 2004, pp. 37-40.
- International Finance
- Bayesian and Frequentist Empirical Asset Pricing