Simon Business School
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Faculty Profile

Gregory H Bauer
Associate Dean of Full-Time Programs
Clinical Professor
Phone: 585.276.4243
Office: 2-341A Carol Simon Hall

Bio

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 PhD researchers who specialize in analyzing fixed income and foreign exchange markets. In addition, he coordinates the department’s annual research workshops. Bauer received his doctorate from the Wharton School of Business at the University of Pennsylvania. He holds the Chartered Financial Analyst (CFA) 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 MBA program and a multiple winner of awards from the Executive MBA program.

Teaching Interests

Macroeconomics

Research Interests

His main area of research is international finance. He has published papers in the Rivew of Economic Studies, the Journal of Financial Economics, the Journal of Econometrics and 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.

Professional History

Associate Dean of Full-Time Programs
University of Rochester, Simon Business School
August 2017 -
Clinical Professor
University of Rochester, Simon Business School
2017 -
Assistant Professor of Finance
University of Rochester Simon School of Business, Rochester NY
July 1996 - June 2003
Trader/Aanlyst in the International Department
Bank of Canada, Ottawa, Canada
August 1989 - July 1992
Economist in the Macroeconomics Forecasting Group
Ontario Ministry of Treasury and Economics, Toronto, Canada
October 1986 - August 1988

Education

University of Pennsylvania Wharton School - 1996
Ph D
Finance
CFA Institute - 1992
Other
Chartered Financial Analyst (CFA)
Queen's University - 1989
MA
Economics
- 1987
Other
Canadian Securities Course
University of Waterloo - 1986
BA
Applied Economics

Publications

1997
Evaluating Alternative Models of Nonlinear Returns: Cross Hedging the Canadian Dollar
Journal/Publisher/Proceedings Publisher: The Bank of Canada Conference on Monetary Policy and the Exchange Rate
Volume: March, 1997
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