Ilya Dergunov

Ilya Dergunov


Research School of Finance, Actuarial Studies & Statistics

Postdoctoral Fellow
CBE Bld (26C)
Research areas

Asset pricing; Macro finance.



Ilya Dergunov is a Postdoctoral Fellow in Finance. His research interests are in the areas of asset pricing and macro finance. In particular, Ilya explores how information acquisition, learning mechanisms and disagreement among investors impact economy, asset prices and investors' behavior. Ilya’s research builds on his doctoral dissertation, which explored  consumer preferences for goods as a source of information about key macroeconomic variables and asset returns, as well as the informational role of inflation in asset pricing  and in the correlation between stock and bond returns through time.

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