Mathias Kruttli

Economist at the Federal Reserve Board of Governors

Mathias is an Economist at the Federal Reserve Board of Governors in Washington, D.C. He holds a DPhil (PhD) in Economics from the University of Oxford. Mathias's main research fields are asset pricing and financial econometrics. He is interested in the liquidity provision of hedge funds, and the estimation of time-varying risk exposures of hedge fund portfolios. Further, Mathias applies Bayesian econometric methods to forecast the equity premium.


Working Paper

Kruttli, M. (2014). Model-based Bayesian priors for predicting the equity premium.
Kruttli, M. (2014). Are hedge funds smart money? Liquidity provision to noninformational traders.

Published Research

Kruttli, M. Patton, A.J. and Ramadorai , T. (2015). The impact of hedge funds on asset markets. Review of Asset Pricing Studies. Forthcoming. Forthcoming.