Biography
Todd Prono is a Financial Economist in the Supervision, Regulation, and Credit Department at the Federal Reserve Bank of Boston. His current research interests include higher moment-based identification and the relationship between market skewness and asset returns.

Todd received his B.A. in economics and English from Cornell University and his Ph.D. in economics from Boston College.

Education

Ph.D., Boston College, 2006

B.A., Cornell University, 1999

Work experience

Federal Reserve Bank of Boston

Economist, 2006-

Boston College

Teaching Fellow, 2005
Teaching Assistant, 2004-2005, 2002-2003
Statistical Assistant, 2003-2004
Research Assistant, 2001-2002

JPMorgan Securities, Inc.

Analyst, High Yield Research, 1999-2001

Working papers

“GARCH-Based Identification of Triangular Systems with an Application to the CAPM: Still Living with the Roll Critique.” FRB Boston QAU Series, paper no. QAU07-2 (2007).

“Endogeneity and the CAPM, Revisiting the Problems with Market Proxies,” unpublished, Boston College.