Chris Cotter

  • Assistant Professor of Economics
  • Finance Chair

Areas of Study


PhD, Vanderbilt University


Christopher Cotter is interested in financial economics, banking, and economic history. His current research focuses on the role of financial constraints in historical banking panics, as well as the link between banking and growth in U.S. history. He currently teaches courses in financial economics as well as principles of economics.

Fall 2016

ECON 101-01 - Principles of Economics: MWF 10:00-10:50am
ECON 206 - Principles of Finance: MWF 1:30-2:20pm
ECON 955-03 - Private Reading

Spring 2017

ECON 101-01 - Principles of Economics: MWF 1:30-2:20pm
ECON 452 - Seminar: US Financial Crisis: M 7:00-9:00pm
ECON 995-03 - Private Reading


Chris Cotter has two scholarly articles accepted for publication

December 21, 2020

Assistant Professor of Economics Chris Cotter had two articles accepted for publication: "Electrification, Telecommunications, and the Finance-Growth Nexus: Evidence from Firm-level Data" in Energy Economics the second article, "Off the Rails: The Real Effects of Railroad Bond Defaults Following the Panic of 1873," will be published in the 2021 edition of AEA: Papers and ProceedingsCotter is presenting this paper during the ASSA meetings on January 5, 2021.

Chris Cotter Presents at Aspen Institute

August 30, 2017

Assistant Professor of Economics Chris Cotter was invited to participate in an Aspen Institute program on integrating liberal arts and business with Lori Young, director of the career development center, and Bara Watts, director of LaunchU. 


Christopher Cotter Presents at Economic History Association Conference

September 30, 2016

Assistant Professor of Economics Christopher Cotter attended the annual conference of the Economic History Association (EHA) in Boulder, Colorado, in early September. Cotter led the EHA’s Job Market Workshop, in which recent job market candidates provide advice and personal experience to economic history PhD students who will soon be on the market themselves.