Research Interests:

  • International Finance: Exchange Rate Economics, Foreign Exchange Intervention, Carry Trading and Forward Discount Bias.
  • Market Microstructure Theory: Price Manipulation and Noise Trading, Market Transparency and Price Experimentation, Order Flow.
  • Financial Economics: Risk-aversion and Asset Pricing.
  • Optimal Control: Ambiguity-aversion and Pessimism.

Education:

  • 1996 PhD in Economics, University of Cambridge.  Thesis Title: Essays in the Theory of Market Micro Structure
  • 1993 MPhil in Economic Theory and Econometrics, University of Cambridge 
  • 1991 BSc in Statistics and Economics, University of Rome “La Sapienza".

Work Experience:

  • 2006 – Professor of Economics, University of Chieti-Pescara.
  • 2001 – 2006 Associate Professor of Economics, University of Chieti-Pescara.
  • 1996 – 2001 Assistant Professor of Finance (tenured), The London School of Economics.
  • 1996    Research Economist, Bank of England.

Other Work and Affiliations:

  • 2003 –  Adjunct Professor, Luiss University.
  • 2001 – 2010 Research Affiliate, International Macroeconomics Programme, CEPR.
  • 2002 – 2008 Research Fellow, Ente per gli Studi Monetari, Bancari e Finanziari Luigi Einaudi.

Visiting Positions:

  • 2007 Visiting Professor, Tanaka Business School, Imperial College.
  • 2005 Visiting Professor, Directorate General Research, the European Central Bank.
  • 2001 Visiting Scholar, Haas Business School, University of California at Berkeley.
  • 1997 Jean Monnet Fellow, European University Institute.

Publications:

Working Papers:



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