Check my personal page hereLink opens in a new window

Research Interests

Macro-finance, Financial Econometrics, Time Series Forecasting, Empirical Asset Pricing

Professional Experience

• 2018: Research internship, Monetary Policy and Economic Outlook directorate, Bank of Italy.

Education

• 2017-present: PhD in Finance and Econometrics, Warwick Business School, University of Warwick
• 2015-2017: MSc in Economics, Tor Vergata University of Rome (cum laude)
• 2012-2015: BSc in Economics, Roma Tre University

Publications

• "Modeling and Forecasting Macroeconomic Downside RiskLink opens in a new window", (conditionally accepted) Journal of Business & Economic Statistics, with Davide Delle MonacheLink opens in a new window (Bank of Italy) and Ivan PetrellaLink opens in a new window (University of Warwick)

Current Research

• "The Ever-Changing Challenges to Price Stability", with Leonardi MelosiLink opens in a new window (University of Warwick) and Ivan Petrella (University of Warwick)
• "Momentum Crashes and Time-varying Skewness Risk", with Daniele Bianchi (Queen Mary University) and Ivan PetrellaLink opens in a new window (University of Warwick)
• "Exchange Rate Dynamics and Unconventional Monetary Policies: it's all in the shadowsLink opens in a new window", Bank of Italy Temi di Discussione (Working Paper) No.1231, with Mario PietruntiLink opens in a new window (Bank of Italy)

Supervisors

Ivan PetrellaLink opens in a new window and Ana GalvaoLink opens in a new window