Associate Professor of Finance
University of Brescia
Department of Economics and Management
Università degli Studi di Brescia
Dipartimento di Economia e Management
C.da S. Chiara, 50
25122 Brescia (Italy)
tel.: +39 030 2988557
fax: +39 030295814
- “Taking the Right Course Navigating the ERC Universe” (with Cesare Orsini), Journal of Asset Management, 2019, forthcoming.
- Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data (with Lucia Alessi and Pierluigi Balduzzi), JRC Working Paper in Economics and FInance 2019/3, European Commission JRC.
- Sovereign Risk Zones in Europe During and After the Debt Crisis (with Veni Arakelian, Petros Dellaportas, Marika Vezzoli), Quantitative Finance, 2019, forthcoming.
- Mutual Funds Dynamics and Economic Predictors (with Gianni Amisano), Journal of Financial Econometrics 15(2), 2017, 302-330.
- Danger Zones for Banking Crises in Emerging Markets (with Paolo Manasse and Marika Vezzoli), International Journal of Finance & Economics, 2016, Volume 21, Issue 4, 360–381.
- Sovereign and Hedge Fund Systemic Risks (with Enrico Ciavolino), Journal of Alternative Investments, Spring 2016, Vol. 18, No. 4: pp. 98-108.
- Corporate Default Prediction Model Averaging: A Normative Linear Pooling Approach (with Silvia Figini and Marika Vezzoli), Intelligent Systems in Accounting, Finance and Management, 2016, Vol. 23, Issue 1-2-, 6-20.
- Financial Symmetry and Moods in the Market (with Maxence Soumare and Jørgen Vitting Andersen), PLoS ONE, 10(4): e0118224, 2015, 1-21.
- Fitting and Forecasting Sovereign Default Using Multiple Risk Signals (with Marika Vezzoli), Oxford Bulletin of Economics and Statistics, 77 (1), 2015, 66-92.