PhD students
@ BAYES BUSINESS SCHOOL
Shubham Modi (ExecPhD, 2023-present) " TBA".
Zhuangyan Li (full-time, 2022-present) “Real-time Common Bubbles Detection" . (TBC)
Francisco Ibanez (ExecPhD, 2022-present) “Regime-Aware Equity Factor Investing: A Multivariate Markov Switching Approach” (TBC)
Luqi Wang (full-time, 2020-present) "Bayesian Markov-Switching Models with Economic and Financial Applications" (TBC)
Stefano Di Colli (Exec PhD, 2020-present) "Macroeconomic Announcements, Economic Uncertainty and Confidence" (TBC)
Lars Spreng (full-time, 2019-Completed 2023) "Essays on Econometrics Forecasting" (Quant Researcher at Moody's Analytics, London, UK)
Alberto Ciampini (full-time, 2018-Completed 2023 ) "Essays on Factor Models in Asset Pricing" (Researcher, Norges Bank Investment Management , London, UK)
Soon Leong (full-time, 2017-Completed 2021) "Modelling and Testing Financial Risks" (Assistant Professor, ESCP Business School, London, UK)
Riccardo Borghi (full-time, 2013-Completed 2018) “Topics on High Frequency Trading and Econometrics” (Financial Analyst, Goldman Sachs London, UK).
Marianna Russo (full-time, 2012-Completed 2017) “Essays on the Evolving European Natural Gas Markets” (Assistant Professor at NEOMA Business School, Paris, France )
Michele Bergamelli (full-time, 2011-Completed 2015) “Structural Breaks and Outliers Detection in Time Series Econometrics: Methods and Applications” (Financial Analyst, Legal and General, London, UK)
Vincenzo Maini (full-time, 2009-Completed 2012) “Price and Liquidity Discovery, Jumps and Co-Jumps using High Frequency Data from the Foreign Exchange Markets” (Director, European Head of Banks GFFX, Deutsche Bank AG, London, UK).
Dennis Philip (full-time, 2005-Completed 2008) “Estimation and Testing of Latent Factors in Term Structure of Interest Rates” (Professor in Finance, Durham Business School, UK)
Daniel Braberman (part-time, 2003-Completed 2007) "The Impact of Macro News on the Term Structure of Interest Rates" (Managing Director, FX Option Trading, Standard Chartered Bank Plc).
Juan Cajigas (full-time, 2003-Completed 2006) "A Multivariate GARCH Model for the Non-Normal Behaviour of Financial Assets" (Financial Analyst , Barclays Investment Bank, New York, USA)
Lucio Della Ratta (part-time, 2001/02-Completed 2006) "Credit Spread, Fractional Integration and the Pricing of Credit Risk" (Audit Director International, Aviva Plc, London, UK)
@ BERGAMO UNIVERSITY
Filippo Umberto Andrini (full-time, 2016- Completed 2020) "Spillover Effects & Early Warnings in European Markets using GVAR" (Quantitative Auditor, Intesa Sanpaolo, Brgamo, Italy)
Simona Boffelli (full-time, 2010-Completed 2014) “Topics in Risk Management and Financial Econometrics” (Portfolio Manager, Euclidea, Milan, Italy)
Riccardo Pianeti (full-time, 2010-Completed 2014) “Common Return Factors and Comovements in Financial Assets” (Portfolio Engineer (Vice President) at Citi , Geneva Area, CH)
Antonio Frenda (full-time, 2009-Completed 2012) “Estimating Business Cycle: from Bandpass Filters to Eurocoin” (Researcher, the National Institute of Statistics -ISTAT- Italy)
Ana-Maria Dumitru (full-time, 2007-Completed 2010) “Modeling and Testing for Jumps in the Prices of Financial Assets” (Lecturer, Surrey University, UK and Economist, Deutsche Bundesbank, Frankfurt am Main, Germany)
Arturo Leccadito (full-time, 2004-Completed 2007) “On the Markovian Behavior of Asset Pricing” (Associate Professor, University of Calabria, Italy)
Michele Meoli (full-time, 2003-Completed 2006) “Does Ownership Structure Matter? The Case of Big European Groups” (co-supervisor Prof. Stefano Paleari) (Full Professor, University of Bergamo, Italy)
Lorenzo Trapani (full-time, 2002-Completed 2005) "Essays on Panel Data Econometrics" (co-supervisor Prof. Andrea Salanti) (Professor of Econometrics, Nottingham University, UK)
@PARIS SCHOOL OF ECONOMICS
Matteo Mogliani (full-time, 2008-Completed 2011) "Dynamiques Monétaires, Politiques de Stabilisation (Deputy Head at Banque de France - Conjunctural Analysis and Forecasting Division, Banque de France, Paris, France)