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Angelo Luisi

I am a Post-Doctoral Researcher at Ghent University, in the Department of Economics.

Currently I am a visiting scholar at Copenhagen Business School, in the Department of Finance.

Before joining Ghent, I got my Ph.D. in Economics and Management, and my European Doctoral Degree in Quantitative Economics from UCLouvain.

During my PhD, I have been visiting researcher at (i) the International Monetary Fund (Fund Internship Program), and at (ii) Universitat Pompeu Fabra.

Before joining the PhD, I graduated in Economic and Social Sciences from Bocconi University. Moreover, I was Research Intern at the European Commission, in the Directorate-General for Economic and Financial Affairs (DG ECFIN).

You can find my complete CV here.

Current research projects

[1] Testing for the validity of W in GVAR Models (joint with Bertrand Candelon)

LIDAM/LFIN Working Paper - 2020/09

[2] Identifying the Role of Expectations in Real Estate Markets Around the Globe (joint with Itzhak Ben-David, Pascal Towbin, and Sebastian Weber)

[3] Risk Premia in the Euro Area Sovereign Bond Market (joint with Leonardo Iania)

[4] Are Alternative Investments Alternative Investments? (joint with Francesco Roccazzella)

[5] The impact of location of trade on asset returns: The home-bias evidence in ETFs Markets (joint with Bertrand Candelon and Rim Laksaci)

Published Papers

[1] Fragmentation in the European Monetary Union: Is it really over? (joint with Bertrand Candelon and Francesco Roccazzella)

Journal of International Money and Finance (2022) doi: https://doi.org/10.1016/j.jimonfin.2021.102545