Angelo Luisi

I am a (tenure-track) Assistant Professor of Finance at CUNEF Universidad in the Accounting and Finance Department.

Before joining CUNEF Universidad, I was a Post-Doctoral researcher at Ghent University, in the Department of Economics, funded by the Research Foundation Flanders (FWO).

I got my Ph.D. in Economics and Management, and my European Doctoral Degree in Quantitative Economics from UCLouvain, with Universitat Pompeu Fabra as partner. During my PhD, I got selected as part of the Fund Internship Program, at the International Monetary Fund.

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 full CV here.

Current research projects

[1] Testing for the Interconnection Channel (joint with Bertrand Candelon) - conditionally accepted, The Econometrics Journal

[2] Modeling Interdependent Assets: A Global Perspective (joint with Francesco Roccazzella)

[3] Robust Bond Risk Premia: Sparse Macroeconomic Information Matters (joint with Francesco Roccazzella and Jonas Striaukas)

[4] The Impact of Wildfires on Loss Given Default: Evidence from Defaulted Consumer Credits (joint with Walter Distaso, Wolfgang Lefever, and Francesco Roccazzella)

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

[2] On the Comovement of Contango and Backwardation Across Futures Commodity Markets (joint with Francesco Roccazzella and Athanasios Triantafyllou) The Journal of Futures Markets (2026) doi: https://doi.org/10.1002/fut.70092

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