Research

Publications

• "Economic and financial integration, capital controls, and risk sharing" (with M. Donadelli). Economica, forthcoming.

• "Do stress and overstatement in the news affect the stock market? Evidence from COVID-19 news in The Wall Street Journal" (with F. Carlini, V. Farina and D. Previtali). International Review of Financial Analysis, 2024, 103178.

• "Financial Market Integration: a Complex and Controversial Journey" (with M. Donadelli and A. Paradiso). International Review of Financial Analysis, 2024, 103100. 

• "European Post-COVID-19 Green Policy Announcements and Sectoral Stock Returns" (with S. Borghesi, M. Castellini, N. Comincioli, M. Donadelli and S. Vergalli). Energy Policy, 2022, 113004.

• "Variability and Strictness in COVID-19 Government Policy Response: A Macro-Regional Assessment" (with M. Donadelli, M. Lucchetta and R. Kizys). Journal of Government and Economics, 2022, 6, 100039.

• "Global Risks, the Macroeconomy, and Asset Prices" (with M. Costola, M. Donadelli and L. Gerotto). Empirical Economics, 2022, 1-32.

• "Using past epidemics to estimate the macroeconomic implications of COVID-19: A bad idea!" (with M. Donadelli, L. Ferranna and A. Paradiso). Structural Change and Economic Dynamics,  2021,57, 214-224. 

• "The Macro and Asset Pricing Implications of Rising Italian Uncertainty: Evidence from a Novel News-Based Macroeconomic Policy Uncertainty Index" (with M. Donadelli and P. Pellizzari).  Economics Letters, 2020, 197, 109606.  (Appendix), (Data).  In the News: (cfNEWS) ,(TAB-MAGAZINE), (CUORE-ECONOMICO), (WeWealth)

• "Consumption Smoothing, Risk Sharing, and Financial Integration" (with M. Donadelli). The World Economy, 2021, 44(1), 143-187. 

Working papers

• "Covid-19 in the Wall Street Journal: Stress in the News and Market Performance" (with F. Carlini, V. Farina and D. Previtali) 

Book Chapters

• On the impact of Covid-19-related-uncertainty (with M. Castellini and M. Donadelli) in Billio, M. and Varotto, S., "A new world post COVID-19: lessons for business, the finance industry and policy makers", Ca' Foscari University Press,  2020. In the news: (FEEM) 

Conferences and Workshops

• EPOC Doctoral Workshop, 6-7 March 2024

Presenter: "Algo Trading and Q-Learners" (with F. Carlini, F. Sangiorgi and E. Tarantino)

• SESTEF 2023, 14-16 December 2023

Presenter: "European Green Deal News and the Stock Market: Rationality or Irrationality?" (with M. Donadelli and R. Kizys)

Discussant: "The Role of Climate Talk in Earnings Calls: Implications for Analyst Forecasts and Corporate Environmental Performance” (Fangyuan Kou)

• IFABS Oxford Conference, 24-26 July 2023

Presenter: "What Drives International Consumption Risk Sharing? Economic or Financial Integration?" (with M. Donadelli)

• World Finance Conference, 1-3 August 2022

Presenter: "What Drives International Consumption Risk Sharing? Economic or Financial Integration?" (with M. Donadelli)

Discussant: "Impact of Trading Hours Extensions on Foreign Exchange Volatility: Intraday Evidence from the Moskow Exchange" (M. Frömmel and E. Kadioglu)

• Forecasting Financial Markets Conference, 29 June - 1 July 2022

Presenter: "What Drives International Consumption Risk Sharing? Economic or Financial Integration?" (with M. Donadelli)

• ReadingMetrics Workshop 2022, 9 June 2022

Presenter: "What Drives International Consumption Risk Sharing? Economic or Financial Integration?" (with M. Donadelli)

• Quantitative Finance Workshop, 31 March- 1 April 2022

Presenter: "European Post-COVID-19 Green Policy Announcements and Sectoral Stock Returns " (with S. Borghesi, M. Castellini, N. Comincioli, M. Donadelli and S. Vergalli)

• Anglo-French-Italian Macro Workshop, 10-11 December 2021

Presenter: "Home, sweet home: Residential prices and pandemics" (with M. Donadelli, L. Gerotto and A. Paradiso)

• Research Dialogues on the complexity of the energy transition Workshop, 6-7 December 2021

Presenter: "European Post-COVID-19 Green Policy Announcements and Sectoral Stock Returns" (with S. Borghesi, M. Castellini, N. Comincioli, M. Donadelli and S. Vergalli)

• World Finance Conference 2020, 4-6 September 2020

Presenter: "Consumption Smooothing, Risk Sharing and Financial Integration" (with M. Donadelli)

Discussant: "Credits, Human Capital, and Adoption-The Case of Chile" (M. E. Farias, J. Scavia and R. Fuentes) 

• 2nd Annual Conference of the JRC Community of Practice in Financial Research (CoPFiR), 3-4 December 2019

Presenter: "Consumption Smooothing, Risk Sharing and Financial Integration" (with M. Donadelli)