Monetary and financial economics

The topics covered in this area are: portfolio theory and asset prices, risk and term structure of interest rates, nature and scope of security design (included asset securitization), the role of financial institutions in maturity transformation, provision of liquidity and functioning of financial markets, monetary policy transmission mechanism and its interactions with financial markets, Sovereign debt and sustainability issues, Monetary dominance and fiscal challenges, Financial-deepening and the role of sovereign debt, private and public supply of liquidity, Safe asset scarcity, Government debt securities as “quasi money”: Theory and evidence, the interrelations between sovereign debt, banks and credit, Eurozone sovereign debt markets and crisis.

People

foto della persona

Elettra Agliardi

Full Professor

keywords: sovereign debt risk, corporate capital structure, climate finance, economics of climate change
foto della persona

Giovanni Angelini

Senior assistant professor (fixed-term)

keywords: Macroeconometrics, Financial Econometrics, Time Series, Forecasting, Quantitative Sport Economics
foto della persona

Luca De Angelis

Associate Professor

keywords: cointegration, time series analysis, risk measurement, financial econometrics, climate change econometrics and green
foto della persona

Emanuele Bajo

Full Professor

keywords: Corporate risk management, Household finance, Behavioural finance, IPO
foto della persona

Matteo Barigozzi

Full Professor

keywords: Time series econometrics, Macroeconometrics, Financial Econometrics, Statistical Inference
foto della persona

Maria Elena Bontempi

Associate Professor

keywords: Corporare Capital Structure, Investment, R&D and Innovation, Uncertainty, Multilevel Panel Data Models, Heterogeneity &

Laura Bottazzi

Full Professor

Gabriele Camera

Full Professor

Emanuele Campiglio

Associate Professor

keywords: climate economics; climate finance; environmental/ecological economics; sustainability transitions
foto della persona

Michele Costa

Full Professor

keywords: poverty measurement, inequality measurement, Gini index, inequality measures decomposition, latent variables, financial
foto della persona

Luca Fanelli

Full Professor

keywords: Macroeconometrics, Empirical Macroeconomics, Time Series Econometrics, Structural VARs
keywords: Contagion, Fiscal Policy Rules, Banking Crises, Sovereign Default, Culture, Sovereign Debt Crises, Exchange Rates,
foto della persona

Sergio Pastorello

Full Professor

keywords: Applied econometrics, Econometrics, Financial econometrics
foto della persona

Riccardo Rovelli

Full Professor

keywords: Economics and Political economy of the EU, Macroeconomic divergence in the EU, Monetary and fiscal policy: rules and
Torna su