Federico Gavazzoni
Associate Professor of Finance
Nydalsveien 37
0484 Oslo
Norway
Office: B4 - 095
Email: federico.gavazzoni@bi.no
Curriculum Vitae: click here
You can also find me on: SSRN, Google Scholar, IDEAS
Research Interests:
Asset Pricing, International Finance, Macroeconomics, Monetary Policy
Publications:
International R&D Spillovers and Asset Prices
(with Ana Maria Santacreu), Journal of Financial Economics, Volume 132:2, 2020
Currency Risk Factors in a Recursive Multi-Country Economy
(with Riccardo Colacito, Max Croce, and Robert Ready), Journal of Finance, Volume 73:6, 2018
Working Papers:
Monetary Policy and the Uncovered Interest Rate Parity Puzzle, (NBER Working Paper 16218)
(with David K. Backus, Chris Telmer, and Stanley E. Zin), R&R
Concealed Carry
(with Spencer Andrews, Riccardo Colacito and Max Croce), R&R
Currency Risk and Pricing Kernel Volatility
(with Batchimeg Sambalaibat and Chris Telmer)
Nominal Frictions, Monetary Policy, and Long-Run Risk
Work in Progress:
Innovations, Heterogenous Growth, and Currency Risk Premia
(with Ana Maria Santacreu)