Federico Gavazzoni

Assistant Professor of Finance

INSEAD

Boulevard de Constance

77305 Fontainebleau

France


Office: PMLS OFF 2.05

Email: federico.gavazzoni@insead.edu



Curriculum Vitae: click here


You can also find me on: SSRN, Google Scholar, IDEAS


Research Interests:


Asset Pricing, International Finance, Macroeconomics, Monetary Policy




Publications:


Currency Risk Factors in a Recursive Multi-Country Economy
(with Riccardo Colacito, Mariano Croce, and Robert Ready), Journal of Finance (forthcoming)



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 Journal of Finance



International R&D Spillovers and Asset Prices
(with Ana Maria Santacreu)



Currency Risk and Pricing Kernel Volatility
(with Batchimeg Sambalaibat and Chris Telmer)



Nominal Frictions, Monetary Policy, and Long-Run Risk