Federico Gavazzoni

Assistant Professor of Finance


Boulevard de Constance

77305 Fontainebleau


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


International R&D Spillovers and Asset Prices
(with Ana Maria Santacreu)
, Accepted for publication at the Journal of Financial Economics

Currency Risk Factors in a Recursive Multi-Country Economy
(with Riccardo Colacito, Mariano 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 Journal of Finance

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

Nominal Frictions, Monetary Policy, and Long-Run Risk