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 Journal of Finance
Concealed Carry
(with Spencer Andrews, Riccardo Colacito and Max Croce), Submitted
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)