Federico Gavazzoni

Associate Professor of Finance

BI Norwegian Business School

Nydalsveien 37

0484 Oslo


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


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)