Federico Gavazzoni

Associate Professor of Finance

BI Norwegian Business School

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)