Federico Gavazzoni
Assistant Professor of Finance
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), R&R Journal of Financial Economics
Currency Risk and Pricing Kernel Volatility
(with Batchimeg Sambalaibat and Chris Telmer)
Nominal Frictions, Monetary Policy, and Long-Run Risk