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


Concealed Carry
(with Spencer Andrews, Riccardo Colacito and Max Croce), Journal of Financial Economics, forthcoming

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

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)