S. D'Addona

  1. Home
  2. New York
  3. Baruch College
  4. S. D'Addona
S. D'Addona

S. D'Addona

  • Courses1
  • Reviews10
Rate This Professor

Social Profile:

Join to see

Biography

Baruch College - Business

Full Professor at Università degli studi Roma TRE
Education Management
Stefano
D'Addona
Rome, Lazio, Italy
My research focuses on the intersection of Macroeconomics and
Finance, including Aggregate Behavior and Asset Pricing, Financial Risk
Measurement and Asset Pricing in Open Economies. My past contributions have been published is several international journals including "The Journal of Financial and Quantitative Analysis",
"Macroeconomic Dynamics", and "The Journal of Banking and Finance"

Experience

  • Baruch College

    Ph.D Student

    S. worked at Baruch College as a Ph.D Student

  • University of California, Riverside

    Visiting Associate Professor

    Research in Aggregate Behavior and Asset Pricing. Analysis of Business Cycles.
    Teaching Stock Market, Money Banking & Finance, Industrial Organization.

  • University of California, Riverside

    Visiting Associate Professor

    Research in Aggregate Behavior and Asset Pricing. Analysis of Business Cycles.
    Teaching Stock Market, Money Banking & Finance, Macroeconomics.

  • Università degli studi Roma TRE

    Full Professor of Political Economy

    S. worked at Università degli studi Roma TRE as a Full Professor of Political Economy

  • San Francisco State University

    Visiting Associate Professor

    S. worked at San Francisco State University as a Visiting Associate Professor

Education

  • Columbia Business School

    Master of Philosophy (MPhil)

    Finance, General

  • Columbia Business School

    Master of Science (MSc)

    Business/Commerce, General

  • Baruch College

    Doctor of Philosophy (Ph.D.)

    Finance

  • Baruch College

    Ph.D Student



Publications

  • Nominal and real volatility as determinants of FDI

    Applied Economics

  • Nominal and real volatility as determinants of FDI

    Applied Economics

  • The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models

    Economic Notes

  • Nominal and real volatility as determinants of FDI

    Applied Economics

  • The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models

    Economic Notes

  • Time Varying Sensitivities on a GRID Architecture

    International Journal of Theoretical and Applied Finance

  • Nominal and real volatility as determinants of FDI

    Applied Economics

  • The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models

    Economic Notes

  • Time Varying Sensitivities on a GRID Architecture

    International Journal of Theoretical and Applied Finance

  • Information Quality and Stock Return Revisited

    Journal of Financial and Quantitative Analysis

  • Nominal and real volatility as determinants of FDI

    Applied Economics

  • The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models

    Economic Notes

  • Time Varying Sensitivities on a GRID Architecture

    International Journal of Theoretical and Applied Finance

  • Information Quality and Stock Return Revisited

    Journal of Financial and Quantitative Analysis

  • Is Ignorance Bliss? The Cost of Business-Cycle Uncertainty

    Macroeconomic Dynamics

  • Nominal and real volatility as determinants of FDI

    Applied Economics

  • The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models

    Economic Notes

  • Time Varying Sensitivities on a GRID Architecture

    International Journal of Theoretical and Applied Finance

  • Information Quality and Stock Return Revisited

    Journal of Financial and Quantitative Analysis

  • Is Ignorance Bliss? The Cost of Business-Cycle Uncertainty

    Macroeconomic Dynamics

  • Multivariate heavy-tailed models for Value-at-Risk estimation

    International Journal of Theoretical and Applied Finance

  • Nominal and real volatility as determinants of FDI

    Applied Economics

  • The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models

    Economic Notes

  • Time Varying Sensitivities on a GRID Architecture

    International Journal of Theoretical and Applied Finance

  • Information Quality and Stock Return Revisited

    Journal of Financial and Quantitative Analysis

  • Is Ignorance Bliss? The Cost of Business-Cycle Uncertainty

    Macroeconomic Dynamics

  • Multivariate heavy-tailed models for Value-at-Risk estimation

    International Journal of Theoretical and Applied Finance

  • Asset pricing and the role of macroeconomic volatility

    Annals of Finance

  • Nominal and real volatility as determinants of FDI

    Applied Economics

  • The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models

    Economic Notes

  • Time Varying Sensitivities on a GRID Architecture

    International Journal of Theoretical and Applied Finance

  • Information Quality and Stock Return Revisited

    Journal of Financial and Quantitative Analysis

  • Is Ignorance Bliss? The Cost of Business-Cycle Uncertainty

    Macroeconomic Dynamics

  • Multivariate heavy-tailed models for Value-at-Risk estimation

    International Journal of Theoretical and Applied Finance

  • Asset pricing and the role of macroeconomic volatility

    Annals of Finance

  • The British Opt-Out from the European Monetary Union: Empirical Evidence from Monetary Policy Rules

    Applied Financial Economics

  • Nominal and real volatility as determinants of FDI

    Applied Economics

  • The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models

    Economic Notes

  • Time Varying Sensitivities on a GRID Architecture

    International Journal of Theoretical and Applied Finance

  • Information Quality and Stock Return Revisited

    Journal of Financial and Quantitative Analysis

  • Is Ignorance Bliss? The Cost of Business-Cycle Uncertainty

    Macroeconomic Dynamics

  • Multivariate heavy-tailed models for Value-at-Risk estimation

    International Journal of Theoretical and Applied Finance

  • Asset pricing and the role of macroeconomic volatility

    Annals of Finance

  • The British Opt-Out from the European Monetary Union: Empirical Evidence from Monetary Policy Rules

    Applied Financial Economics

  • A comparison of some univariate models for Value-at-Risk and expected shortfall

    International Journal of Theoretical and Applied Finance

  • Nominal and real volatility as determinants of FDI

    Applied Economics

  • The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models

    Economic Notes

  • Time Varying Sensitivities on a GRID Architecture

    International Journal of Theoretical and Applied Finance

  • Information Quality and Stock Return Revisited

    Journal of Financial and Quantitative Analysis

  • Is Ignorance Bliss? The Cost of Business-Cycle Uncertainty

    Macroeconomic Dynamics

  • Multivariate heavy-tailed models for Value-at-Risk estimation

    International Journal of Theoretical and Applied Finance

  • Asset pricing and the role of macroeconomic volatility

    Annals of Finance

  • The British Opt-Out from the European Monetary Union: Empirical Evidence from Monetary Policy Rules

    Applied Financial Economics

  • A comparison of some univariate models for Value-at-Risk and expected shortfall

    International Journal of Theoretical and Applied Finance

  • Business cycle determinants of US foreign direct investments

    Applied Economics Letters

FIN 3000

2.2(10)

  • Level:
  • Credit hours: 0
Load More