Resume

• 2006

  Baruch College

  Research in Financial Economics.\nTeaching Economics.

  Assistant Professor of Economics

  Bologna Area

  Italy

  University of Bologna

  Research in Aggregate Behavior and Asset Pricing. \nTeaching Economics and International Economics.

  Associate Professor of Economics

  Rome Area

  Italy

  Università degli Studi Roma Tre

  Riverside (CA)

  Research in Aggregate Behavior and Asset Pricing. Analysis of Business Cycles.\nTeaching Stock Market

  Money Banking & Finance

  Industrial Organization.

  Visiting Associate Professor

  University of California

  Riverside

  Baruch College

  Università degli studi Roma TRE

  Rome Area

  Italy

  Full Professor of Political Economy

  Consultant on Asset Allocation

  Portfolio Analysis

  Value at Risk Models.

  Consultant

  Bologna Area

  Italy

  Prometeia

  Economics Department

  Research in Aggregate Behavior and Asset Pricing. Analysis of Business Cycles.\nTeaching Stock Market

  Money Banking & Finance

  Macroeconomics.

  Visiting Associate Professor

  University of California

  Riverside

  San Francisco Bay Area

  Visiting Associate Professor

  San Francisco State University

  American Finance Association

  Doctor of Philosophy (Ph.D.)

  Finance

  Baruch College

• 2002

  English

  Master of Philosophy (MPhil)

  Finance

  General

  Columbia Business School

  Master of Science (MSc)

  Business/Commerce

  General

  Columbia Business School

• www.daddona.it

  My Homepage

  Quantitative Research

  Statistical Modeling

  Quantitative Analytics

  Stata

  Economics

  Research

  Financial Economics

  Qualitative Research

  Econometrics

  Teaching

  Macroeconomics

  Quantitative Finance

  Data Analysis

  Analysis

  Italian

  Statistics

  Matlab

  International Relations

  University Teaching

  International Finance

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

  Ilaria Musumeci

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

  Lilia Cavallari

  Nominal and real volatility as determinants of FDI

  International Stock-Bond Correlations in a Simple Affine Asset Pricing Model

  Zari Rachev

  Carlo Marinelli

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

  Asset pricing and the role of macroeconomic volatility

  Carlo Marinelli

  Zari Rachev

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

  Frode Brevik

  Is Ignorance Bliss? The Cost of Business-Cycle Uncertainty

  Frode Brevik

  Information Quality and Stock Return Revisited

  Time Varying Sensitivities on a GRID Architecture

  Forced Manager Turnovers in English Soccer Leagues: A Long-Term Perspective

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

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

  Lilia Cavallari

  Business cycle determinants of US foreign direct investments

  Stefano

  D'Addona

  Università degli studi Roma TRE

  Prometeia

  San Francisco State University

  University of California

  Riverside

  University of Bologna

  University of California

  Riverside