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Federico Calogero Nucera

Federico Calogero Nucera
Ricercatori Art. 24 C.3 Lett. A L. 240/10

Curriculum

Academic positions
September 2013 – present  Assistant Professor, Luiss Guido Carli, Rome
Education
Ph.D. in Finance,  Università Bocconi, Milan
M.Sc .in Economics, University of Warwick, Warwick, UK
Laurea in Economia Politica, Luiss Guido Carli, Rome
Professional experience
Research Economist, Prometeia Spa, Bologna
Summer Intern, Banca Profilo, Milan
Summer Intern, Sveriges Riksbank, Stockholm, Sweden
Visiting positions
University of Leicester, Leicester, UK
Strathclyde Business School, Glasgow, UK
Grants
Research Grant, Università Bocconi

Pubblicazioni

  • Nucera Federico; Schwaab Bernd; Koopman Siem Jan; Lucas André (2016). The information in systemic risk rankings, in JOURNAL OF EMPIRICAL FINANCE. p. 461-475.
  • Nucera Federico; Favero Carlo A. (2014). How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison, in ECONOMIC NOTES. p. 1-19.
  • Nucera Federico; Valente Giorgio (2013). Carry trades and the performance of currency hedge funds, in JOURNAL OF INTERNATIONAL MONEY AND FINANCE. p. 407-425.
  • Nucera Federico (2012). The co-movement between sovereign and bank credit risk during the financial crisis: the case of the Euro Area, in RIVISTA BANCARIA. MINERVA BANCARIA. p. 7-34.