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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 principali (ultimi 10 anni)

  • Nucera, FEDERICO CALOGERO (2017). Unemployment fluctuations and the predictability of currency returns. JOURNAL OF BANKING & FINANCE, p. 88-106. ISSN 1872-6372. http://dx.doi.org/10.1016/j.jbankfin.2017.07.007.
  • Brandt, MICHAEL W.; Nucera, FEDERICO CALOGERO; Valente, Giorgio (2017). Can hedge funds time the market?. INTERNATIONAL REVIEW OF FINANCE, p. 1-11. ISSN 1369-412X. http://dx.doi.org/10.1111/irfi.12171.
  • Nucera, FEDERICO CALOGERO; DI GIORGIO, Giorgio (2017). I tassi di interesse negativi e la performance delle banche europee: alcune considerazioni preliminari. BANCHE E BANCHIERI, p. 476-494. ISSN 0390-1378.
  • Nucera, Federico; Lucas, Andre; Schaumburg, Julia; Schwaab, Bernd (2017). Do negative interest rates make banks less safe?. ECONOMICS LETTERS, p. 112-115. ISSN 0165-1765. http://dx.doi.org/10.1016/j.econlet.2017.07.014.
  • Nucera, FEDERICO CALOGERO (2017). Risk-Managed Momentum: the Effect of Leverage Constraints. RIVISTA BANCARIA. MINERVA BANCARIA, p. 69-80. ISSN 1594-7556.
  • Nucera Federico; Schwaab Bernd; Koopman Siem Jan; Lucas André (2016). The information in systemic risk rankings. JOURNAL OF EMPIRICAL FINANCE, p. 461-475. ISSN 0927-5398. http://dx.doi.org/10.1016/j.jempfin.2016.01.002.
  • Nucera Federico; Favero Carlo A. (2014). How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison. ECONOMIC NOTES, p. 1-19. ISSN 0391-5026. http://dx.doi.org/10.1111/ecno.12014.
  • Nucera Federico; Valente Giorgio (2013). Carry trades and the performance of currency hedge funds. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, p. 407-425. ISSN 0261-5606. http://dx.doi.org/10.1016/j.jimon fi n.2012.12.001.
  • Nucera Federico (2012). The co-movement between sovereign and bank credit risk during the financial crisis: the case of the Euro Area. RIVISTA BANCARIA. MINERVA BANCARIA, p. 7-34. ISSN 1594-7556.