Demetrio Lacava

I am currently a Research Fellow at the Department of Economics and Finance of LUISS University, employed for the project: "Financial modeling under Non-Gaussian distribution". I am also a Teaching Assistant in Econometrics and Empirical Finance at the same department. Furthermore, I am also employed as a Lecturer in Econometrics and Advances Statistics: Introduction to R at the Ph.D. in Economics, Management and Statistics at the University of Messina. In addition, in the in the two-year period 2017-2019 I was recruited as Learning Support Teacher in Statistics at the University of Messina. Finally, In 2017 I was appointed as Teaching Assistant in Investment Management and Corporate Finance within the Professional Master’s Programme in Banking and Finance at the University of Messina.

Graduated in Economics and Finance in 2016, I obtained a Ph.D. in Economics, Management and Statistics at the University of Messina in December 2020, with a special expertise in Economics, Finance and Statistics.

My research interests cover several aspects of Time Series Analysis and Financial Econometrics, with a special focus to the intersection of monetary policy and financial markets.