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nuceraDr Federico Nucera                  

Assistant Professor of Finance LUISS Guido Carli University
Email: fnucera@luiss.it
Telephone: +39(0)685225754
Office: room 532, 5th floor, main building
Address: Viale Romania, 32,  00197 Rome, Italy

Go to Federico’s personal web-page

Curriculum vitae

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

Publications

  • The co-movement between sovereign and bank credit risk during the financial crisis: the case of the Euro Area ( Rivista Bancaria, 2012, issue 6)
  • Carry trades and the performance of currency hedge funds, (Journal of International Money and Finance, 2013, Elsevier, vol. 33(C), pages 407-425) with Giorgio Valente
  • How much does the stock market risk decline with the investment horizon? A cross-country comparison (Economic Notes, 2014, vol. 43, issue 1 ) with Carlo A. Favero
  • The information in systemic risk rankings, ECB wp n. 1875,  (Journal of Empirical Finance,  2016, vol.38(C),  pages, 461-475), with A.Lucas, S.J.Koopman and B.Schwaab. Summarized in the ECB’s Financial Stability Review Fall 2015, p. 80-82

Professional experience

Visiting researcher (May 2014), European Central Bank, Frankfurt,  Germany,

Research Economist (2012-2013), Prometeia Spa, Bologna

Summer Intern (2011), Banca Profilo, Milan

Summer Intern, (2010) Sveriges Riksbank, Stockholm, Sweden

Visiting positions

University of Leicester, Leicester, UK

Strathclyde Business School, Glasgow, UK

Grants

Research Grant, Università Bocconi

  

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