nuceraDr Federico Nucera                  

Assistant Professor of Finance LUISS Guido Carli University
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

Other Academic Achievements

National habilitation certificate (March 2018) as Associate Professor in Finance (Abilitazione Scientifica
Nazionale come Professore di seconda fascia in Economia degli Intermediari Finanziari, SECS-P/11)


Ph.D. in Finance,  Università Bocconi, Milan

M.Sc .in Economics, University of Warwick, Warwick, UK

Laurea in Economia Politica, Luiss Guido Carli, Rome

Main Publications

  • 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
  • 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
  • Do negative interest rates make banks less safe?, ECB wp n.2098, (Economics Letters2017, Elsevier, vol. 159pages 112-115with A. Lucas, J. Schaumburg and B. Schwaab. Summarized in the ECB’s Financial Stability Review Fall 2017
  • Unemployment fluctuations  and the predictability of currency returns, (Journal of Banking and Finance, 2017Elsevier, vol. 84pages 88-106)
  • Can hedge funds time the market? (forthcoming, International Review of Finance) with M.W. Brandt and G. Valente

Other 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)
  • 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
  • Risk-managed momentum: the effect of leverage constraints, (forthcoming, Rivista Bancaria, 2017, issue 6)
  • I tassi di interesse negativi e la performance delle banche europee: alcune considerazioni preliminari (forthcoming, Banche e Banchieri, 2017, issue 4) with Giorgio Di Giorgio

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


Research Grant, Università Bocconi


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