Carolina Castagnetti

Assistant Professor of Econometrics

 

Tel.: +39 0382/986217

Fax: +39 0382/304226


castca@eco.unipv.it

 

 

 

 

 

Curriculum vitae

BORN: March 23rd, Piacenza (Italy).

CURRENT POSITION: Assistant Professor of Econometrics (Ricercatore), Dipartimento di economia politica e metodi quantitativi, Faculty of Economics, University of Pavia, Via San Felice, 7 - I-27100 PAVIA, Italy (since january 2005).

PREVIOUS POSITION: From 1999 to 2004, employed as quantitative analyst in the Fixed Income Quantitative Group at Fideuram SGR in Milano.

EDUCATION: Laurea in economia e commercio, 1995, Catholic University of Milan; Master in Applied Economics (CORIPE Turin), 1996, Master in Economics (Universitat Pompeu Fabra, Barcelona, Spain), 1997; Dottorato in economia politica, 2000, University of Pavia.

   CURRENT TEACHING:         Econometrics of Financial Markets

Economics of Financial Markets

 

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Research interests

Econometrics for Finance, Education.

 

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Some Publications

              Who skims the cream of the Italian graduate crop? Wage-employment versus self-employment, Small Business Economics,

               forthcoming, (with L. Rosti)

 

               Effort allocation in tournaments: the effect of gender on academic performance in Italian universities, Economics of Education Review, 

               forthcoming, (with L. Rosti)

 

               Educational Performance as Signalling Device: Evidence from Italy, Economics Bulletin,  vol. 9, n.4, 2005, (with F. Chelli and L. Rosti) .

 

               Estimating the Risk Premium of Swap Spreads. two Econometric GARCH-based Techniques, Applied Financial Economics, vol. 14, n. 2, 2004

 

 

 Working Papers and Work in Progress

 

Managing the Risk Side of a Medium Size Portfolio Showing GARCH Effects, Quaderni di Dipartimento dell’Università degli Studi di Pavia, n.114, giugno 2000 .

 

Talent allocation in the school-to-job transition, july 2005 (with F.Chelli and L. Rosti).

 

Euro Corporate Bonds Risk Factors, (with E. Rossi), Quaderni di Dipartimento dell’Università degli Studi di Pavia, n.182, febbraio 2006 .

 

Talent allocation in tournaments: the effect of gender on Italian graduate performance, (with L. Rosti). Quaderni di Dipartimento dell’Università degli Studi di Pavia, n.189, gennaio 2007 .

 

Estimation Methods in Panel Data Models with Observed and Unobserved Components: a Monte Carlo Study, (with E. Rossi), Quaderni di Dipartimento dell’Università degli Studi di Pavia, n.211, dicembre 2008 .

 

   Ricevimento studenti

MARTEDI’ ore 11-13