Carolina CastagnettiAssistant Professor of Econometrics Tel.: +39
0382/986217 Fax: +39
0382/304226 |
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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
Econometrics for Finance,
Education.
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
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 .
MARTEDI’ ore 11-13