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LUCCHETTA Marcella

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TESI E STAGE

Data pubblicazione: 04/07/2014

Cari studenti,

per cause indipendenti dalla mia volontà e di carattere Accademico non posso seguire tesi e firmare stages per i prossimi periodi. 

Saluti,

Marcella Lucchetta

 

 

Vedi avvisi

Attività e competenze di ricerca

Settore Scientifico Disciplinare (SSD) di afferenza
Aree e linee di ricerca

Competenze di ricerca

Economia e finanza, rischio e stabilita

Description
  • Financial economics, risks and economic stability
Parole Chiave
  • Banking, Economic systems, Political economy
Codice ATECO
  • [85.4] - istruzione post-secondaria universitaria e non universitaria

Economia e finanza, rischio e stabilita

Description
  • Financial economics, risks and economic stability
Parole Chiave
  • Economic policy, Cyclical economics, Economic theory
Codice ATECO
  • [84.13] - regolamentazione delle attività che contribuiscono ad una più efficiente gestione delle attività economiche

Ricerche sviluppate e in corso

Systemic Risk and the macroeconomy

SSD
  • SECS-P/02

Competition and risk in general equilibrium

SSD
  • SECS-P/02

Bank cost of capital

SSD
  • SECS-P/01
Altri membri del gruppo di ricerca

Emerging stock returns and global factors

SSD

Finanziamenti

Modelli Statistici multivariati per la valutazione dei rischi

Ente finanziatore
  • MIUR
Tipologia
  • PRIN
Ruolo nel progetto
  • PT
Data inizio
  • Anno: 2011 Durata mesi: 36
Altri membri del gruppo di ricerca

SYstemic Risk TOmography: Signals, Measurements, Transmission Channels, and Policy Interventions

Ente finanziatore
  • Commissione Europea 7mo Programma Quadro
Tipologia
  • Collaborative Project
Ruolo nel progetto
  • PT
Sito di progetto
  • http://syrtoproject.eu/
Data inizio
  • Anno: 2013 Durata mesi: 36
Altri membri del gruppo di ricerca

Aree geografiche in cui si applica prevalentemente l'esperienza di ricerca

Internazionale: Europa, America Settentrionale

Lingue conosciute

  • Inglese (scritto: avanzato, parlato: avanzato)

Partecipazione come referees di progetti di ricerca nazionali ed internazionali

IMF (Fondo Monetario Internazionale) Early warning system e Fondo per la ricerca del Lussemburgo

Pubblicazioni per Anno

In corso di stampa

  • Lucchetta M., Andrea G., De Nicolo' G. Microprudential Regulation in a Dynamic Model of Banking, in THE REVIEW OF FINANCIAL STUDIES, vol. ., pp. .-. (ISSN 0893-9454) (Articolo su rivista)

2014

  • Marcella Lucchetta,Antonio Paradiso Sluggish US employment recovery after the Great Recession: Cyclical or structural factors?, in ECONOMICS LETTERS, vol. 123, pp. 109-112 (ISSN 0165-1765) Link DOI (Articolo su rivista)

2013

  • M. Lucchetta, M. Donadelli EMERGING STOCK PREMIA: SOME EVIDENCE FROM INDUSTRIAL STOCK MARKET DATA, in ASIAN ECONOMIC AND FINANCIAL REVIEW, vol. 3, pp. 398-422 (ISSN 2222-6737) (Articolo su rivista)

2012

  • Lucchetta M. Complementi di economia 1, Padova, AMON, vol. 1, pp. 1-168 (ISBN 9788866031017) (Monografia o trattato scientifico)
  • M. LUCCHETTA Complementi di economia politica Volume 2, Padova, AMON, vol. 2 (ISBN 9788866031123) (Monografia o trattato scientifico)
  • Lucchetta M., Donadelli M. Emerging Stock Premia: Do Industries Matter?, in WORKING PAPER-DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE, vol. No . 22/WP/2012, pp. 1-18 (ISSN 1827-3580) (Articolo su rivista)
  • M. Lucchetta, C. D'Avino Opacity of banks and inefficient bank management: An analysis , in BANKS AND BANK SYSTEMS, vol. 7, pp. 1-25 (ISSN 1816-7403) (Articolo su rivista)
  • M. Lucchetta, G. De Nicolo' Systemic Risk and the Macroeconomy, NBER book Quantifying Systemic Risk, The University of Chicago Press, pp. 52-105 (ISBN 0226319288) (Articolo su libro)

2011

  • De Nicolò G., Lucchetta M. Bank Competition and Financial Stability: A General Equilibrium Exposition, in IMF WORKING PAPER, WDC , IMF Publication, vol. 295, pp. 1-39 (ISSN 1018-5941) (Monografia o trattato scientifico)
  • De Nicolo' G., Lucchetta, M. Systemic Risk and the Macroeconomy, in NBER WORKING PAPER SERIES, in NBER Publications, 1050 Massachusetts Ave., Cambridge, MA, National Bureau of Economic Research NBER, pp. 1-35 (ISSN 0898-2937) (Monografia o trattato scientifico)
  • De Nicolò G., Lucchetta, M. Systemic Risks and the Macroeconomy, in NBER WORKING PAPER SERIES, NBER Working paper series, vol. 1, pp. 1-35 (ISSN 0898-2937) (Monografia o trattato scientifico)
  • Lorenzon I., Lucchetta M., Pelizzon L. Bank Credit to Medium-Sized Enterprises in Italy: The Trends Before and During the Crisis, in BANCARIA, vol. 2 2011, pp. 17-39 (ISSN 0005-4623) (Articolo su rivista)
  • De Nicolo' G., Gamba A., Lucchetta M. Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking, in IMF WORKING PAPER, vol. 1, pp. 1-65 (ISSN 1018-5941) (Articolo su rivista)
  • De Nicolo' G., Lucchetta, M. Systemic Real and Financial Risks: Measurement, Forecasting, and Stress Testing, in IMF WORKING PAPER, vol. 1, pp. 1-57 (ISSN 1018-5941) (Articolo su rivista)
  • De Nicolo'G., Lucchetta M. A General Equilibrium Model of Bank Competition, Risk and Capital (Working paper)

2010

  • De Nicolo' G., Lucchetta, M. Systemic Risks and the Macroeconomy, in IMF WORKING PAPER, pp. 1-35 (ISBN 9781451918762) (ISSN 1018-5941) (Articolo su rivista)
  • M. LUCCHETTA Bank Market Structure, Systemic Risk, and Interbank Market Breakdowns, in EUI WORKING PAPERS, vol. EUI RSCAS; 2010/76, pp. 1-25 (ISSN 1028-3625) Link DOI (Working paper)
  • D'Avino C., Lucchetta M. Opacity of banks and runs with solvency, in MPRA Working Papers, University Library of Munich, vol. 24166 (Working paper)

2009

  • De Nicolo' G., Lucchetta, M. FINANCIAL INTERMEDIATION, COMPETITION, AND RISK: A GENERAL EQUILIBRIUM EXPOSITION, in IMF WORKING PAPER, vol. WP/09/105, pp. 1-41 (ISBN 9781451872521) (ISSN 1018-5941) (Articolo su rivista)

2008

  • Berardi A., Lucchetta M. Why do banks hedge? (Working paper)

2007

  • Lucchetta M. Three Essays on Banking Sector Stability: Theoretical Models and Empirical Application, Venice, University of Venice (Tesi di Dottorato)
  • Lucchetta M. What do Data Say about Monetary Policy, Bank Liquidity and Bank Risk Taking?, in ECONOMIC NOTES, vol. 36, 2, pp. 189-203 (ISSN 0391-5026) (Articolo su rivista)

Curriculum di Marcella LUCCHETTA

Marcella Lucchetta

Curriculum Vitae

 

Professional Addresses:

University of Venice Ca’ Foscari, Department of Economics,

Venice (Italy)

E-mail: lucchett@unive.it

 

FIELDS OF RESEARCH

 

JEL classifications: C53, E32, E44, G21, L13

 

Topics:

Systemic Real and Financial Risks, Macro Models

Government Policy for Financial Markets

Banking in General Equilibrium

Bank Market Structure, Competition and Financial Stability

Liquidity and Interbank Markets

 

CURRENT POSITIONS

 

Assistant Professor in Economics, University of Venice Ca’ Foscari, Department of Economics

 

March 2009 –present: 

 

Visiting Scholar, International Monetary Fund (IMF), Research Department, Washington DC, U.S.

 

 

EDUCATION

 

March 2007 PhD in Economics and the Certification of Doctoral Europaeus University of Venice Ca’ Foscari, Advanced School of Economics (Italy) in collaboration with Venice International University, and part of the Quantitative Economics Doctorate (Q.E.D.)

Thesis: “Three Essays on Banking Sector Stability: Theoretical Models and Empirical Application”

Advisors: A. Brugiavini and L. Pelizzon

Examination Commission: J. Krahnen (J.W. Goethe Universitaet, Germany), L. M. Gambardella (IDSIA, Switzerland), L. Polos (Durham Business School, UK), B. Klaus (U. of Maastricht, Netherlands)

 

March 1999 Bachelor of Science in Financial Economics, Specialization Economics of Institutions and Financial Markets

University of Venice Ca’ Foscari (Italy)

Thesis: “Multistate Models and Pension Funds”

Advisor: P. Bortot

 

 

OLD POSITIONS

 

September 2010 – August 2011  Jean Monnet Research Fellow, European University Institute, Firenze, Fiesole

 

March 2008 – October 2009 Research Fellowship in Financial Economics, Project: “A Structural Model for Corporate Hedging and Investment Decisions”

University of Verona and SAFE Center (Center for Studies in Actuarial and

Financial Economics - dse.univr.it/safe/)

 

Sept 2007–September 2009 Adjunct Professor in Economics at University of Venice Ca’ Foscari

 

September 2008 – December 2008

European Central Bank (ECB) Internship, Capital Markets and Financial Structure Division, Project: “Bank Profitability, Supply of Loans and Monetary Policy”

ECB Frankfurt am Main

 

Sept 2007 – Feb 2008 Targeted Research Fellowship, Competition in Banking and Financial Markets, Project: “Competition, Financial Stability and Regulation with Banks Heterogeneity”

Ente per gli Studi Bancari Monetari e Finanziari Luigi Einaudi (EIEF)

Bank of Italy

 

Sept 2006 – Aug 2007 Research Fellowship in Financial Economics, Project: “Credit Derivatives, Portfolio Securitization and Systemic Risk”

University of Verona and SAFE Center (Center for Studies in Actuarial and

Financial Economics - dse.univr.it/safe/)

 

2003 – 2006 PhD. Fellowship – MIUR, Italian Minister for Education and Research

 

Apr 2002 – June 2002 Research on an “Empirical Analysis of the Demand for Housing in Milan” with D. Martellato

University of Venice Ca’ Foscari

 

Apr 1999 - Sept 2002 Financial Management and Banks Relations

Enoimpianti S.p.A., Treviso, Italy

 

VISITING

 

August 2009 EIEF Einaudi Institute for Economics and Finance, Rome, Italy

 

March 2008 Bank of Italy

ABI-EIEF Research Project: “Competition and Risk-taking in European Banking”

Project Coordinator: F. Allen (Wharton School University of Pennsylvania)

 

Feb 2005 – May 2005 University of Bangor, Wales (UK), Economics and Finance Department, Research on “Banking and Systemic Risk” with Y. Altunbas

 

Sept 2003 – July 2004 University of Vienna and IHS, Institute for Advance Studies and Scientific Research, Vienna (Austria)

Courses taught: Economics and Finance Post Graduate Program

 

WORKING PAPERS, ARTICLES UNDER REVIEW AND PUBBLICATIONS

 

G. De Nicolò, A. Gamba and M. Lucchetta  “Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking” February 2011, manuscript.

 

G. De Nicolò and M. Lucchetta “Systemic Real and Financial Risks: Measurement, Forecasting and Stress Tests” August 2010, forthcoming IMF Working Paper. Paper accepted to meetings of the Research Task Force (RTF) of the Basel Committee of Banking Supervision, Basel. Paper presented at

-       Conference “Beyond the Financial Crisis: Systemic Risk Spillovers and Regulation”, 28-29 Oct 2010 Deutsch Bundesbank and Technische Universität Dresden, Germany

 

C. D’Avino and M. Lucchetta “Opacity of Banks and Runs with Solvency” July 2010 MPRA Munich Personal REPEC Archive, paper number 24166, under review.

 

I. Lorenzon, M. Lucchetta and L. Pelizzon “bank credit to medium-sized enterprises in Italy: the trends before and during the crisis” published in Bancaria Editrice February, n. 2, 2011.

 

G. De Nicolò and M. Lucchetta “Systemic Risks and the Macroeconomy” IMF Working Paper WP/10/29 (February 2010) and in NBER Volume Quantifying Systemic Risk, ed. by Joseph Haubrich and Andrew Lo (Cambridge, Massachusetts: National Bureau of Economic Research). Paper presented at

-       NBER's Summer Institute 2010, Capital Markets and the Economy Workshop

-       BIS Workshop “Systemic Risk and the Financial Regulation – Causes and Lessons from the Financial Crisis”, May 2010, BIS, Basel, Switzerland

-       NBER/Fed Cleveland Conference on “Quantifying Systemic Risk”, November 2009, Cambridge, Massachusetts

-       Research Brown Bag Seminar, IMF, Research Department, November 2009, Washington D.C.

-       Workshop “Systemic Risk and the Financial Regulation – Causes and Lessons from the Financial Crisis” 20-21 May 2010, BIS, Basel, Switzerland

 

G. De Nicolò and M. Lucchetta “Financial Intermediation, Competition, and Risk: A General Equilibrium Exposition” IMF Working paper WP/09/105 (May 2009). Revise and resubmit in the Journal of Finance. Paper presented at

-       FIRS, Fiesole, Firenze, Italy, June 2010

-       Financial Stability Conference – Tilburg University – European Banking Center, June 3-4, 2010

-       Annual Meeting of the Italian Economists Association (Societa’ Italiana degli Economisti), October 2009

-       New York University, Stern, the 3rd November 2009

-       ABI-Ente Einaudi Workshop on banking competition and financial stability, Rome, January 2010

 

M. Lucchetta “Bank Market Structure, Systemic Risk and Interbank Market Breakdowns” EUI RSCAS Working Paper n 2010/76, 2010. Paper presented at the

-       Deutsche Bundesbank, Frankfurt Am Main, 13 December 2010

-       European University Institute, Fiesole, 9 November 2010

-       National Bank of Belgium, Brussels, October 2010

-       Bank for International Settlements, Basel, Switzerland, March 2010

-       European Central Bank, Frankfurt Am Main, 28th January 2010

-       International Monetary Fund, Washington D.C., 12th February 2010

Revised with the title “Risks Correlation and Interbank Breakdowns”, November 2010.

 

M. Lucchetta “What Do Data Say About Monetary Policy, Bank Liquidity and Bank Risk Taking?” July 2007 Economic Notes, Blackwell Publishing, 36 (2), pp. 189-203

 

 

WORKSHOPS AND CONFERENCES

 

June 29- 30, 2011 IFABS 2011 International Finance and Banking Society Conference at University of Rome III “Financial Intermediation, Competition and Risk”

 

June 27-28, 2011 Financial Stability Conference – Tilburg University – European Banking Center, Tilburg

 

June 9-11, 2011 The Role of Finance in Stabilizing the Past, Present, and Future Real Economy

DIW, Boston College and Deutsche BundesBank, Berlin, Germany

 

December 2010 Stability in the Global Financial System: Ban, Rule or border? Forth Unicredit Conference on Banking and Finance, Milan, Italy

 

December 2010 Financial Stability Seminars, Deutsche Bundesbank, Frankfurt Am Main

 

December 2010 Basel Committee Research Task Force on transmission channels, Washington D.C.

 

November 2010 Social Dialogue and Recession in the Banking Sector, Eurofound and ABI, Rome

 

July 2010 NBER's Summer Institute 2010, Capital Markets and the Economy Workshop, Boston

 

June 2010 The Financial Intermediation Research Society (FIRS) Conference on

Banking, Corporate Finance and Intermediation, Firenze, Fiesole (Italy)

 

June 3-4, 2010 Financial Stability Conference – Tilburg University – European Banking Center, Tilburg

 

May 2010 Workshop “Systemic Risk and the Financial Regulation – Causes and Lessons from the Financial Crisis”, BIS, Basel, Switzerland

 

January 2010 Bank Competition Project - ABI Workshop organized by Franklin Allen, Rome

 

November 2009 NBER Systemic Risk Conference, Boston

 

October 2009 Riunione Scientifica Annuale della Societa’ Italiana degli Economisti LUISS and Bank of Italy, Rome

 

September 2009 Bank Competition Project - ABI Workshop, Rome

 

May 2009 The Financial Intermediation Research Society (FIRS) Conference on

Banking, Corporate Finance and Intermediation

Prague, the Czech Republic

 

Jan 2008 IX Workshop on Quantitative Finance

University of Rome Tor Vergata

 

Jan 2008 ASSA Meeting 2008, AEA and AFA, New Orleans, LA

 

Jun 2007 New Directions in Term Structure Modeling, VII International Conference

SAFE Center and Cattolica Assicurazioni

Key Speakers: S. Schaefer (London Business School), M. Chernov

(London Business School), D. Duffie (Graduate School of Business - Stanford Uni-

versity), O. Vasicek (Moodys - KMV) and G. Barone-Adesi (University of Lugano)

 

Jan 2007 VIII Workshop on Quantitative Finance, University of Venice Ca’ Foscari

 

Sept 2006 EDEN Doctoral Seminar and Tutorial on Credit Risk Modeling

University of Venice Ca’ Foscari

Key Speakers: S. Schaefer (London Business School) and I. Strebulaev

(Graduate School of Business - Stanford University)

 

Sept 2006 CREDIT 2006 Risks in Small Business Lending, University of Venice Ca’

Foscari and ABI (Italian Banking Association)

 

Jun 2006 Asset Returns and Firm Policies, VI International Conference, SAFE Center and Cattolica Assicurazioni

Key Speakers: S. Schaefer (London Business School), W. Torous (Anderson School of management - UCLA), A. J. Triantis (University of Maryland),

I. Strebulaev (Graduate School of Business - Stanford University) and A. Gamba (University of Verona)

 

May 2004 Q.E.D. PhD Jamboree University of Copenhagen, Denmark

 

SUMMER SCHOOLS

 

July 2003 – Aug 2003 The Cointegrated VAR Model: Econometric Methodology and

Macroeconomic Applications

University of Copenhagen, Denmark

Teachers: K. Juselius, S. Johansen, Anders Rahbek and H. B. Nielsen

Individual project Successfully Completed, Title of the paper presented: “The

behavior of the dollar/euro exchange rate”

 

TEACHING

 

Jan 2011 – July 2011 Economics I and II, Lecturer, Undergraduate Course of Economics

University of Venice Ca’ Foscari

 

Jan 2010 – July 2010 Economics II (two classes), Lecturer, Undergraduate Course of Economics

University of Venice Ca’ Foscari

 

Jan 2010 – July 2010 Economics II (two classes), Practical Class, Undergraduate Course of Economics

University of Venice Ca’ Foscari

 

May 2009 Quantitative Finance, four lectures on “Systemic Risk” for the Graduate Course of Finance

University of Verona

 

May 2008 Quantitative Finance, four lectures on “Systemic Risk” for the Graduate Course of Finance

University of Verona

 

Apr 2008 – July 2008 Public Finance, Lecturer, Undergraduate Course of Economics

University of Venice Ca’ Foscari

 

Apr 2007 – July 2007 Public Finance, Lecturer, Undergraduate Course of Economics

University of Venice Ca’ Foscari

 

May 2006 – July 2006 Economics II, Teaching Assistant, Undergraduate Course of Economics

University of Venice Ca’ Foscari

 

Feb 2006 – Apr 2006 Economics I, Teaching Assistant, Undergraduate Course of Economics

University of Venice Ca’ Foscari

 

Nov 2005 – Dec 2005 Advanced Economics, Lecturer, Postgraduate Course of Economics

University of Venice Ca’ Foscari

 

May 2005 – July 2005 Economics II (two classes), Teaching Assistant, Undergraduate Course of Economics

University of Venice Ca’ Foscari

 

Oct 2004 – Dec 2004 Advanced Econometrics, Teaching Assistance, PhD in Economics

SSAV and University of Venice Ca’ Foscari

 

PRIZES AND HONORS

 

Best Teacher Award (as adjunct professor)

University of Venice Ca’ Foscari

Public Finance

(1◦ premio per la qualita’ della didattica come docente a contratto, Facolta’ di Economia 2006/2007)

Selected Referee Research Projects for the Luxemburg National Research Fund (FNR), CORE 2010

 

 

COMPUTER SKILLS

 

-  Operating Systems: Mac OS X, Windows, Linux;

-  Econometric Packages: Stata, EViews, Rats, EasyReg International

-  Mathematical and Computational Packages: Matlab, Mathematica

-  Platforms: Bloomberg, Datastream, BankScope, online databases

-  Typesetting Programs: LATEX (TexShop and WinEdit graphical interfaces), Windows Office, Open Office

 

LANGUAGES SKILLS

 

- Italian: mother tongue

- English: fluent

- German: intermediate level

 

REFERENCES

 

-  Andrea Gamba, Full Professor, Warwick Business School, University of Warwick, e—mail: andrea.gamba@wbs.ac.uk

-  Gianni De Nicolò, Senior Economist, IMF (International Monetary Fund) Research Department, Washington DC, e–mail: GDeNicolo@imf.org

-  Loriana Pelizzon, Associate Professor, University of Venice Ca’ Foscari, e–mail: pelizzon@unive.it

-  Elena Carletti, Professor of Economics, European University Institute Joint chair Economics Department and Robert Schuman Center for Advanced Studies, e-mail: elena.carletti@eui.eu

 

© Ca'Foscari 2014