BILLIO Monica
- Position
- Full Professor
- Roles
-
Coordinator of the Master's Degree Programme in Economics, Finance and Sustainability
Department’s Delegate for Relations with Treviso Campus
- Telephone
- 041 234 9170 / 041 234 6676
-
billio@unive.it
- Fax
- 041 234 9176
- Scientific sector (SSD)
- ECONOMETRIA [SECS-P/05]
- Website
-
www.unive.it/persone/billio (personal record)
- Office
-
Department of Economics
Website: https://www.unive.it/dep.economics
Where: San Giobbe
- Office
-
European Center for Living Technology (ECLT)
Where: Ca' Bottacin
Dati relazione
- Periodo di riferimento
- 04/11/2018 - 03/11/2021
- Afferenza
- Dipartimento di Economia
- Ruolo
- Professori Ordinari
Attività didattica
| A.A. | Insegnamento | Codice | Voto | Voto medio area |
|---|---|---|---|---|
| 2018/2019 | INTRODUZIONE ALL'ECONOMETRIA | ET0038 | 2.9 | 3.1 |
| 2019/2020 | INTRODUZIONE ALL'ECONOMETRIA | ET0038 | 6 | 7.6 |
| 2020/2021 | ECONOMICS AND ECONOMETRICS OF INTERNATIONAL FINANCE | EM1053 | 7.2 | 7.8 |
| 2020/2021 | LABORATORIO DI FINANZA | EM5018 | 8.6 | 7.8 |
| 2020/2021 | RISK MEASUREMENT | EM5027 | 6.5 | 7.8 |
Tesi
| Anno solare | Tipologia | Tesi Relatore | Tesi Correlatore |
|---|---|---|---|
| 2018 | Corso di dottorato | 4 | |
| 2018 | Corso di laurea | 8 | |
| 2018 | Corso di laurea magistrale | 15 | 2 |
| 2019 | Corso di laurea | 8 | |
| 2019 | Corso di laurea magistrale | 17 | |
| 2020 | Corso di laurea | 7 | |
| 2020 | Corso di laurea magistrale | 22 | 1 |
Finanziamenti
- COVID-19 Pandemic, Financial Shock and Natural Disasters: Assessing compound risks in emerging countries
- ESG-Credit.eu - ESG Factors and Climate Change for Credit Analysis and Rating
- EeDaPP Energy efficiency Data Protocol and Portal
- EeMAP Energy efficient Mortgages Action Plan
- Hi-Di NET Econometric Analysis of High Dimensional Models with Network Structures in Macroeconomics and Finance
- Mobilità studenti doppi titoli Université Paris Dauphine
Ricerche sviluppate e in corso
- Analisi dei rendimenti degli hedge funds
- Business Cycle Analysis
- Datazione del ciclo economico nell'area Euro; relazione tra ciclo economico e ciclo finanziario
- Efficient Gibbs Sampling for Markov Switching GARCH Models
- Green finance
- Liquidità e rischio sistemico
- Partilce Filter for Time Series Analysis
- Rischio sistemico e network
Pubblicazioni realizzate nel triennio
- Billio M.; Casarin R.; Costola M.; Iacopini M. (2021), A Matrix-Variate t Model for Networks in FRONTIERS IN ARTIFICIAL INTELLIGENCE, vol. 4, pp. 674166 (ISSN 2624-8212) (Articolo su rivista)
- Billio M.; Maillet B.; Pelizzon L. (2021), A meta-measure of performance related to both investors and investments characteristics in ANNALS OF OPERATIONS RESEARCH, vol. ND (ISSN 0254-5330) (Articolo su rivista)
- Billio M.; Costola M.; Pelizzon L.; Riedel M. (2021), Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case in JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, vol. online, pp. 1-32 (ISSN 0895-5638) (Articolo su rivista)
- Billio M.; Casarin R.; Costola M.; Iacopini M. (2021), COVID-19 spreading in financial networks: A semiparametric matrix regression model in ECONOMETRICS AND STATISTICS, vol. -, pp. 1-30 (ISSN 2452-3062) (Articolo su rivista)
- Monica Billio, Michele Costola, Iva Hristova, Carmelo Latino, Loriana Pelizzon (2021), Inside the ESG Ratings: (Dis)agreement and performance in CORPORATE SOCIAL-RESPONSIBILITY AND ENVIRONMENTAL MANAGEMENT, vol. online (ISSN 1535-3966) (Articolo su rivista)
- Ahelegbey D.F.; Billio M.; Casarin R. (2021), Modeling Turning Points in the Global Equity Market in ECONOMETRICS AND STATISTICS, vol. -, pp. 1-25 (ISSN 2452-3062) (Articolo su rivista)
- Billio M., Casarin R., Costola M., Iacopini M. (2021), COVID-19 spreading in financial networks: A semiparametric matrix regression model in Billio M., Casarin R., Costola M., Iacopini M., Working Paper Series - Department of Economics of the Ca’ Foscari University of Venice (ISSN 1827-3580), Department of Economics, University of Venice "Ca' Foscari, vol. 2021/05, pp. 1-34 (Articolo su libro)
- Billio M., Casarin R., De Cian E., Mistry M., Osuntuyi, A. (2021), The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach in Billio M., Casarin R., De Cian E., Mistry M., Osuntuyi, A., Working Paper Series - Department of Economics of the Ca’ Foscari University of Venice (ISSN 1827-3580), Department of Economics, University of Venice "Ca' Foscari, vol. 2021/03, pp. 1-64 (Articolo su libro)
- Monica Billio; Simone Varotto (2020), A New World Post COVID-19 , Venezia, Edizioni Ca' Foscari (ISBN 978-88-6969-442-4) (Monografia o trattato scientifico)
- Billio M.; Donadelli M.; Livieri G.; Paradiso A. (2020), On the role of domestic and international financial cyclical factors in driving economic growth in APPLIED ECONOMICS, vol. 52, pp. 1272-1287 (ISSN 0003-6846) (Articolo su rivista)
- Monica Billio, Michele Costola, Loriana Pelizzon, Max Riedel (2020), Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case , WORKING PAPER-DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE, CÀ FOSCARI UNIVERSITY OF VENICE (Articolo su libro)
- Monica Billio, Michela Costola, Francesco Mazzari, Loriana Pelizzon (2020), The European Repo Market, ECB Intervention and the COVID-19 Crisis , A new world post COVID-19: lessons from business, the finance industry and policy makers, Edizioni Ca' Foscari, vol. 1, pp. 57-67 (ISBN 978-88-6969-442-4) (Articolo su libro)
- Billio M., Casarin R., Rossini L. (2019), Bayesian nonparametric sparse VAR models in JOURNAL OF ECONOMETRICS, vol. 212, pp. 97-115 (ISSN 0304-4076) (Articolo su rivista)
- Bedin A., M. Billio, M. Costola, L. Pelizzon (2019), Credit Scoring in SME Asset-Backed Securities: An Italian Case Study in JOURNAL OF RISK AND FINANCIAL MANAGEMENT, vol. 12, pp. 89 (ISSN 1911-8074) (Articolo su rivista)
- Bianchi Daniele, Billio Monica, Casarin Roberto, Guidolin Massimo (2019), Modeling Systemic Risk with Markov Switching Graphical SUR Models in JOURNAL OF ECONOMETRICS, vol. 210, pp. 58-74 (ISSN 0304-4076) (Articolo su rivista)
- Billio M., R. Casarin, M. Costola, L. Frattarolo (2019), Opinion Dynamics and Disagreements on Financial Networks in ADVANCES IN DECISION SCIENCES, vol. 23/4 (ISSN 2090-3367) (Articolo su rivista)
- Billio, M.;Casarin, R.;Costola, M.;Frattarolo, L (2019), Contagion Dynamics on Financial Networks , International Financial Markets, Routledge, vol. 1, pp. 63-98 (ISBN 1138060925) (Articolo su libro)
- Billio, Monica; Casarin, Roberto; Osuntuyi, Anthony (2018), Markov switching GARCH models for Bayesian hedging on energy futures markets in ENERGY ECONOMICS, vol. 70, pp. 545-562 (ISSN 0140-9883) (Articolo su rivista)
- Monica Billio, Roberto Casarin, Matteo Iacopini (2018), Bayesian Markov switching tensor regression for time-varying networks in Monica Billio, Roberto Casarin, Matteo Iacopini, Bayesian Markov switching tensor regression for time-varying networks in WORKING PAPER-DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE, Dipartimento di Economia, Università Ca' Foscari Venezia, pp. 1-61 (ISSN 1827-3580) (Articolo su libro)
- Monica Billio, Roberto Casarin, Luca Rossini (2018), Bayesian Nonparametric Sparse Vector Autoregressive Models , Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer Verlag, pp. 155-160 (ISBN 978-3-319-89823-0) (Articolo su libro)
- Monica Billio, Roberto Casarin, Matteo Iacopini (2018), Bayesian Tensor Binary Regression , Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer, pp. 143-147 (ISBN 978-3-319-89823-0) (Articolo su libro)
- Monica Billio, Roberto Casarin, Matteo Iacopini (2018), Bayesian Tensor Regression Models , Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer, pp. 159-163 (ISBN 978-3-319-89823-0) (Articolo su libro)
- Monica Billio, Roberto Casarin, Sylvia Kaufmann, Matteo Iacopini (2018), Bayesian dynamic tensor regression in Monica Billio, Roberto Casarin, Sylvia Kaufmann, Matteo Iacopini, Bayesian dynamic tensor regression in WORKING PAPER-DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE, Dipartimento di Economia, Università Ca' Foscari Venezia, pp. 1-62 (ISSN 1827-3580) (Articolo su libro)
- Monica Billio, Roberto Casarin, Michele Costola, Lorenzo Frattarolo (2018), Disagreement in Signed Financial Networks , Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer Verlag, pp. 139-142 (ISBN 978-3-319-89824-7) (Articolo su libro)
- Bertin Giovanni, Billio Monica (2018), Legalità ed economia in Bertin Giovanni, Billio Monica, Educazione alla legalità, Linea edizioni, pp. 13-42 (ISBN 9788899644475) (Articolo su libro)
- Billio M., Carati L., Ladiray D., G.L. Mazzi (2018), The Effects of Seasonal Adjustment on Turning-Point Detection , Handbook on Seasonal Adjustment, European Commission, vol. Chap 26 (ISBN 978-92-79-80170-9) (Articolo su libro)
Tesi di dottorato interateneo
Giovanni Pianon, “Quantitative approaches for a robust assessment and management of risks related to sustainable investing”, University Ca’ Foscari of Venice, joint supervision with Roberto Casarin, expected December 2023.
Ana Sina, “Leveraged Loans and Systemic Risk”, Reading University, joint supervision with Simone Varotto e Alfonso Dufour, expected December 2022.
Filippo Busetto, “Negative interest rates”, Reading University, joint supervision with Simone Varotto e Alfonso Dufour, expected December 2022.
Hasinavonizaka Fanirisoa Zazaravaka RAHANTAMIALISOA, “Integration of VIX information in GARCH option pricing models”, Université Paris 1 Panthéon-Sorbonne, joint supervision with Christophe Chorro, November 2018.
Matteo Iacopini, “Network models and Copula”, University Ca’ Foscari of Venice, joint supervision with Roberto Casarin and Dominique Guégan, July 2018.
Mario Bellia, “Essays on empirical market microstructure and high frequency data”, Goethe University, joint supervision with Loriana Pelizzon, March 2018.
Roberto Panzica, “Financial networks and Asset pricing”, Goethe University, joint supervision with Loriana Pelizzon, March 2018.
Matteo Sottocornola, “Insurance Activities and Systemic Risk”, Goethe University, joint supervision with Loriana Pelizzon, March 2018.
Ana Sina, “Leveraged Loans and Systemic Risk”, Reading University, joint supervision with Simone Varotto e Alfonso Dufour, expected December 2022.
Filippo Busetto, “Negative interest rates”, Reading University, joint supervision with Simone Varotto e Alfonso Dufour, expected December 2022.
Hasinavonizaka Fanirisoa Zazaravaka RAHANTAMIALISOA, “Integration of VIX information in GARCH option pricing models”, Université Paris 1 Panthéon-Sorbonne, joint supervision with Christophe Chorro, November 2018.
Matteo Iacopini, “Network models and Copula”, University Ca’ Foscari of Venice, joint supervision with Roberto Casarin and Dominique Guégan, July 2018.
Mario Bellia, “Essays on empirical market microstructure and high frequency data”, Goethe University, joint supervision with Loriana Pelizzon, March 2018.
Roberto Panzica, “Financial networks and Asset pricing”, Goethe University, joint supervision with Loriana Pelizzon, March 2018.
Matteo Sottocornola, “Insurance Activities and Systemic Risk”, Goethe University, joint supervision with Loriana Pelizzon, March 2018.
Partecipazione come referee di progetti di ricerca nazionali ed internazionali
Reviewer for Mathematical Reviews.
Expert in Economics/Finance, Progetto 100 Esperte (https://100esperte.it/)
Member Consortium for Systemic Risk Analytics (http://www.systemic-risk.org/) 2011 – :
Member Euro Area Business Cycle Network (http://www.eabcn.org/) 2009 – :
Panel member AXA Postdoctoral fellowships, 2015- 2016
Panel member Bank of Italy “Mortara” fellowships, 2014-2018
Panel member “Best Paper Award”, Vienna University of Economics and Business, 2016-2019, 2021-2022.
Expert in Economics/Finance, Progetto 100 Esperte (https://100esperte.it/)
Member Consortium for Systemic Risk Analytics (http://www.systemic-risk.org/) 2011 – :
Member Euro Area Business Cycle Network (http://www.eabcn.org/) 2009 – :
Panel member AXA Postdoctoral fellowships, 2015- 2016
Panel member Bank of Italy “Mortara” fellowships, 2014-2018
Panel member “Best Paper Award”, Vienna University of Economics and Business, 2016-2019, 2021-2022.
Partecipazione a comitati editoriali di riviste/collane scientifiche
Member of the Editorial Board Journal of Risk and Financial Management, 2019 -:,
Member International Advisory Board Advances in Decision Sciences, 2019-:
Member of the Advisory Board Annals of Financial Economics, 2018-:
Associate Editor Econometrics and Statistics, 2015-:.
Associate Editor Annals Computational Statistics and Data Analysis, 2011-2015.
Member International Advisory Board Advances in Decision Sciences, 2019-:
Member of the Advisory Board Annals of Financial Economics, 2018-:
Associate Editor Econometrics and Statistics, 2015-:.
Associate Editor Annals Computational Statistics and Data Analysis, 2011-2015.
Descrizione dell'attività di ricerca svolta nel triennio e gli obiettivi futuri
L'attività di ricerca nel triennio si è concentrata principalmente su tre filoni:
- analisi del rischio sistemico e la sua misurazione con attenzione al nuovo driver sostenibilità. Progetti ESG-Credit.eu e Transpareens;
- analisi dei profili di rischio di prodotti finanziari per l’efficientamento energetico degli edifici. Coordino il gruppo di ricerca dei progetti europei EeDaPP e EEMMIP in fase di sviluppo e completamento;
- misurazione del rischio con metodologie che utilizzano network e grafi, come da progetto PRIN Hi-Di Net.
L'attività di ricerca proseguirà sui temi generali della misurazione del rischio e la finanza sostenibile. Dal punto di vista metodologico si concentrerà sull'utilizzo di grandi basi dati e modelli adatti alla loro analisi.
- analisi del rischio sistemico e la sua misurazione con attenzione al nuovo driver sostenibilità. Progetti ESG-Credit.eu e Transpareens;
- analisi dei profili di rischio di prodotti finanziari per l’efficientamento energetico degli edifici. Coordino il gruppo di ricerca dei progetti europei EeDaPP e EEMMIP in fase di sviluppo e completamento;
- misurazione del rischio con metodologie che utilizzano network e grafi, come da progetto PRIN Hi-Di Net.
L'attività di ricerca proseguirà sui temi generali della misurazione del rischio e la finanza sostenibile. Dal punto di vista metodologico si concentrerà sull'utilizzo di grandi basi dati e modelli adatti alla loro analisi.
Relazioni invitate presso convegni o workshops
Solo relazioni invitate
2021: Second Annual Volatility and Risk Institute Conference on "A Financial Risk Framework For Climate Change: Portfolio Construction, Stress Testing, And Risk Transfer; Special session on Sustainable Finance post COVID19 (30th Annual Meeting of European Financial Management Association - EFMA).
2020: Statistical Physics for Financial & Economic Networks – NETSCI satellite, Rome; EC2 High dimensional Modelling in Time Series, Paris; Artificial Intelligence in Finance and Industry (5th European COST Conference).
2019: Workshop on "Crisis and Network in Finance: new challenges for the industry", ENS Lyon; Guest Speaker Quantitative Finance and Financial Econometrics (QFFE2019), Aix Marseille; Christian Dunis Memorial Lecture Forecasting Financial Markets 2019, Venice; ESOBE 2019 University of St Andrews, Scotland; National Bank of Poland Workshop on Forecasting.
2018: 3rd Workshop on Statistical Physics for Financial and Economic Networks, Paris; DySES 2018 on Systemic Risk, Paris.
2021: Second Annual Volatility and Risk Institute Conference on "A Financial Risk Framework For Climate Change: Portfolio Construction, Stress Testing, And Risk Transfer; Special session on Sustainable Finance post COVID19 (30th Annual Meeting of European Financial Management Association - EFMA).
2020: Statistical Physics for Financial & Economic Networks – NETSCI satellite, Rome; EC2 High dimensional Modelling in Time Series, Paris; Artificial Intelligence in Finance and Industry (5th European COST Conference).
2019: Workshop on "Crisis and Network in Finance: new challenges for the industry", ENS Lyon; Guest Speaker Quantitative Finance and Financial Econometrics (QFFE2019), Aix Marseille; Christian Dunis Memorial Lecture Forecasting Financial Markets 2019, Venice; ESOBE 2019 University of St Andrews, Scotland; National Bank of Poland Workshop on Forecasting.
2018: 3rd Workshop on Statistical Physics for Financial and Economic Networks, Paris; DySES 2018 on Systemic Risk, Paris.
Seminari su invito tenuti presso altre Università, Centri di Ricerca, Aziende, etc.
2021: University of Nottingham invited seminar; Finance Group Seminar Queens University Belfast invited seminar; Comment to the Regional Outlook, Veneto, Bank of Italy; Comment to the Regional Statistical Report, Regione Veneto.
2019: Erasmus University invited seminar.
2019: Erasmus University invited seminar.
Altre attività scientifiche
Member Scientific Programme Committee, 15th International Conference on Computational and Financial Econometrics (CFE'21), December 2021, London (http://www.cfenetwork.org/CFE2021/index.php)
Member Scientific Program Committee, 2021 EU Conference on modelling for policy support, November 2021, Competence Centre on Modelling (CC-MOD)
Member Scientific Program Committee, CREDIT 2021 Compound Risk: Climate, Disaster, Finance, Pandemic, September 2021, Venice (https://www.greta.it/index.php/it/credit-2021)
Member Programme Committee, 30th Annual Meeting of European Financial Management Association (EFMA), June 2021, University of Leeds
Member Scientific Programme Committee, 14th International Conference on Computational and Financial Econometrics (CFE'20), December 2020, London (http://cfenetwork.org/CFE2020)
Chair Scientific Program Committee, CREDIT 2020 Environmental, Social and Governance Risks, September 2020, Venice (https://www.greta.it/old/credit/credit2020/credit2020.htm)
Member Programme Committee, 29th Annual Meeting of European Financial Management Association (EFMA), June 2020, University College Dublin, Ireland
Member Scientific Programme Committee, 4th International Conference in Econometrics and Statistics (EcoSta), July 2020, Seoul, Corea
Member Scientific Programme Committee, Mathematical and Statistical Methods for Actuarial Science and Finance (MAF2020), April 2020, Ginevra
Local organiser, IWEEE 2020 Second Italian Workshop of Econometrics and Empirical Economics, January 2020, Venice
Member Scientific Program Committee and Local organiser, CREDIT 2019 Assessing and Managing Climate Change Risk: Opportunities for Financial Institutions, September 2019, Venice (https://www.greta.it/old/credit/credit2019/credit2019.htm)
Member of the Scientific Committee, International Finance and Banking Society Conference (IFABS) Reinventing Banking and Sustainable Finance, June 2019, Angers, France
Member of the Scientific Committee, 26th International Conference on Forecasting Financial Markets, June 2019, Venice (http://ffmconference.com/)
Member Scientific Committee, Quantitative Finance and Financial Econometrics QFFE2019, June 2019, Aix Marseille School of Economics (https://qffe2019.sciencesconf.org/)
Member Programme Committee, Eighth Italian Congress of Econometrics and Empirical Economics (ICEEE), January 2019, Lecce, Italy
Member Scientific Programme Committee, 12th International Conference on Computational and Financial Econometrics (CFE'18), December 2018, Pisa Italy (http://cfenetwork.org/CFE2018)
Member Scientific Programme Committee, DySES 2018 on Systemic Risk, October 2018, Paris
Member Scientific Program Committee, 2021 EU Conference on modelling for policy support, November 2021, Competence Centre on Modelling (CC-MOD)
Member Scientific Program Committee, CREDIT 2021 Compound Risk: Climate, Disaster, Finance, Pandemic, September 2021, Venice (https://www.greta.it/index.php/it/credit-2021)
Member Programme Committee, 30th Annual Meeting of European Financial Management Association (EFMA), June 2021, University of Leeds
Member Scientific Programme Committee, 14th International Conference on Computational and Financial Econometrics (CFE'20), December 2020, London (http://cfenetwork.org/CFE2020)
Chair Scientific Program Committee, CREDIT 2020 Environmental, Social and Governance Risks, September 2020, Venice (https://www.greta.it/old/credit/credit2020/credit2020.htm)
Member Programme Committee, 29th Annual Meeting of European Financial Management Association (EFMA), June 2020, University College Dublin, Ireland
Member Scientific Programme Committee, 4th International Conference in Econometrics and Statistics (EcoSta), July 2020, Seoul, Corea
Member Scientific Programme Committee, Mathematical and Statistical Methods for Actuarial Science and Finance (MAF2020), April 2020, Ginevra
Local organiser, IWEEE 2020 Second Italian Workshop of Econometrics and Empirical Economics, January 2020, Venice
Member Scientific Program Committee and Local organiser, CREDIT 2019 Assessing and Managing Climate Change Risk: Opportunities for Financial Institutions, September 2019, Venice (https://www.greta.it/old/credit/credit2019/credit2019.htm)
Member of the Scientific Committee, International Finance and Banking Society Conference (IFABS) Reinventing Banking and Sustainable Finance, June 2019, Angers, France
Member of the Scientific Committee, 26th International Conference on Forecasting Financial Markets, June 2019, Venice (http://ffmconference.com/)
Member Scientific Committee, Quantitative Finance and Financial Econometrics QFFE2019, June 2019, Aix Marseille School of Economics (https://qffe2019.sciencesconf.org/)
Member Programme Committee, Eighth Italian Congress of Econometrics and Empirical Economics (ICEEE), January 2019, Lecce, Italy
Member Scientific Programme Committee, 12th International Conference on Computational and Financial Econometrics (CFE'18), December 2018, Pisa Italy (http://cfenetwork.org/CFE2018)
Member Scientific Programme Committee, DySES 2018 on Systemic Risk, October 2018, Paris
Altre attività didattiche
Financial Econometrics, Master IMEF Ca' Foscari 2019-2020
Incarichi accademici e attività organizzative
Direttore di Dipartimento 2014-2020
Membro Senato Accademico 2014-2020
Membro Senato Accademico 2014-2020
Partecipazione alle attività di valutazione della ricerca
Member Scientific Advisory Board Project PERISCOPE - Pan-European Response to the Impacts of COVID-19 and future Pandemics and Epidemics.
Member Scientific Committee StatisticAll (http://festivalstatistica.it/) 2015 - :
Expert in Economics/Finance, Progetto 100 Esperte (https://100esperte.it/)
Member Consortium for Systemic Risk Analytics (http://www.systemic-risk.org/) 2011 – :
Member Euro Area Business Cycle Network (http://www.eabcn.org/) 2009 – :
Member CREDIT network, labelled by the European Investment Bank, 2008 - :
Louis Bachelier Fellow, Institut Louis Bachelier, 2021-:
Research Fellow Leibniz Institute SAFE, 2020-:
Fellow International Engineering and Technology Institute (http://www.ieti.net/index.aspx), 2018-:
Member Scientific Committee, Computational and Financial Econometrics Network, 2013-:.
Member of the Board of Directors, EFMA European Financial Management Association (2014-2021).
Member of the Scientific Committee, AIFIRM Italian Association Financial Industry Risk Managers (2013-:).
Reviewer for Research Assessment VQR (Italy,2015-2019-GEV 13).
Member of the Italian Commission for Professorship Habilitation, 2016-2018.
Member Scientific Committee StatisticAll (http://festivalstatistica.it/) 2015 - :
Expert in Economics/Finance, Progetto 100 Esperte (https://100esperte.it/)
Member Consortium for Systemic Risk Analytics (http://www.systemic-risk.org/) 2011 – :
Member Euro Area Business Cycle Network (http://www.eabcn.org/) 2009 – :
Member CREDIT network, labelled by the European Investment Bank, 2008 - :
Louis Bachelier Fellow, Institut Louis Bachelier, 2021-:
Research Fellow Leibniz Institute SAFE, 2020-:
Fellow International Engineering and Technology Institute (http://www.ieti.net/index.aspx), 2018-:
Member Scientific Committee, Computational and Financial Econometrics Network, 2013-:.
Member of the Board of Directors, EFMA European Financial Management Association (2014-2021).
Member of the Scientific Committee, AIFIRM Italian Association Financial Industry Risk Managers (2013-:).
Reviewer for Research Assessment VQR (Italy,2015-2019-GEV 13).
Member of the Italian Commission for Professorship Habilitation, 2016-2018.
Componente di Collegi didattici, Comitati e Commissioni di Dipartimento, Commissioni di Ateneo
Membro Collegio Didattico Dottorato Economics dal 2003
Membro Collegio Didattico Master IMEF dal 2006
Membro Collegio Didattico Master IMEF dal 2006
Attività e incarichi esterni
Member of the Board of Directors Ifis Npl Investing S.p.A., 2021-:
Member of the Board of Directors Farbanca S.p.A., 2020-2022
Member of the Board of Directors Banca Ifis, 2019-:
Member of the Board of Directors Contarina S.p.A., 2016-2019.
Member of the Board of Directors Banco delle Tre Venezie, 2015-2019.
Partner Spin Off University of Brescia and Ca’ Foscari University Syrto srl (https://www.syrto.eu).
Member of the Board of Directors Farbanca S.p.A., 2020-2022
Member of the Board of Directors Banca Ifis, 2019-:
Member of the Board of Directors Contarina S.p.A., 2016-2019.
Member of the Board of Directors Banco delle Tre Venezie, 2015-2019.
Partner Spin Off University of Brescia and Ca’ Foscari University Syrto srl (https://www.syrto.eu).
Altre informazioni
Indici bibliometrici
Scopus: 65 papers with 1980 total citations and h-index 20 (without self-citations).
Google Scholar: 160 publications with 5960 total citations and h-index 32 (i10-index 57).
RePEc: top 5% of 65.000 economists (top 2% among women in economics world ranking, top 3% in Europe, top 2% in Italy).
Scopus: 65 papers with 1980 total citations and h-index 20 (without self-citations).
Google Scholar: 160 publications with 5960 total citations and h-index 32 (i10-index 57).
RePEc: top 5% of 65.000 economists (top 2% among women in economics world ranking, top 3% in Europe, top 2% in Italy).