Ph.D. Economics (London School of Economics)
Professor of Economics - Università di Torino
Dipartimento di Scienze Economico-Sociali e
Matematico-Statistiche
Fellow - Collegio Carlo Alberto
fabio.bagliano@unito.it
"Life-cycle welfare losses from rules-of-thumb asset allocation", Economics Letters, 2020, in press (with C. Fugazza and G. Nicodano)
"Life-cycle portfolios, unemployment and human capital loss", Journal of Macroeconomics, 2019, 60, 325-340 (with C. Fugazza and G. Nicodano)
"It ain't over till it's over: a global perspective on the Great Moderation-Great Recession interconnection", Applied Economics, 2017, 49, 49, 4946-4969 (with C. Morana)
"Optimal life-cycle portfolios for heterogeneous workers", Review of Finance, 2014 18, 6, 2283-2323 (with C. Fugazza and G. Nicodano)
"Determinants of US financial fragility conditions", Research in International Business and Finance, 2014, 30, 1, 377-392 (with C. Morana)
"The Great Recession: US dynamics and spillovers to the world economy", Journal of Banking and Finance, 2012, 36, 1, 1-13 (with C. Morana)
"Macro-finance interactions in the US: a global perspective", (with C. Morana), in Balling M. and Llewellyn D.T. (eds.), New Paradigms in Monetary Theory and Policy?, SUERF Studies 2012/1, Larcier, Vienna, 2012, chapter 9, 141-162
Current teaching at Collegio:
Dynamic Macroeconomics (PhD Economics Università di Torino - Master in Economics CCA)
Working papers:
"It ain't over till it's over: a global perspective on the Great Moderation-Great Recession interconnection" (with C. Morana) revised working paper version with Supplementary Appendix, February 2017, Carlo Alberto Notebooks n. 424
"A Life-Cycle Model with Unemployment Traps" (with C. Fugazza and G. Nicodano) - current version September 2017- submitted
"Revisiting Uncovered Interest Rate Parity" (with C.A. Favero and C. Macchiarelli) - current version July 2017- in progress
"Insider trading, traded volume and returns" (with C.A. Favero and G. Nicodano) - latest draft August 2011