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Professeurs et Chercheurs
Professeur Affilié - Spécialité : Finance
Principales contributions académiques : Journal of Financial Economics (2002 ; 2006), Journal of Econometrics (2007 ; 2008 ; 2011), Econometric Reviews (2008), Review of Economic Studies (2008), Journal of Business and Economic Statistics (2006)
Federico Bandi, Laurea and MA in Economics (Bocconi), MA, MPhil and PhD in Economics (Yale)
Johns Hopkins University
Professor of Economics and Finance, Carey Business School
Specialist in time series econometrics, continuous-time asset pricing, and market microstructure.
Federico Bandi is Professor of Economics and Finance at the Johns Hopkins Carey Business School and Affiliate Professor at EDHEC-Risk Institute. He was previously Associate Professor of Econometrics and Statistics and the David W. Johnson Professor at the Booth School of Business, having joined the University of Chicago upon completion of his PhD. His research focuses on financial econometrics, continuous-time asset pricing, empirical asset pricing, and empirical market microstructure. He has published in leading journals, including Econometrica, Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Financial Economics, and Review of Economic Studies. He has also been distinguished for teaching excellence. He currently serves as associate editor of Econometric Theory, the Econometrics Journal, the Journal of Business and Economic Statistics, and the Journal of Financial Econometrics.