Federico M. Bandi, PhD

James Carey Endowed Professor
Academic AreaFinance
Academic AreaEconomics
Areas of InterestFinance

Federico M. Bandi, PhD (Economics, Yale University), is the James Carey Endowed Professor in Business. He joined the Johns Hopkins Carey Business School in 2009. He is a professor in the research track with expertise in finance and economics.

Education

  • Ph. D, Economics, Yale University
  • MA, Economics, Yale University
  • MA, Economics, Bocconi University

Research

    Selected publications
    • “Zeros” (with Aleksey Kolokolov, Davide Pirino and Roberto Reno’) Management Science, 66 (2020) 3466-3479
    • “The scale of predictability” (with Benoit Perron, Andrea Tamoni and Claudio Tebaldi) Journal of Econometrics, 208 (2019) 120-140  
    • “EXcess idle time” (with Davide Pirino and Roberto Reno’) Econometrica, 85 (2017) 1793-1846 
    • “Price and volatility co-jumps” (with Roberto Reno’) Journal of Financial Economics, 119 (2016) 107-146 
    • “Nonparametric nonstationarity tests” (with Valentina Corradi) Econometric Theory, 30 (2014) 127-149 
    Works in progress
    • “Spectral factor models” (with Shomesh Chaudhuri, Andrew Lo and Andrea Tamoni)
    • “Possibly nonstationary cross-validation” (with Valentina Corradi and Daniel Wilhelm)
    • “Systematic staleness” (with Davide Pirino and Roberto Reno’)

    Teaching

    Current
    • Business in the age of crisis and disruption
    • Nonlinear econometrics for finance
    Previous
    • Derivatives

    Honors & distinctions

    • 2020 Johns Hopkins' Alumni Association Excellence in Teaching Award
    • Joint Managing Editor, Journal of Financial Econometrics, July 2015 - July 2019
    • Co-Editor, Journal of Financial Econometrics, July 2012 – June 2015
    • Associate Editor, Journal of Financial Econometrics, January 2005 – June 2012
    • Associate Editor, Econometric Theory, January 2005 – present
    • Associate Editor, Journal of Business and Economic Statistics, January 2005 – present
    • Associate Editor, Econometrics Journal, March 2008 - present
    • 2016 Johns Hopkins' Alumni Association Excellence in Teaching Award
    • 2008/2009 David W. Johnson Professorship at Chicago Booth
    • 2007 Hillel J. Einhorn Award for Excellence in Teaching at Chicago Booth
    • 2006 Hillel J. Einhorn Award for Excellence in Teaching at Chicago Booth
    • 2005/2006 David W. Johnson Professorship at Chicago Booth
    • 1998 “Alfred P. Sloan” Dissertation Fellowship