Federico M. Bandi, PhD
James Carey Endowed Professor
| Academic Area | Finance |
|---|---|
| Academic Area | Economics |
| Areas of Interest | Finance |
|---|
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