Gianni DeNicolò, PhD
Associate Professor of Practice
| Academic Area | Finance |
|---|---|
| Academic Area | Economics |
| Areas of Interest | Macro-finance, Banking, Financial Econometrics |
|---|
Gianni De Nicolò joined Johns Hopkins University (JHU) Carey Business School in 2018. Before joining JHU, he worked in the International Monetary Fund (Monetary and Capital Markets Department, Research Department, IMF Institute), was Economist in the Division of International Finance at the Board of Governors of the Federal Reserve System, Assistant Professor at the Graduate School of International Economics and Finance of Brandeis University, and Lecturer at the University of Rome I (“La Sapienza”).
Education
- Ph. D, Economics, University of Minnesota
- BS, Economics, University of Rome
Research
Selected publications
- Run-Proof Banking Without Suspension or Deposit Insurance (1996), Journal of Monetary Economics, Vol. 38, no. 2: 377-390.
- Stock Returns, Term Structure, Inflation and Real Activity: An International Perspective, (2000) (with F. Canova), Macroeconomic Dynamics, v. 4, no. 3: 343-72.
- Monetary Disturbances Matter for Business Fluctuations in the G-7 (2002) (with F. Canova), Journal of Monetary Economics, Vol.49, n.6: 1131-1159.
- Crises in Competitive versus Monopolistic Banking Systems (2004) (with J. Boyd and B. Smith), Journal of Money, Credit, and Banking, Vol 36, no. 3, (part 2): 487-506
- The Theory of Bank Risk-Taking and Competition Revisited (2005) (with J. Boyd), Journal of Finance, Vol. 60, no. 3:1329-1343.
- Microprudential Regulation in a Dynamic Model of Banking (2014) (with A. Gamba and M. Lucchetta), Review of Financial Studies, 27 (7): 2097-2138.
- Forecasting Tail Risks (2017) (with M. Lucchetta), Journal of Applied Econometrics, 32: 159-170.
- Banking Crises and Crisis Dating: Disentangling Shocks and Policy Responses (2019) (with J Boyd and T Rodianova), Journal of Financial Stability, 41: 45-54
Working papers
- The Costs and Benefits of Bank Capital Requirements (2018)
- An Early Warning System for Systemic Risks (2018)
- Aggregate Bank Capital and Credit Dynamics (2016) (with N. Klimenko, S. Pfeil, and J.C. Rochet)
Teaching
Current
- Investments
- Linear Econometrics for Finance
- Financial Institutions
- Financial Stability
Honors and distinctions
- Associate Editor, Journal of Financial Stability, 2013-2017
- Research Evaluator, project on banking submitted to the Agence Nationale del la Recherce (ANR), Paris. 2017
- Evaluator of Associate and Full Professors' CVs and Curricula, MURST (Ministry of the University and Research, Italy)