MANUELA PEDIO

NOTE BIOGRAFICHE

Nata il 27 Marzo 1989, Manuela ha conseguito la Laurea specialistica in Finanza nell'Ottobre 2013 con votazione 110/110 presso l'università Bocconi con una tesi dal titolo "Regime shifts in the relationship between corporate bonds and the treasury yield curve and their implication for the U.S. monetary policy” sotto la supervisione del Prof. Massimo Guidolin. Dopo aver lavorato 4 anni nel settore privato, occupandosi principalmente di strumenti derivati strutturati, è attualmente incoming student nel dottorato in Economia e Finanza (Defap) dell'Università Cattolica / Bicocca.

AREE DI RICERCA

Asset Pricing, Asset Management, Risk Management, Econometrics.

PUBBLICAZIONI

"Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system".  Quantitative Finance and Economics, 2018, 2(3): 661-701. (with A. Ferrario and M. Guidolin).

http://www.aimspress.com/article/10.3934/QFE.2018.3.661

"Regime Shifts in Excess Stock Return Predictability: An Out-of-Sample Portfolio Analysis". Journal of Portfolio Management. The Journal of Portfolio Management Winter 2018, 44 (3) 10-24. (with G. Dal Pra, M. Guidolin and F. Vasile).

http://jpm.iijournals.com/content/44/3/10

“How Good Can Heuristic-Based Forecasts Be? A Comparative Performance of Econometric and Heuristic Models for UK and US Asset Returns”. Quantitative Finance, 18:1, 139-169. (with A. Orlov and M. Guidolin).

https://www.tandfonline.com/doi/full/10.1080/14697688.2017.1351619

“The Impact of Monetary Policy on Corporate Bonds under Regime Shifts.” Journal of Banking and Finance. Volume 80, July 2017, Pages 176-202. (with M. Guidolin and A. G. Orlov)

http://www.sciencedirect.com/science/article/pii/S0378426617300699

“Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity
Pricing”. European Journal of Operational Research 265 (2018) 685–702.  (with M. Giampietro and M. Guidolin).

http://www.sciencedirect.com/science/article/pii/S0377221717306720

"Identifying and Measuring the Contagion Channels at Work in the European Financial Crises."
Journal of International Financial Markets, Institutions and Money 48 (2017): 117-134, (with M. Guidolin).

https://ideas.repec.org/a/eee/intfin/v48y2017icp117-134.html

"Unconventional monetary policies and the corporate bond market." Finance Research Letters 11.3
(2014): 203-212 (with M. Guidolin and A. G. Orlov)

https://ideas.repec.org/a/eee/jbfina/v80y2017icp176-202.html

LIBRI

Essentials of Time Series for Financial Applications. Elsevier, Academic Press, 2018 (with M. Guidolin)

https://www.elsevier.com/books/essentials-of-time-series-for-financial-applications/guidolin/978-0-12-813409-2

Website del libro: essentialoftimeseries.wordpress.com 

Essentials of Applied Portfolio Management. Bocconi University Press, Milan, 2016 (with M. Guidolin)

The Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets. An Empirical Model (with V. Fabbrini and M. Guidolin), Palgrave McMillan Publishing Company, Basingstoke, United Kingdom, 2015.