Daniele Bianchi joins QMUL as Senior Lecturer (Associate Professor) in Finance. He previously held a position as Assistant Professor at the Warwick Business School after receiving his PhD from Bocconi University in the Spring of 2014. His main research interests span empirical asset pricing, financial econometrics, machine learning and Bayesian methods.
- Bianchi D. "Adaptive Expectations and Commodity Risk Premiums", Journal of Economic Dynamics and Control, (forthcoming)
- Bianchi D., Tamoni A., Buchner M. (2021) "Bond Risk Premiums with Machine Learning", Review of Financial Studies, Vol. 34, No. 2, pages 1046-1089
- Bianchi D., Chiarella C. (2019) "An Anatomy of Industry Merger Waves", Journal of Financial Econometrics, Vol. 17, No.2, pages 153-179.
- Bianchi D., Billio M., Casarin R., Guidolin M. (2019) "Modeling Systemic Risk with Markov Switching Graphical SUR Models", Journal of Econometrics, Vol. 210, No.1, pages 58-74.
- Bianchi D., Guidolin M., Ravazzolo F. (2017) "Macroeconomic Factors Strike Back: A Bayesian Change Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross Section", Journal of Business and Economic Statistics, Vol. 35, No. 1.
- Bianchi D., Guidolin M., Ravazzolo F. (2017) "Dissecting the 2007-2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?", Journal of Financial Econometrics, Vol. 16, No. 1.