Stefano D'Addona

EDUCATION
Zicklin School of Business, Baruch College, CUNY.
M. Phil. in Finance [2008], Ph. D. in Finance (2009).

Graduate School of Business, Columbia University, New York.
M. Phil. in Finance and Economics (2005), M.Sc. in Business (2005).

University of Rome “La Sapienza”.
“Laurea” Degree in Economics (1996).

CURRENT ACADEMIC POSITION
School of International and Political Affairs, University of Rome 3.
Tenured Associate Professor in Economics (November 2008-Present).

SELECTED PUBLICATIONS
F. Brevik, S. d’Addona, “Is Ignorance Bliss? The Cost of Business Cycle Uncertainty”. Macroeconomic Dynamics, forthcoming.

F. Brevik, S. d’Addona, “Information Quality and Stock Returns Revisited”. Journal of Financial and Quantitative Analysis,Vol. 45 (6), December 2010, pp.1419-1446.

C. Marinelli, S. d’Addona, S. Rachev, “A comparative study of some univariate models for Value-at-Risk”, International Journal of Theoretical and Applied Finance, Vol. 10, Issue 6, September 2007, pp. 1-33.

M. Ciprian, S. d’Addona, “Time Varying Sensitivities on a GRID Architecture”, International Journal of Theoretical and Applied Finance, Vol. 10, Issue 2, March 2007, pp. 307-330.

S. d'Addona, A. Kind, “International Stock-Bond Correlations in a Simple Affine Asset Pricing Model”, Journal of Banking and Finance, Vol. 30, Issue 10, October 2006, pp. 2747-2765.

TEACHING
“International Economics”, Undergraduate School of International and Political Affairs, University of Rome 3. (2005-2011).

“Financial Economics”, Undergraduate School of International and Political Affairs, University of Rome 3. (2009-2011).

“Economics”, Undergraduate School of International and Political Affairs, University of Rome 3. (2010-2011).

“Principles of Finance”, Undergraduate, Baruch College, City University of New York. (2006-2008).

“Topics in International Economics”, Ph.D. School of International and Political Affairs, University of Rome 3. (2005 – 2006).