Frederico Bandi portrait

Federico M. Bandi, PhD

James Carey Endowed Professor

Acadamic Area(s): Finance Economics

Area(s) of Interest: Finance

Email: fbandi1@jhu.edu
CV: Federico M. Bandi, PhD
Website: Personal Website
Phone: 410-234-9407

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