Alessandro PALANDRI

Ruolo attuale:: Professore Associato
SSD:: ECON-05/A - Econometria
Afferenza organizzativa:: Dipartimento di Statistica, Informatica, Applicazioni 'G. Parenti' (DiSIA)

Recapiti

	0552751500
	alessandro.palandri(AT)unifi.it

Alessandro PALANDRI

Curriculum

Incarichi Ricoperti:

Ricercatore a Tempo Determinato, DiSIA, Universita' degli Studi di Firenze, Firenze, Italia (2017 to present)

Assistant Professor of Finance, DCU Business School, Dublin City University, Dublin, Ireland (2015 to 2017)

Assistant Professor of Finance, Warwick Business School, The University of Warwick, Coventry, United Kingdom (2009 to 2015)

Assistant Professor of Economics, Department of Economics, University of Copenhagen, Copenhagen, Denmark (2006 to 2009)

Collaboratore a progetto di ricerca coordinato dal Prof. Giorgio Calzolari, DiSIA, Universit`a degli Studi di Firenze, Firenze, Italia (2001)

Istruzione:

Ph.D. in Economics, Duke University, Durham, May 2006

M.A. in Economics, Duke University, Durham, May 2006

B.A. in Economics, 110/110 Cum Laude, Univerista' degli Studi di Firenze, Florence, October 2000

Alessandro PALANDRI

Pubblicazioni

Legenda

Contributo su rivista |

Articolo su libro |

Libro |

Contributo in atti di convegno (proceeding) |

Brevetto |

Curatela | Altro

Altro |

Tesi di Dottorato

Palandri, Alessandro (2024). Reconciling interest rates evidence with theory: rejecting unit roots when the HD(1) is a competing alternative. JOURNAL OF BANKING & FINANCE, vol. 161, pp. 0-0, ISSN:0378-4266 DOI

Alessandro Palandri, Fabrizio Cipollini, Giampiero Gallo (2021). A Dynamic Conditional Approach to Portfolio Weights Forecasting. INTERNATIONAL JOURNAL OF FORECASTING, vol. 37, pp. 1111-1126, ISSN:0169-2070 DOI

Alessandro Palandri (2021). Rank-Invariance Conditions for the Comparison of Volatility Forecasts. ECONOMETRICS JOURNAL, pp. 0-0, ISSN:1368-4221 DOI

Alessandro Palandri (2020). Size-Dependent Probability Bounds for t-Tests. JOURNAL OF STATISTICAL AND ECONOMETRIC METHODS, vol. 9, pp. 1-17, ISSN:2241-0384 Accesso ONLINE all'editore

Fabrizio Cipollini; Giampiero M. Gallo; Alessandro Palandri (2020). Realized variance modeling: decoupling forecasting from estimation. JOURNAL OF FINANCIAL ECONOMETRICS, vol. ---, pp. 532-555, ISSN:1479-8409 DOI Accesso ONLINE all'editore

Palandri A. (2019). Sequential elimination: Fast sorts for unbiased quantile estimation. FINANCE RESEARCH LETTERS, pp. 0-0, ISSN:1544-6123 DOI

Palandri, Alessandro (2015). Do negative and positive equity returns share the same volatility dynamics?. JOURNAL OF BANKING & FINANCE, vol. 58, pp. 486-505, ISSN:0378-4266 DOI Accesso ONLINE all'editore

Palandri, Alessandro (2014). Risk-free rate effects on conditional variances and conditional correlations of stock returns. JOURNAL OF EMPIRICAL FINANCE, vol. 25, pp. 95-111, ISSN:0927-5398 DOI

Fidrmuc, J. P.; Palandri, A.; Roosenboom, P.; van Dijk, D. (2013). When do managers seek private equity backing in public-to-private transactions?. REVIEW OF FINANCE, vol. 17, pp. 1099-1139, ISSN:1572-3097 DOI

Palandri, Alessandro* (2009). Sequential conditional correlations: Inference and evaluation. JOURNAL OF ECONOMETRICS, vol. 153, pp. 122-132, ISSN:0304-4076 DOI

Alessandro PALANDRI

Tematiche di tesi

Alessandro PALANDRI

Curriculum

Appointments Held:

Ricercatore a Tempo Determinato, DiSIA, Universita' degli Studi di Firenze, Firenze, Italia (2017 to present)

Assistant Professor of Finance, DCU Business School, Dublin City University, Dublin, Ireland (2015 to 2017)

Assistant Professor of Finance, Warwick Business School, The University of Warwick, Coventry, United Kingdom (2009 to 2015)

Assistant Professor of Economics, Department of Economics, University of Copenhagen, Copenhagen, Denmark (2006 to 2009)

Collaboratore a progetto di ricerca coordinato dal Prof. Giorgio Calzolari, DiSIA, Universit`a degli Studi di Firenze, Firenze, Italia (2001)

Education:

Ph.D. in Economics, Duke University, Durham, May 2006

M.A. in Economics, Duke University, Durham, May 2006

B.A. in Economics, 110/110 Cum Laude, Univerista' degli Studi di Firenze, Florence, October 2000