Andrea Vedolin
Associate Professor of Finance at Boston University
Assistant Professor at The London School of Economics and Political Science
Biography
Boston University
Research interests:
- Asset Pricing, Financial Econometrics
Education
- Doctor of Philosophy (PhD) Università della Svizzera italiana (USI) / University of Lugano (2009 — 2010)
Companies
- Assistant Professor Boston University (2017)
- Assistant professor London School of Economics (2010)
SELECTED PUBLICATIONS
- Mueller, P., Vedolin, A., Zhou, H. (In Press). "Short-Run Bond Risk Premia", SSRN Electronic Journal
- Korsaye, S., Trojani, F., Vedolin, A. (In Press). "The Global Factor Structure of Exchange Rates", SSRN Electronic Journal
- Mueller, P., Vedolin, A., Zhou, H. (2019). "Short-Run Bond Risk Premia", Quarterly Journal of Finance, 9 (3)
- Bretscher, L., Schmid, L., Vedolin, A. (2018). "Interest Rate Risk Management in Uncertain Times", The Review of Financial Studies, 31 (8), 3019-3060
- Mueller, P., Stathopoulos, A., Vedolin, A. (2017). "International correlation risk", Journal of Financial Economics, 126 (2), 270-299
- Mueller, P., Tahbaz-Salehi, A., Vedolin, A. (2017). "Exchange Rates and Monetary Policy Uncertainty", Journal of Finance, 72 (3), 1213-1252
- Malkhozov, A., Mueller, P., Vedolin, A., Venter, G. (2016). "Mortgage Risk and the Yield Curve", Review of Financial Studies, 29 (5), 1220-1253
- Buraschi, A., Trojani, F., Vedolin, A. (2014). "Economic Uncertainty, Disagreement, and Credit Markets", Management Science, 60 (5), 1281-1296
- Buraschi, A., Trojani, F., Vedolin, A. (2014). "When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia", Journal of Finance, 69 (1), 101-137
SELECTED RESEARCH PRESENTATIONS
- Vedolin, A. The Fire-Sale Channels of Universal Banks in the European Sovereign Debt Crisis, 2019
- Vedolin, A. Central Bank Communication and the Yield Curve, FIRS, 2019
- Vedolin, A. Model-Free International Stochastic Discount Factors, MFA, 2019
- Vedolin, A. A Value-At-Risk Model of Currency Risk Premia, American Economic Association Meeting, 2019
- Vedolin, A. The Bank of England’s Corporate Bond Purchases: Financial Impacts and Channels, American Economic Association Meeting, 2019
Honors & Awards
- Dean’s Research Scholar, 2019
- Molly McCombe Research Award, 2018
- Economic and Social Research Council “Future Leader in Research” Grant, 2014, £248,462
- Research Grant from the Dauphine-Amundi Chair in Asset Management, 2013, €10,000
- IFM2 Mathematical Finance Days Best Paper Award, 2013
- British Academy Grant, 2011, £6,710
- SAC Capital PhD Candidate Award for Outstanding Research, 2010
- Swiss National Science Foundation Research Fellowship, 2007-2008
- Best Discussant Award, Swiss Finance Institute, 2007
The London School of Economics and Political Science
Experience Keywords
asset pricing; derivatives pricing; financial econometrics; macro-finance
Languages
French [Spoken: Intermediate, Written: Intermediate]; German [Spoken: Fluent, Written: Fluent]
SELECTED PUBLICATIONS
- Maenhout, P., Vedolin, A., Xing, H. (2020). "Generalized Robustness and Dynamic Pessimism",
- Mueller, P., Vedolin, A., Zhou, H. (2019). "Short-Run Bond Risk Premia", Quarterly Journal of Finance, 09 (03), 1950011-1950011
- Bretscher, L., Schmid, L., Vedolin, A. (2018). "Interest Rate Risk Management in Uncertain Times", The Review of Financial Studies, 31 (8), 3019-3060
- Mueller, P., Stathopoulos, A., Vedolin, A. (2017). "International correlation risk", Journal of Financial Economics, 126 (2), 270-299
- Mueller, P., Tahbaz-Salehi, A., Vedolin, A. (2017). "Exchange Rates and Monetary Policy Uncertainty", Journal of Finance, 72 (3), 1213-1252
- Malkhozov, A., Mueller, P., Vedolin, A., Venter, G. (2016). "Mortgage Risk and the Yield Curve", Review of Financial Studies, 29 (5), 1220-1253
- Buraschi, A., Trojani, F., Vedolin, A. (2014). "Economic Uncertainty, Disagreement, and Credit Markets", Management Science, 60 (5), 1281-1296
- Buraschi, A., Trojani, F., Vedolin, A. (2014). "When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia", Journal of Finance, 69 (1), 101-137
SELECTED RESEARCH PRESENTATIONS
- Vedolin, A. Monetary Policy Communication, Policy Slope, and the Stock Market, ECB Monetary Policy Conference, 2019
- Vedolin, A. International yield curves and currency puzzles, Vienna Symposium on FX Markets, 2019
- Vedolin, A. Post-FOMC Announcement Drift in U.S. Bond Markets, FRIC Conference, 2019
- Vedolin, A. The Fire-Sale Channels of Universal Banks in the European Sovereign Debt Crisis, 2019
- Vedolin, A. US Fiscal Cycle and the Dollar, Western Finance Association Meeting, 2019
- Vedolin, A. Central Bank Communication and the Yield Curve, FIRS, 2019
- Vedolin, A. Model-Free International Stochastic Discount Factors, MFA, 2019
- Vedolin, A. A Value-At-Risk Model of Currency Risk Premia, American Economic Association Meeting, 2019
- Vedolin, A. The Bank of England’s Corporate Bond Purchases: Financial Impacts and Channels, American Economic Association Meeting, 2019
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