Francesca Pancotto
Rue Lambert Le Begue, 214000, Liege, Belgium Italy e-mail :[email protected] webpage :https ://mail.sssup.it/(tilde)pancotto
Personal Data
– Born 20 June 1976 – Italian CitizenshipFields of Interest
– Experimental Economics, Behavioral Finance, Time series Econometrics, Applied Econometrics.
Articles in Referred Journals
– M. Anufriev, G. Bottazzi and F. Pancotto, “Equilibria, Stability and Asymptotic Dominance in a Speculative Market with Heterogeneous Agents”, Journal of Economic Dynamics and Control, vol. 30, pp. 1787-1835, 2006.
Articles in Referred Proceedings and Collections
– M. Anufriev, G. Bottazzi and F. Pancotto“Speculative Equilibria and Asymptotic Dominance in a Market with Adaptive CRRA Traders”in Abbot, D., Bouchard, J.P., Gabaix, X., and McCau-ley, J.L. ”Noise and Fluctuations in Econophysics and Finance” SPIE Conference Proceedings, vol. 5848, SPIE, WA, 2005.
Working Papers
– ’Coordination and Forecasting Performance in Exchange Rate Expectations : Evidence Across Time and Market Conditions’, with Aline Muller, presented at the 22th Australasian Banking and Finance Conference
– ‘Does Volatily Matter ? Expectations of price return and volatility in an asset pricing experi-ment’ with M. G. Devetag, G. Bottazzi, Revise and Resubmit, Journal of Economic Behavior and Organization
– ‘The Minority Game Unpacked : Coordination and Competition in a Team-based Experiment‘
with T. Brenner and M. G. Devetag
– ‘Till Unit Labor Cost Do Us Part : A VECM model of Unit Labor costs convergence in the EMU’ with S. Collignon and F. Pericoli
Education
– June 2008 :PhD in’Economics and Management’ at S. Anna School of Advanced Studies, Pisa (Italy).
Thesis title :Expectationally driven equilibria : from the theory to empirical stylized facts. Supervisors : Prof. Giulio Bottazzi, S. Anna School of Advanced Studies, Prof. Giovanna Deve-tag, University of Perugia.
Final Dissertation Commission : Doyne Farmer (Santa Fe Intitute), Andrea Brasili (Unicredit Banca), Luigi Marengo (S. Anna School of Advanced Studies), Giovanna Devetag, Giulio Bot-tazzi.
– 19 April 2001 :Laurea’summa cum laude’ in’Economics’ at Universit`a Commerciale Luigi Boc-coni, Milan. Major in Monetary and International Economics.
Final dissertation in Applied Econometrics titled : ’Banking and Currency Crises : the Twin Crises Approach’.
Supervisor, Prof. Bruno Sitzia (Econometrics, Bocconi University).
– July 1995 :Diploma di maturit`a classica at Liceo Classico Annibal Caro, Fermo (AP).
Presentations
– 22nd Australasian Banking and Finance Conference, 13 - 16 December, Sydney, Australia: ‘Coordination and Forecasting Performance in Exchange Rate Expectations : Evi-dence Across Time and Market Conditions’, with Aline Muller.
– Seminar:Does Volatility Matter ? Expectations of price return and volatility in an asset pricing experiment, HEC Management School of the University of Liege, December 15, 2008
– Seminar:Does Volatility Matter ? Expectations of price return and volatility in an asset pricing experiment, LUISS Guido Carli : Rome, November 19, 2008
– Job Market Seminar:Insights into the Mortgage crisis, Izmir University of Economics : April 2008
– Seminar : Does Volatility Matter ? Expectations of price return and volatility in an asset pri-cing experiment, Universidad Carlos III Madrid, Departamento de Economia de Las Empresas. February 2008
– Econophysics Colloquium : Equilibria, Stability and Asymptotic Dominance in a Specula-tive Market with Heterogeneous Traders, Research School of Physical Sciences and Engineering, Australian National University, Canberra (Australia), 4-18 November 2005.
– Half Day Finance Workshop :Equilibria, Stability and Asymptotic Dominance in a Specu-lative Market with Heterogeneous Traders, Quantitative Finance Research Center, University of Technology(UTS), Sydney(Australia), October (2005).
– 10th Annual Workshop on Economic Heterogeneous Interacting Agents (WEHIA 2005) :Equilibria, Stability and Asymptotic Dominance in a Speculative Market with Heteroge-neous Traders : Global Analysis, University of Essex, Colchester, (UK),June 13-15.
Summer Schools and Other Experiences
– January 2010 : Visiting Researcher at Auckland University of Technology, Department of Fi-nance, New Zealand.
– July 2008 : Summer School in Time Series Econometrics at Cide, Centro Interdipartimentale di Econometria, Bertinoro (Italy).
– August 2005 - December 2005 : Visiting Research Student at Quantitative Finance Research Center, University of Technology, Sydney (Australia).
– February 15-17 2005 : “Elements of Non linear Dynamical Systems : Stability, Bifurcations and Chaos.” Politecnico di Milano, Milan (Italy).
– August 2004 - September 2004 : “Scuola Matematica Interuniversitaria”, University of Perugia. Courses :’Probability’ (Prof. A. Gandolfi, Universit`a degli Studi di Firenze) and’Complex Ana-lysis’ (Prof. T. Suwa, Hokkaido University, Japan).
Dis-crete Dynamical Systems and Applications”, Urbino University and ’Italian Society for Chaos and Complexity’, SICC.
– February 2-6 2004 : “Trento Winter School in Computational and Experimental Economics”, University of Trento.
– July - September 2000 : “Summer School in Latin American Economies”, ECLAC (Economic Commission for Latin American and Caribbean), United Nations, Santiago, Chile.
– February - June 2000 :Exchange Student Programme, Universidad Argentina de Las Empresas, UADE, Buenos Aires, Argentina.
Scholarships and Grants
– September 2008 - April 2009 : Research Grant in Economics, SECS - P/02, S. Anna School of Advanced Studies.
– January 2006 - December 2006 : Research Grant in Economics, SECS - P/02, Laboratory of Economics and Management, S. Anna School of Advanced Studies.
– July 2003 - June 2004 : Research Grant in Economics, SECS - P/02, Laboratory of Economics and Management, S Anna School of Advanced Studies.
– September 2002 : Full Time Doctoral Felloship, PhD in Economics and Management, S. Anna School of Advanced Studies.
– August 2001 - July 2002 :Research Grant in Economics, SECS -P/01, Bocconi University, De-partment of Economics’Ettore Bocconi’.
– January 2000 :Full Scholarship for Exchange Student Programme, Bocconi University.
Working and Teaching Experiences
– June 2009 : Graduate, Course of International Financial Markets, Phd in Finance, HEC Mana-gement School of the University of Liege, Belgium. Supervisor : Aline Muller.
– April - June 2008 : Graduate, Teacher of the Course of Multinational Financial Management, MBA level, ESE - European School of Economics, Lucca.
– June 2001 - July 2002 :Research Assistant, Istituto di Economica Politica (IEP),P. Baffi, Bocconi University. Supervisor : Prof. Pietro Garibaldi (Labour Economics, Bocconi University, Milan).
– Fall term 2001 : Undergraduate : Course of Macroeconomics (Undergraduate) and Manager of the web-site of the course, IEP, Bocconi University.
– November 2001 - February 2002 : Research Assistant for the European Forecasting Network Report, at Innocenzo Gasparini Institute of Economic Research (IGIER), Bocconi University. Supervisor : Prof. Massimiliano Marcellino, Econometrics (Bocconi University).
– November 2000 - February 2001 :Research Assistant in the Emerging Markets Research Depart-ment, Risk Management Division, Banca Intesa, Milan. Supervisor, Andrea Brasili.
Languages and Computer Skills
– Italian Mother Tongue, Fluent English and Spanish, Intermediate French – Operating Systems :Machintosh, Windows, Linux (Fedora Core)
– Programming Languages : LaTex
– Calculus and Statistical Packages (Windows-Mac) : R
Referees
– Giulio Bottazzi
LEM - Scuola Superiore S. Anna, Pisa [email protected]
– Andrea Brasili
Unicredit Banca, Milano
[email protected] – Giovanna Devetag
Universita’ di Perugia, Faculty of Law and Economics Email : [email protected]
– Giovanni Dosi
LEM - Scuola Superiore S. Anna, Pisa [email protected]
– Aline Muller
Hec Management School of the University of Liege Email : [email protected]
