prof. Stefano d'Addona
I am a Professor of Political Economy at the Department of Political Science, University of Roma Tre.
My work lies in the areas of intersection between Macroeconomics and Finance, including Aggregate Behavior and Asset Pricing, Financial Risk Measurement and Asset Pricing in Open Economies.
Research
Macro-Finance
Macro-Finance studies the relationships between asset prices and business cycles. These relationships are crucial for understanding the aggregate behavior of financial markets.
Option pricing and Risk Modelling
Option pricing is a probabilistic approach that provides a value to an options contract which traders incorporate into their investiment strategies.
Portofolio risk management is the process of analysis, valuation and handling of uncertainty in investment decisions.
International Macro and Business Cycles (IMBC)
IMBC studies the impact of increased trade and financial linkages on the comovement among macroeconomic variables across countries.
Economic Policies and Business Cycles
Research on monetary and fiscal decisions implemented by Central Banks and Governments, focuses on how policy tools are used to moderate the short-term fluctuations of the business cycle.
Teaching
Economia Politica (taught in italian)
Il corso mira a fornire, a partire dallo studio dei principali modelli
di riflessione teorica, le conoscenze funzionali all’interpretazione del dibattito in atto sui
principali temi riguardanti il funzionamento dei sistemi economici e le proposte di politica economica.
Il corso permette acquisire la capacità di comparare tra loro i diversi contesti economici, anche ai fini di valutare i problemi della crescita economica.
Macroeconomia Internazionale (taught in italian)
Il corso affronta le principali questioni della moderna teoria macroeconomica con lo scopo di fornire gli strumenti per comprendere l’attualità economica e il dibattito politico-economico corrente, fornendo una visione generale e integrata della macroeconomia post-crisi.
Il corso adotta un modello macroeconomico di base che viene applicato ai problemi dell’economia globale e della politica economica con particolare attenzione alle prospettive per l’economia europea.
International Finance
This course sharpens your analytical skills for understanding the basic theories of modern monetary systems. We will explore money, credit, and interest rate behavior; financial intermediation and central banking; and methods and objectives of monetary and regulatory policy.