Financial Analysis Division
Financial Market Team
Via Nazionale, 91
+39 06 479 26116
Gabriele is currently a research economist at the Banca d'Italia. Prior to joining Banca d’Italia, he worked as an economist at the Bank of England in Financial Stability: first in the International Finance Division (2009-11) and then in the Risk Assessment Division (2011-13). Gabriele has also been a visiting scholar at the International Monetary Fund, Warwick Business School, Manchester Business School, and Einaudi Institute for Economics and Finance. He holds a PhD in Finance from the University of Tor Vergata in Rome.
Fields of Specialization
- Empirical Asset Pricing (primary), International Finance, Credit Risk and Institutional Investors
- Risky Bank Guarantees, 2019, Journal of Financial Economics , forthcoming, with Taneli Mäkinen and Lucio Sarno.
Work in Progress
- Variance Risk, Variance Risk Premium and The Macroeconomy , with Piergiorgio Alessandri and Haroon Mumtaz
Book Chapters and Policy Papers
- Financial Intermediaries and Bond Risk Premia, 2013, Bank of England mimeo, with Rodrigo Guimaraes