Ph.D. in Economics from the University of Genova, Italy, currently Research Fellow at the Department of Economics and Statistics of the University of Siena. Holds a MSc. degree in Economics, Finance and International Integration from the University of Pavia, and a BSc. in Economic and Business Sciences from the University of Genova. Research interests include non-linear dynamics in finance, structural change, heterogeneous expectations models, experimental economics and asset pricing models.
Education
2015-2018: Ph.D. in Economics, University of Genova, Italy.
2014-2015: MSc. in Economics, Finance and International Integration, University of Pavia, Italy.
2010-2013: BSc. in Economics and Business Sciences from the University of Genova, Italy.
Publications
International Journal Articles
- “A financial market model with confirmation bias”, with Fabio Tramontana, on Structural Change and Economic Dynamics, December 2019, pages 252-259. DOI: 10.1016/j.strueco.2019.08.004
- “The effects of negative nominal risk rates on the pricing of American Calls: some theoretical and numerical insights”, with Pier Giuseppe Giribone and Marina Resta, on Modern Economy 8(7), July 2017, pages 878-887. DOI: 10.4236/me.2017.87061;
- “Yield curve estimation under extreme conditions: do RBF networks perform better?” , with Pier Giuseppe Giribone, Marco Neffelli, Marina Resta, on Anna Esposito, Marcos Faundez-Zanuy, Carlo Francesco Morabito, Eros Pasero Edrs, Multidisciplinary Approaches to Neural Computing/Vol. 69/ WIRN 2017. DOI:10.1007/978-3-319-95098-3_22
Work in progress
- (Ir)rational explorers in the financial jungle: modelling Minsky with heterogeneous agents (with M. Davila-Fernandez and S. Sordi).
- Disposition Effect in a financial market model with heterogeneous agents (with F. Tramontana).
Researchgate: https://www.researchgate.net/profile/Alessia_Cafferata
