Monica Billio

Monica Billio is Full Professor of Econometrics at the University Ca’ Foscari of Venice, where she teaches Econometrics and Financial Econometrics at the undergraduate programme and Econometrics at the PhD programme. She graduated in Economics from the University Ca’ Foscari of Venice and holds a doctorate in Applied Mathematics at the University Paris Dauphine in 1999. She was Assistant Professor of Econometrics from 1996 to 2000 at the University Ca’ Foscari of Venice and then Associate Professor of Econometrics till 2006. She is participating to many research projects financed by the European Commission, Eurostat, the Italian Ministry of Research (MIUR) and is now the local coordinator for the University Ca’ Foscari of Venice of the MIUR project “Financial variables and business cycle: interdependence and real effects of financial fluctuations”. The results of these and other research projects have appeared in peer-refereed journals including Journal of Econometrics, Journal of Statistical Planning and Inference, European Journal of Finance, Journal of Economics and Business, Journal of Empirical Finance, Journal of Financial Econometrics, Applied Financial Economics Letters and Journal of Multinational Financial Management. Moreover, she is member of the Executive Committee of the Department of Economics of the University Ca’ Foscari of Venice and member of the Teaching Committee of the PhD in Quantitative Economics at the same University. She advises banks and hedge funds on quantitative modeling.

Her main research interests include financial econometrics, with applications to risk measurement and management, volatility modelling, financial crisis and hedge funds; business cycle analysis; dynamic latent factor models; simulation based inference techniques.