Francesca Pancotto

Francesca Pancotto
curriculum vitae
Francesca Pancotto
Rue Lambert Le Begue, 21
4000, Liege, Belgium
Italy
e-mail : [email protected]
webpage : https ://mail.sssup.it/(tilde)pancotto
Personal Data
– Born 20 June 1976
– Italian Citizenship
Fields 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 McCauley, 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
Jan 15th, 2010
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curriculum vitae
Francesca Pancotto
– ‘Does Volatily Matter ? Expectations of price return and volatility in an asset pricing experiment’ 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 Devetag, 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 Bottazzi.
– 19 April 2001 : Laurea ’summa cum laude’ in ’Economics’ at Università Commerciale Luigi Bocconi, 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 maturità 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 : Evidence 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
Jan 15th, 2010
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curriculum vitae
Francesca Pancotto
– 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 pricing experiment, Universidad Carlos III Madrid, Departamento de Economia de Las Empresas.
February 2008
– Econophysics Colloquium : Equilibria, Stability and Asymptotic Dominance in a Speculative 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 Speculative 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 Heterogeneous 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 Finance, 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, Università degli Studi di Firenze) and ’Complex Analysis’ (Prof. T. Suwa, Hokkaido University, Japan).
– July 2004 : Summer School, “3rd International School in Topics in Nonlinear Dynamics : DisJan 15th, 2010
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curriculum vitae
Francesca Pancotto
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, Department 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 Management 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).
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curriculum vitae
Francesca Pancotto
– 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 Department, Risk Management Division, Banca Intesa, Milan. Supervisor, Andrea Brasili.
Languages and Computer Skills
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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]
I give the authorization for handling personal information, Law 196/2003
Jan 15th, 2010
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