Francesca Brusa

Temple University - Fox School of Business

Assistant Professor of Finance

1801 Liacouras Walk

Alter Hall #426

Philadelphia, PA Pennsylvania 19122

United States

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

The International CAPM Redux

Saïd Business School WP 2014-11,
Number of pages: 74 Posted: 09 Nov 2014 Last Revised: 18 Feb 2017
Francesca Brusa, Tarun Ramadorai and Adrien Verdelhan
Temple University - Fox School of Business, Imperial College London and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 723 (28,736)

Abstract:

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Equity, Exchange rates, Risk

2.

One Central Bank to Rule Them All

Saïd Business School WP 2015-13, Fox School of Business Research Paper,
Number of pages: 72 Posted: 12 Sep 2015 Last Revised: 14 Nov 2017
Francesca Brusa, Pavel G. Savor and Mungo Ivor Wilson
Temple University - Fox School of Business, Temple University - Fox School of Business and University of Oxford - Said Business School
Downloads 31 (100,396)

Abstract:

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Risk Premia, Announcements, Monetary Policy, Central Bank, Federal Reserve

3.

Carry Trades and Exchange Rate Volatility: A TVAR Approach

Bank of Italy Temi di Discussione (Working Paper) No. 1046
Number of pages: 47 Posted: 02 Apr 2016 Last Revised: 04 Apr 2016
Alessio Anzuini and Francesca Brusa
Bank of Italy and Temple University - Fox School of Business
Downloads 0 (360,053)

Abstract:

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Threshold Vector Autoregression, carry trade