Fabio Franceschini


Research Fellow @ U of Bologna (IT)

Research in macro-finance

ffabio.econ -> gmail.com

Last updated in February 2024

Since 2023, I am a Research Fellow at the Economics Department of the University of Bologna (IT).


I am fascinated by economic growth, the natural environment, and the act of lending. In my work I study aggregate economic phenomena related to these themes, primarily applying statistical tools, such as cointegration models and dimension-reduction techniques, to financial markets data.

Working papers

(JMP) The long-run innovation risk component [Abstract] [Paper]
Does CAPM overestimate more the risk or its price? [Abstract] [Paper]

Research in progress

Are you betting on sustainability? [Abstract]


2024: PhD in Economics at University of Bologna (IT)

  • Advisors: M. Gonzalez-Eiras (U of Bologna) and M.M. Croce (Bocconi U)
  • PhD students’ representative in the Council of Department
  • Organizer of the DSE Reading Group in Macro-Finance

2022-23: Visiting Student at London Business School (UK), sponsor: H. Kung
2020-21: Visiting Student (virtual) at Bocconi University (IT), sponsor: M.M. Croce
2020: Visiting Student (virtual) at Vienna Graduate School of Finance (AT), sponsor: C. Wagner

2018: MSc in Advanced Economics and Finance at Copenhagen Business School (DK)
2016: BSc in Business Administration at University of Bologna (IT)
2013: HSD in Mechanical Engineering at I.I.S. Aldini Valeriani (Bologna, IT)

Teaching experience

 At University of Bologna (IT):

2022, 23, 24: Asset Pricing (Grad), TA to Prof. M. Gonzalez-Eiras

2024: Financial Econometrics (Grad), TA to Prof. G. Moramarco

2021: Asset Pricing (Grad), TA to Prof. G. Camera

2020: Financial Instruments and Markets (UndGrad), TA to Prof. G. Camera

 At Copenhagen Business School (DK):

2018: Macroeconomics 2 (UndGrad), TA to Prof. A. Sørensen

Work experience

2017: Research assistant at Copenhagen Economics A/S (DK)

2014: Planning and Control internship at Bologna Local Health Authority (IT)


Office: Room 7 (former DiSA library) – Piazza Scaravilli 1, 40126 Bologna, Italy

Institutional webpage




Martín Gonzalez-Eiras
Associate Professor
University of Bologna
mge -> alum.mit.edu

Mariano Massimiliano Croce
Professor of Finance
Bocconi University
mmc287 -> gmail.com

Giuseppe Cavaliere
Full Professor
University of Bologna
giuseppe.cavaliere -> unibo.it