Manuela Pedio presents Option-Implied Network Measures of Tail Contagion and Stock Return Predictability.
Speaker
Manuela joined the University of Bristol as a Lecturer (Assistant Professor) of Finance in 2020. Her research interests are quite broad and span from empirical finance, financial econometrics, and financial forecasting to asset pricing and portfolio choice. Manuela has published in several journals, including the European Journal of Operational Research, Journal of Financial Markets, and Journal of Banking and Finance, among others. Manuela holds a Master of Finance and a Master of Science (MSc) in Finance from Bocconi University, as well as a PhD in Economics & Finance from the University of Milano-Bicocca.