Lorenzo Bretscher

Assistant Professor of Finance

PhD (London School of Economics)

Dr Lorenzo Bretscher’s research interests include macro finance, asset pricing, macroeconomics and international finance.

He has had a paper accepted for publication in the Review of Financial Studies and another published in the Journal of International Economics.

Dr Bretscher holds a PhD from London School of Economics and Political Science.

  • Asset management
  • Asset pricing
  • International finance

2018

Implementing stochastic volatility in DSGE models: a comment

Bretscher L; Hsu A; Tamoni A

Macroeconomic Dynamics 2018

Interest rate risk management in uncertain times

Bretscher L; Schmid L; Vedolin A

Review of Financial Studies 2018 Vol 31:8 p 3019-3060

2016

Human capital and international portfolio diversification: a reappraisal

Bretscher L; Julliard C; Rosa R

Journal of International Economics 2016 Vol 99 p S78-S96 Supplement 1

2019

Fiscal policy driven bond risk premia

Bretscher L; Hsu A; Tamoni A

Social Sciences Research Network

News, noise and the cross section of stock returns,

Bretscher L; Malkhozov A; Tamoni A

Working Paper

Response of the macroeconomy to uncertainty shocks:the risk premium channel

Bretscher L; Hsu A; Tamoni A

Society for Economic Dynamics Meeting Papers

2018

From local to global : offshoring and asset prices

Bretscher L

Social Sciences Research Network

Long-run economic uncertainty

Bandi F M; Bretscher L; Tamoni A

Social Sciences Research Network

Risk aversion and the response of the macroeconomy to uncertainty shocks

Bretscher L; Hsu A; Tamoni A

Social Sciences Research Network

2014

Limits to arbitrage and mispricing in TIPS

Bretscher L

Social Sciences Research Network


Teaching portfolio

Our teaching offering is updated annually. Faculty and programme material are subject to change.

 

Core courses

  • Empirical Finance
  • Finance