PhD, University of Florence
Christian Brownlees is Associate Professor in the Department of Economics and Business at Universitat Pompeu Fabra and BSE Affiliated Professor. He obtained his PhD in Statistics in 2007 from the University of Florence and was a Post-Doc Research Fellow at NYU Stern until 2011. Christian’s research focuses on time-series analysis for financial and macro applications. His research has been published among others in the Journal of Econometrics, Annals of Statistics and the Review of Financial Studies.
Working Papers
Publications
Open Access | Forthcoming Jordi Llorens-Terrazas and Christian Brownlees
Open Access
Projected Dynamic Conditional Correlations
International Journal of Forecasting , https://doi.org/10.1016/j.ijforecast.2022.06.003Open Access
Kizkitza Biguri, Christian Brownlees and Filippo Ippolito
Corporate Hedging and the Variance of Stock Returns
Journal of Corporate Finance, Vol.72 , February 2022, 10.1016/j.jcorpfin.2021.102147
Christian Brownlees, Guðmundur Stefán Guðmundsson and Gábor Lugosi