About the authors

Massimo Guidolin is a full professor in the Department of Finance at Bocconi University. He earned a Ph.D. from University of California, San Diego in 2000. He has worked at the University of Virginia as an assistant professor in financial economics, the Federal Reserve Bank of St. Louis at first as a senior economist and then as an Assistant Vice-President (Financial Markets), and the Accounting and Finance department of Manchester Business School as a chaired full professor in Finance. His teaching has spanned corporate finance, asset pricing theory, empirical finance, derivative pricing, and of course, econometrics both the undergraduate and graduate (MSc. and doctoral) levels. He has published in top economics, econometrics, and finance outlets such as the American Economic Review, Journal of Financial Economics, Journal of Econometrics, Review of Financial Studies, and Economic Journal. He serves on the editorial board of a number of journals, among them Journal of Economic Dynamics and Control, International Journal of Forecasting, and Journal of Banking and Finance. More information about Massimo’s publications and teaching activities can be found here.

Manuela Pedio is a Senior Lecturer at University of Bristol Business School. She holds a PhD in Economics and Finance (joint from Catholic University and Bicocca University in Milan). Before she also gained a four-year experience in the private sector in the derivative business (structuring and sales of structured products). She is also affiliated with Baffi Carefin Research Centre since 2014. She teaches courses in quantitative methods for finance at Bristol (at both BSc and MSc level) and she is a fellow lecturer at Bocconi University, where she teaches Advanced Econometrics (MSc. level). Her research interests span empirical finance,  financial forecasting, portfolio choice and asset pricing with a particular focus to the role of regimes and statistical instability. She has published articles and books on these topics with prime editorial companies in Europe.