Newcastle University Business School

Staff Profile

Dr Fabrizio Casalin

Lecturer in Banking and Finance

Background

Fabrizio holds a PhD in Economics from the University of Strathclyde (Glasgow). His main research areas are Empirical Finance and Applied Econometrics. He has published articles on the Journal of Banking & Finance, Economics Letters, International Review of Financial Analysis, and International Journal of Production Economics. He is referee for the Journal of Banking & Finance, International Journal of Production Economics, Journal of Socio-Economics, Applied Economics, Economics Bulletin, International Review of Economics & Finance and Review of Behavioural Finance. Fabrizio is the Programme Director of the MSc in Banking & Finance, as well as for the companion programme held at the Newcastle University - London Campus .

 

Research

Fabrizio has been visiting researcher at the University of Milan - Bicocca (DEMS). His research includes papers on the term structure of interest rates, on the relationship between external finance and aggregate investment, on the macroeconomics determinants of primary placements of securities, on the value of reputation on e-commerce platforms, and on the link between inventory holdings and the structure of the supply chain.  

Fabrizio welcomes PhD applicants interested in the broad area of empirical finance. He has supervised PhD candidates on the following topics: Decomposing financial contagion in EU countries, Testing the AMH in financial markets, Interaction between social networks and financial markets, Modelling co-movement in financial markets, and Impacts of banking shocks on the macroeconomy.

Teaching

Fabrizio has taught modules in Asset Pricing, Banking, Corporate Finance, Econometrics, Financial Markets & Institutions, International Finance, Macroeconomics and Monetary Economics in various academic institutions. He currently teaches Banking and Financial Theory in the MSc Finance, MSc Banking & Finance, MSc Quantitative Finance & Risk Management, and MSc International Economics & Finance. Fabrizio is Fellow of the Higher Education Academy, and external examiner for the suite of finance/economics modules taught at the XJTLU of Suzhou (China). 


 




Publications