Loriano Mancini received his PhD from the Università della Svizzera italiana, Faculty of Economics, in 2004 with a PhD thesis in financial econometrics. In 2004-2005 he was research fellow at the Operations Research and Financial Engineering department at Princeton University. In 2005-2007 and 2007-2009 he was, respectively, senior researcher and assistant professor at the institute of finance at the University of Zurich. From 2009 to 2017 he had been assistant professor at the Swiss Finance Institute at EPFL. From August 2017 he is associate professor at USI. His research interests are in financial econometrics. His recent research focuses on volatility and liquidity risks, stability of interbank markets, financial aspects of insurance companies, and statistical analyses of corporate cash flows. His research has appeared in various international journals such as Journal of Finance, Review of Financial Studies, Journal of Financial Economics, Journal of the American Statistical Association, and Journal of Econometrics. He is associate editor of various academic journals such as the Journal of Financial Econometrics. At USI he teaches courses at bachelor, master and PhD level.
Volatility and liquidity issues