Pasquale DELLA CORTE is an Associate Professor of Finance at Imperial College Business School, Imperial College London, and serves as an Associate Editor of the Journal of Money, Credit and Banking (JMCB). Prior to joining Imperial College, Pasquale was an Assistant Professor of Finance at Warwick Business School, University of Warwick. He has also held visiting research positions at the the Washington University in St. Louis, Federal Reserve Bank of St. Louis, Norges Bank, and the Hong Kong Institute for Monetary Research.
Pasquale’s research focuses on international finance, global asset allocation, empirical asset pricing, portfolio choice, market microstructure, and Bayesian econometrics, and has been published in the Journal of Financial Economics, the Review of Economics and Statistics, the Review of Financial Studies, and the Journal of Empirical Finance. His research has also received the INQUIRE UK 2010 and INQUIRE UK 2011 Best Paper Awards, and KEPOS CAPITAL Award for the Best Paper on Investments at the 2013 WFA meetings.
Pasquale has taught International Finance in the BSc Accounting & Finance and the MSc Finance at the University of Warwick. At Imperial College, He is currently teaching International Finance in the MSc Finance and the MSc Risk Management & Financial Engineering, and Empirical Finance in the PhD Programme in Finance. Pasquale has received Awards for Teaching Excellence both at Warwick (2009) and Imperial College London (2013).
Pasquale holds a Laurea in Economics and Banking summa cum laude from the University of Siena (Italy), a Master in Economics and Finance from the University of Brescia (Italy), and a PhD in Finance from the University of Warwick.
Della Corte P, Kozhan R, Neuberger A, 2021, The cross-section of currency volatility premia, Journal of Financial Economics, Vol:139, ISSN:0304-405X, Pages:950-970
Cenedese G, Della Corte P, Wang T, 2020, Currency mispricing and dealer balance sheets, The Journal of Finance, ISSN:0022-1082
Della Corte P, Riddiough SJ, Sarno L, 2016, Currency premia and global imbalances, Review of Financial Studies, Vol:29, ISSN:1465-7368, Pages:2161-2193
Della Corte P, Ramadorai T, Sarno L, 2016, Volatility risk premia and exchange rate predictability, Journal of Financial Economics, Vol:120, ISSN:0304-405X, Pages:21-40
Della Corte P, Kosowski R, Wang T, 2015, Market Closure and Short-Term Reversal, Ssrn Working Paper