Luca Benzoni
Senior Economist and Economic Advisor
About
Luca Benzoni is a senior economist and economic advisor in the economic research department at the Federal Reserve Bank of Chicago. Benzoni's research focuses on the modeling of volatility in equity and interest rate markets, derivatives pricing, asset allocation over the life cycle and conflict of interest and certification in the U.S. IPO market.
Benzoni’s research has been published in the Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Management Science, and Journal of Financial Intermediation. Before joining the Chicago Fed in September 2006, Benzoni was an assistant professor in finance at the University of Minnesota.
Benzoni received a B.A. from Bocconi University (Milan, Italy) and a Ph.D. in finance from the Kellogg School of Management, Northwestern University.
Bank Publications
Chicago Fed Letter
Economic Perspectives
Working papers
Working Papers
Presentations and Other Resources
Research Paper
With Andrea Ajello and Olena Chyruk, 2012, "Core and 'Crust': Consumer Prices and the Term Structure of Interest Rates," December 19, paper, available online at SSRN.
Zero-coupon U.S. Treasury yields data
used in this paper.
