LACAVA Demetrio

I) Personal information: 

Nome: Demetrio  

Cognome: Lacava 

Ciclo di dottorato: XXXIII Ciclo 

Demetrio Lacava, XXXIII ciclo 

-website.: https://sites.google.com/view/demetriolacava/home 

 
-email:demetrio.lacava@virgilio.it 
-posizione attuale: Post-doc at Luiss Guido Carli 

 
 
II) Education within the Ph.D.: 

 
-Dissertation title: ”Stock Market Volatility and ECB’s Unconventional Monetary 

 
Policies” 
-Tutor: E. Otranto 

 
-Participation in courses/summer or winter school 

• SoFiE Financial Econometrics Summer School 2021 "The Econometrics of Derivatives Markets". Kellogg School of Management - Northwestern University. July 19 - 23, 2021 

• Advanced course in Financial Engineering. University of Catania. May 7 - 29, 2020 
• Postgraduate Course in Financial Time Series, Italian Econometric Association (IEA - SIdE). Bertinoro, July 8 - 13, 2019 

 
• Workshop in Advanced Econometric Course for Financial Time Series and Panel Data. Econometrics – Virtual Platform to Disseminate the Knowledge of Econometrics. April–May 2018 

 
-Area:  Economics 

III) Other information: 

 
-Research interests: Financial Econometrics, Financial Markets, 

 
Monetary Economics and Policy 

-Publications: 

• Gallo G. M., Lacava D., Otranto E. (2021) – On Classifying the Effects of Policy Announcements 
on Volatility. International Journal of Approximate Reasoning, 134:23- 
33 
• Lacava D., Scaffidi Domianello L. (2021) – The Incidence of Spillover Effects during the 
Unconventional Monetary Policies Era. Journal of Risk and Financial Management, 
14(6):242. 

 
-Presentation of papers at conferences or congress 

”Measuring the Effects of Unconventional Policies on Market Volatility” presented at 
– 60th Annual Conference (RSA), Italian Economic Association (SIE), Palermo, 24 
- 26 October 2019 
– Econometric Research In Finance Workshop 2019 (ERFIN), Warsaw, 13 September 
2019 
– 6th International conference on Time Series and Forecasting (ITISE). Granada, 
25 - 27 September 2019