Currency Premia and Global Imbalances

Pasquale’s research interests focus on international finance, market microstructure, empirical asset pricing, portfolio choice and Bayesian econometrics. Pasquale's research 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, and featured in he FT, VoxEu and EconoMonitor. His research has received the INQUIRE UK 2010 and INQUIRE UK 2011 best paper awards. Prior to joining Imperial College, Pasquale was an Assistant Professor of Finance at Warwick Business School where he taught in the MSc Finance and BSc Accounting & Finance. At Imperial College, Pasquale teaches International Finance in the MSc Finance and MSc Risk Management & Financial Engineering, and Empirical Finance in the PhD Program. Pasquale has also held visiting positions at the Federal Reserve Bank of St. Louis, the Washington University in St. Louis, and Norges Bank.