Dr Fabrizio Casalin
Lecturer in Banking and Finance
- Email: email@example.com
- Telephone: +44 (0) 191 208 1595
- Address: Newcastle University Business School
Floor 4, Room 4.13
5 Barrack Road
Newcastle upon Tyne
Fabrizio holds a PhD in Economics from the University of Strathclyde (Glasgow). His main research areas are Empirical Finance and Applied Econometrics. He has published articles on the Journal of Banking & Finance, Economics Letters, International Review of Financial Analysis, and International Journal of Production Economics. He is a referee for the Journal of Banking & Finance, International Journal of Production Economics, Journal of Macroeconomics, Journal of Socio-Economics, Applied Economics, Economics Bulletin, International Review of Economics & Finance, Review of Behavioural Finance, and International Journal of Production Research. Fabrizio is the Programme Director of the MSc in Banking & Finance, as well as for the companion programme held at the Newcastle University - London Campus .
Fabrizio's research includes papers on the term structure of interest rates, on the relationship between external finance and aggregate investment, on the macroeconomics determinants of primary placements of securities, on the value of reputation on e-commerce platforms, and on the link between inventory holdings and the structure of the supply chain. He is member of the Editorial Board of Panoeconomicus, and visiting researcher at the University of Milan - Bicocca (DEMS).
Fabrizio welcomes PhD applicants interested in the broad area of empirical finance. He has supervised PhD candidates on the following topics: Decomposing financial contagion in EU countries, Testing the AMH in financial markets, Interaction between social networks and financial markets, Modelling co-movement in financial markets, and Impacts of banking shocks on the macroeconomy.
Fabrizio has taught modules in Asset Pricing, Banking, Corporate Finance, Econometrics, Financial Markets & Institutions, International Finance, Macroeconomics and Monetary Economics in various academic institutions. He currently teaches Banking and Financial Theory in the MSc Finance, MSc Banking & Finance, MSc Quantitative Finance & Risk Management, and MSc International Economics & Finance. Fabrizio is Fellow of the Higher Education Academy, and external examiner for the suite of finance/economics modules taught at the XJTLU of Suzhou (China).
- Casalin F, Dia E. Financial Market Volatility and Primary Placements. Economics Letters 2009, 105(3), 284-286.
- Casalin F. Testing the expectations hypothesis of the term structure with permanent-transitory component models. Journal of Banking & Finance 2013, 37(8), 3192-3203.
- Dia E, Casalin F. Security issuance and the business cycle. Economics Bulletin 2013, 33(3), 1751-1761.
- Casalin F, Dia E. Adjustment costs, financial frictions and aggregate investment. Journal of Economics and Business 2014, 75, 60-79.
- Pang G, Casalin F, Papagiannidis S, Muyldermans L, Tse YK. Price determinants for remanufactured electronic products: a case study on eBay UK. International Journal of Production Research 2015, 53(2), 572-589.
- Casalin F, Dia E. The dynamic interrelation between external finance and bank credit. Applied Economics 2015, 48(3), 243-259.
- Casalin F. Size and power of tests based on Permanent-Transitory Component Models. International Review of Financial Analysis 2016, 47, 142–153.
- Casalin F, Pang G, Maioli S, Cao T. Inventories and the concentration of suppliers and customers: Evidence from the Chinese manufacturing sector. International Journal of Production Economics 2017, 193, 148-159.
- Casalin F. Determinants of holiday effects in mainland Chinese and Hong-Kong markets. China Economic Review 2018, 49, 45-67.
- Phantratanamongkol P, Casalin F, Pang G, Sanderson J. The Price-Volume Relationship for New and Remanufactured Smartphones. International Journal of Production Economics 2018, (ePub ahead of Print).