Currently, Bianchi’s main research interests involve the role of agents’ beliefs in explaining changes in the reduced form properties of the macroeconomy. Bianchi has also done work on the interaction between the real economy and the term structure of interest rates and on the role of rare events in shaping agents’ expectations.
He is on leave for Spring Semester 2017.
- Ph.D., Princeton University 2009
- M.A., Princeton University 2007
- B.A., Bocconi University (Italy) 2003
Bianchi, F. "Rare Events, Financial Crises, and the Cross-Section of Asset Returns." Economics Research Initiatives at Duke (ERID) Working Paper, no. 41 (March 1, 2015). (Working Paper)
Bianchi, F, Ilut, CL, and Schneider, M. "Uncertainty Shocks, Asset Supply and Pricing Over the Business Cycle." (May 2014). (Working Paper)
Bianchi, F, Mumtaz, H, and Surico, P. "Dynamics of the Term Structure of UK Interest Rates." Economics Research Initiatives at Duke (ERID) Working Paper, no. 39 (March 1, 2009). (Working Paper)