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1 via G. Palmieri, , Bologna Italy webpage : http ://www2.dse.unibo.it/francesca.pancotto/ Present Position Post doc scholarship at Faculty of Economics, University of Bologna. I am involved in a project aimed at analyzing coordination in games when interaction occurs among strangers. Supervisor : prof. Marco Casari Fields of Interest Experimental Economics, Behavioral Finance, International Financial Markets, Time series Econometrics Articles in Referred Journals Equilibria, Stability and Asymptotic Dominance in a Speculative Market with Heterogeneous Agents, with M. Anufriev, G. Bottazzi, Journal of Economic Dynamics and Control, vol. 30, pp , Does Volatily Matter? Expectations of price return and volatility in an asset pricing experiment with M. G. Devetag, G. Bottazzi, Journal of Economic Behavior and Organization, forthcoming Articles in Referred Proceedings and Collections M. Anufriev, G. Bottazzi and F. Pancotto Speculative Equilibria and Asymptotic Dominance in a Market with Adaptive CRRA Traders in Abbot, D., Bouchard, J.P., Gabaix, X., and McCauley, J.L. Noise and Fluctuations in Econophysics and Finance SPIE Conference Proceedings, vol. 5848, SPIE, WA, July 15th, 2010 page 1

2 Working Papers Coordination and Forecasting Performance in Exchange Rate Expectations : Evidence Across Time and Market Conditions, with Aline Muller, presented at the 22th Australasian Banking and Finance Conference Misery Loves Company. Higher Order Expectations in Exchange Rates Expectations, with Aline Muller, presented at EFMA 2010 Meeting, Aahrus, Denmark. The Minority Game Unpacked : Coordination and Competition in a Team-based Experiment with T. Brenner and M. G. Devetag Till Unit Labor Cost Do Us Part : A VECM model of Unit Labor costs convergence in the EMU with S. Collignon and F. Pericoli Education June 2008 : PhD in Economics and Management at S. Anna School of Advanced Studies, Pisa (Italy). Thesis title : Expectationally driven equilibria : from the theory to empirical stylized facts. Supervisors : Prof. Giulio Bottazzi, S. Anna School of Advanced Studies, Prof. Giovanna Devetag, University of Perugia. Final Dissertation Commission : Doyne Farmer (Santa Fe Institute), Andrea Brasili (Unicredit Banca), Luigi Marengo (S. Anna School of Advanced Studies), Giovanna Devetag, Giulio Bottazzi. 19 April 2001 : Laurea summa cum laude in Economics at Università Commerciale Luigi Bocconi, Milan. Major in Monetary and International Economics. Final dissertation in Applied Econometrics titled : Banking and Currency Crises : the Twin Crises Approach. Supervisor, Prof. Bruno Sitzia (Econometrics, Bocconi University). Working and Teaching Experiences June 2009 : Graduate, Teacher - Course of International Financial Markets, Phd in Finance, HEC Management School of the University of Liege, Belgium. Supervisor : Aline Muller. September February 2009 : Economist, Centro Europa Ricerche, Roma. July 15th, 2010 page 2

3 April - June 2008 : Graduate, Teacher - Course of Multinational Financial Management, MBA, ESE - European School of Economics, Lucca. June July 2002 : Research Assistant, Istituto di Economica Politica (IEP), P. Baffi, Bocconi University. Supervisor : Prof. Pietro Garibaldi (Labour Economics, Bocconi University, Milan). Fall term 2001 : Teacher - Course of Macroeconomics (Undergraduate). November February 2002 : Research Assistant, European Forecasting Network Report, at Innocenzo Gasparini Institute of Economic Research (IGIER), Bocconi University. Supervisor : Prof. Massimiliano Marcellino, Econometrics (Bocconi University). November February 2001 : Economic Analyst Emerging Markets Research Department, Risk Management Division, Banca Intesa, Milan. Supervisor, Andrea Brasili. Presentations EFMA 2010 Meetings, June, Aahrus, Denmark : Misery Loves Company. Higher Order Beliefs in Exchange Rates Expectations, with Aline Muller. 22nd Australasian Banking and Finance Conference, December, Sydney, Australia : Coordination and Forecasting Performance in Exchange Rate Expectations : Evidence Across Time and Market Conditions, with Aline Muller. Seminar : Does Volatility Matter? Expectations of price return and volatility in an asset pricing experiment, HEC Management School of the University of Liege, December 15, 2008 ; LUISS Guido Carli : Rome, November 19, 2008 ; Universidad Carlos III Madrid, Departamento de Economia de Las Empresas. February 2008 Job Market Seminar : Insights into the Mortgage crisis, Izmir University of Economics, Turkey : April 2008 Econophysics Colloquium : Equilibria, Stability and Asymptotic Dominance in a Speculative Market with Heterogeneous Traders, Research School of Physical Sciences and Engineering, Australian National University, Canberra (Australia), 4-18 November 2005 ; Quantitative Finance Research Center, University of Technology(UTS), Sydney(Australia), October (2005). Half Day Finance Workshop : Equilibria, Stability and Asymptotic Dominance in a Speculative Market with Heterogeneous Traders. 10th Annual Workshop on Economic Heterogeneous Interacting Agents (WEHIA July 15th, 2010 page 3

4 2005) : Equilibria, Stability and Asymptotic Dominance in a Speculative Market with Heterogeneous Traders : Global Analysis, University of Essex, Colchester, (UK),June Scholarships and Grants September April 2009 : Research Grant in Economics, SECS - P/02, S. Anna School of Advanced Studies. January December 2006 : Research Grant in Economics, SECS - P/02, Laboratory of Economics and Management, S. Anna School of Advanced Studies. July June 2004 : Research Grant in Economics, SECS - P/02, Laboratory of Economics and Management, S Anna School of Advanced Studies. September 2002 : Full Time Doctoral Felloship, PhD in Economics and Management, S. Anna School of Advanced Studies. August July 2002 : Research Grant in Economics, SECS -P/01, Bocconi University, Department of Economics Ettore Bocconi. January 2000 : Full Scholarship for Exchange Student Programme, Bocconi University. Summer Schools and Visiting Periods January 2010 : Visiting Researcher at Auckland University of Technology, Department of Finance, Auckland, New Zealand. July 2008 : Summer School in Time Series Econometrics at Cide, Centro Interdipartimentale di Econometria, Bertinoro (Italy). August December 2005 : Visiting Research Student at Quantitative Finance Research Center, University of Technology, Sydney (Australia). February : Summer School, Elements of Non linear Dynamical Systems : Stability, Bifurcations and Chaos. Politecnico di Milano, Milan (Italy). August September 2004 : Scuola Matematica Interuniversitaria, University of Perugia. Courses : Probability (Prof. A. Gandolfi, Università degli Studi di Firenze) and Complex Analysis (Prof. T. Suwa, Hokkaido University, Japan). July 2004 : Summer School, 3rd International School in Topics in Nonlinear Dynamics : Discrete Dynamical Systems and Applications, Urbino University and Italian Society for Chaos July 15th, 2010 page 4

5 and Complexity, SICC. February : Trento Winter School in Computational and Experimental Economics, University of Trento. July - September 2000 : Summer School in Latin American Economies, ECLAC (Economic Commission for Latin American and Caribbean), United Nations, Santiago, Chile. February - June 2000 : Exchange Student Programme, Universidad Argentina de Las Empresas, UADE, Buenos Aires, Argentina. Languages and Computer Skills Italian Mother Tongue, Fluent English and Spanish, Intermediate French Operating Systems : Machintosh, Windows, Linux Programming Languages : LaTex, html Calculus and Statistical Packages (Windows-Mac) : R, Matlab Ai sensi degli articoli 46 e 47 del D.P.R tutto cio che e dichiarato in questo documento corrisponde a verita. July 15th, 2010 page 5

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