Giulio Girardi
Financial Economist
Office of Risk Assessment

Education Summary

  • Ph.D. Economics, Suffolk University, 2012
  • M.A. Economic Policy, Boston University, 2008
  • M.S. Economics, University of Modena (Italy), 2005
  • B.A. Economics, University of Modena (Italy), 2003

Fields of Interest

  • Financial crises
  • Applied time-series methods
  • Risk management
  • Systemic risk
Financial Economist
Division of Economic and Risk Analysis
U.S. Securities and Exchange Commission
Adjunct Professor
College of Management
University of Massachusetts
Adjunct Professor
College of Professional Studies
Northeastern University
Adjunct Professor
Department of Economics
Suffolk University
Economist (Intern)
Department of Revenue, Office of Tax and Policy Analysis
Massachusetts Government
  • Giulio Girardi and Tolga Ergun, Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR, 2013, Journal of Banking and Finance, 37, 3169-3180.
  • Giulio Girardi, Are the Benefits from International Diversification Eroding? Investigating the Extreme-Value Dependence of Country and Industry Portfolios.
  • Giulio Girardi and Tolga Ergun, A New Approach to Portfolio Optimization with Left Tail Risk Measures.
  • Giulio Girardi, How to Account for Interdependence of Risk in Financial Markets? A Comparison Across GARCH, EVT and Quantile Analysis for Conditional Value at Risk Estimation.

Conference Activities

Paper presentation, 2013 Predictive Analytics World Conference
Paper presentation and discussant, 2012 Eastern Finance Association Conference
Paper presentation, 2012 Conference on Hedge Funds, Market Liquidity and Systemic Risk
Paper presentation, 2011 Convergence, Interconnectedness, and Crises: Insurance and Banking, Temple University Conference
Paper presentation and discussant, 2011 Midwest Finance Association Conference (awarded prize for top 10 papers PhD students)
Paper presentation and discussant, 2010 International Paris Finance Conference

University Presentations

U.S. Securities and Exchange Commission, 2012
Citizens Bank, 2012
Cornerstone Research, 2012