Domenico Sartore
Ca’ Foscari University of Venice
Domenico Sartore is Emeritus Professor of Econometrics at Ca’ Foscari University of Venice. He has previously taught at the University of Milan and the University of Padua. Internationally, he has been a Visiting Scholar at the London School of Economics and a Visiting Professor at the University of California, Los Angeles (UCLA).
At Ca’ Foscari University, he has served as Dean of the Faculty of Economics, Head of the Department of Economics, and member of both the Board of Directors and the Academic Senate. He has also been Director of the Interuniversity Centre for Econometrics (CIdE) and founding President of the Italian Society of Econometrics (SIdE), both based in Bologna.
Since 1990, he has been the founder and President of the research association “Gruppi di Ricerca Economica Teorica e Applicata” (GRETA Associati), based in Venice. Since 2001, he has organized in Venice the international conference series Credit Risk Evaluation Designed for Institutional Targeting in Finance (C.R.E.D.I.T.), focusing on economic and financial risk analysis.
He has published extensively in international journals. His recent research interests focus on time series analysis and its applications in macroeconomics and finance.
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Articles by Domenico Sartore
Non-maturity deposit risk under interest rate stress: a behavioral modeling framework
The authors propose a behavioral framework with which to model non-maturity deposit risk under interest rate stress within an interest rate risk in the banking book (IRRBB) context.