Riccardo Colacito Assistant Professor Division of Finance The University of North Carolina at Chapel Hill Kenan-Flagler Business School Visiting New York University Leonard Stern School of Business Department of Finance Email: riccardo.colacito@unc.edu or rc652@nyu.edu Phone at UNC: (919) 962-2767 Phone at NYU: (212) 998-

Recent working papers and publications:

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"Testing and valuing dynamic correlations for asset allocation" (with R.F.Engle), Journal of Business and Economic Statistics, Vol.24, N.2, April 2006.

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"Benefits of US monetary policy experimentation in the days of Samuelson and Solow and Lucas" (with T.W.Cogley and T.J.Sargent), Journal of Money Credit and Banking, Volume 39, Iss. s1, February 2007, pp. 67-100.

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`Term structure of risk, the role of Known and Unknown Risks and Non-stationary Distributions.', with R.F. Engle,  March 2007. Forthcoming in The Known, the Unknown and the Unknowable in Financial Risk Management, edited by Francis X. Diebold.

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`Risks for the long run and the real exchange rate’ (with M.M.Croce), December 2006.

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‘A component model for dynamic correlations’, with R.F. Engle and E. Ghysels, July 2007.