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Alessio Saretto

Senior Research Economist and Advisor
Federal Reserve Bank of Dallas

Curriculum vitae

Alessio SarettoAlessio Saretto is a senior research economist and advisor at the Federal Reserve Bank of Dallas. Before joining the Dallas Fed in 2021, he held positions in finance departments at Purdue University, the University of Texas at Austin, the University of Texas at Dallas and Washington University in St. Louis. He holds a PhD in applied mathematics from the University of Brescia and a PhD in finance from the University of California at Los Angeles.

Working Papers
  • “Endogenous Option Pricing,” with Andrea Gamba.
  • “The Agency Component of Credit Spreads,” with Andrea Gamba.
  • “What Fuels the Volatility of Electricity Prices?” with Anastasia Shcherbakova and Jeremy Lin.
  • “The Trust Alternative,” with Indraneel Chakraborty and Malcolm Wardlaw.
  • “Predicting and Pricing the Probability of Default”