Ruben Fernandez-Fuertes

PhD student
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Ruben
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Rubén Fernández-Fuertes, a doctoral candidate in Finance at Bocconi University, has an academic background enriched by a Bachelor of Science in Mathematics from Universidad Autónoma de Madrid, and a Master of Science in Mathematical Finance from the University of Manchester. As of 2023, his research endeavors are distinct and diverse, covering monetary policy, macro-finance, and green decentralized finance (DeFi).

Financial Markets 

Measuring Term Premia for the Euro Area - Updated Version
2023

The dynamics of nominal government bond yields at different maturities play a central role in shaping the response of the real economy to monetary and fiscal policy interventions. Yields can be decomposed into two unobservable components: the sequence of expected one-period rates and the term-premia.