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Elisabetta Vangelista

Elisabetta Vangelista
Senior Financial Market Analyst, Economic and Market Analysis

Elisabetta Vangelista is a Senior Financial Market Analyst at the European Stability Mechanism (ESM), where she monitors and develops market analytics in the Economic and Market Analysis team. At the ESM she also worked as Senior ALM Officer on portfolio optimisation. Before joining the ESM, Elisabetta worked as Head of Yield Curve modelling Research at the UK Debt Management Office and at the Bank of England on interest rates and public debt management strategy. Elisabetta was also Proprietary Fixed Income Trader at Banca Intesa-San Paolo in London.

She holds an Ms in Engineering from Università La Sapienza in Rome.

Her research focuses on interest rates term structure, risk premia, inflation expectations, funding liquidity, investment portfolio and monetary policy.

List of publications

My blog entries

Robert Blotevogel , Gergely Hudecz , Elisabetta Vangelista
How the euro area overcame fragmentation during the pandemic
Elisabetta Vangelista, Lorenzo Ricci
Placing a new value on EFSF bond prices

My working papers

Gergely Hudecz , Elisabetta Vangelista, Robert Blotevogel
Lorenzo Ricci, Elisabetta Vangelista