Professor of Finance at Cass Business School
City University London
Research Fellow al Centre for Economic Policy Research (CEPR), London
His main teaching and research interests are in international finance, and he is a leading expert on exchange rates, a subject on which he writes prolifically and on which he is routinely called for advice by governments, international organisations, and financial companies around the world.
Lucio previously held teaching and research positions at several universities, including the University of Warwick, the University of Oxford, and Columbia University. He was also the Director of Currency Research at AXA Investment Managers during 2007-08.
He has been involved in policy advice, training, research and consulting projects for a number of institutions, including the International Monetary Fund, the European Central Bank, the US Federal Reserve, the Bank of Canada, the Central Bank of Norway, the Italian Ministry of Economy and Finance, the World Bank, the European Commission, and a number of banks and asset management companies.
His writings and his policy advice have had impact on a number of policy issues, including the operating procedures of central banks in the foreign exchange market, the design of exchange rate policies, the prediction of currency fluctuations and currency crises, the use of capital controls, the management of public debt, and the assessment of currency risk.
Lucio is the author of several books and over 80 articles in leading refereed economics and finance journals, including the Journal of Economic Literature, Journal of Finance, Journal of Financial Economics, and the Review of Financial Studies. Since 2005, his profile is in the ISI Essential Science Indicators, which selects the top 1% of the economics and finance profession on the basis of total citations on a 10-year rolling period.
A current REPEC ranking which selects the top 200 academics in economics and finance with 20 years or less since their doctorate lists him as number 41 in the world. In 2011, he was listed in a worldwide ranking of the Best 40 Business School Professors under 40 by Poets & Quants, published by Fortune magazine and CNN Money.