Costanza Torricelli : Citation Profile


Are you Costanza Torricelli?

Università degli Studi di Modena e Reggio Emilia (90% share)
Università degli Studi di Torino (10% share)

7

H index

4

i10 index

178

Citations

RESEARCH PRODUCTION:

25

Articles

51

Papers

1

Books

RESEARCH ACTIVITY:

   23 years (1994 - 2017). See details.
   Cites by year: 7
   Journals where Costanza Torricelli has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 34 (16.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pto78
   Updated: 2017-09-16    RAS profile: 2017-09-07    
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Relations with other researchers


Works with:

Brunetti, Marianna (12)

Bertocchi, Graziella (8)

Urzì Brancati, Maria Cesira (6)

baldini, massimo (3)

Marotta, Giuseppe (2)

Giarda, Elena (2)

rossi, mariacristina (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Costanza Torricelli.

Is cited by:

Gualandri, Elisabetta (28)

Bozzano, Monica (13)

Bertocchi, Graziella (11)

Venturelli, Valeria (9)

Muzzioli, Silvia (8)

Magni, Carlo Alberto (7)

Sierminska, Eva (6)

Rancan, Michela (6)

Giarda, Elena (5)

Naylor, Robin (4)

Marcus, Jan (3)

Cites to:

Brunetti, Marianna (18)

Campbell, John (14)

Mishkin, Frederic (14)

Tsomocos, Dimitrios (13)

Estrella, Arturo (12)

Lusardi, Annamaria (12)

Shiller, Robert (12)

Mitchell, Olivia (10)

Boero, Gianna (10)

Gerlach, Stefan (10)

Mankiw, N. Gregory (10)

Main data


Where Costanza Torricelli has published?


Journals with more than one article published# docs
Applied Economics3
European Journal of Operational Research3
Economic Notes2
Applied Financial Economics2
Journal of Banking & Finance2
Annals of Finance2
The European Journal of Finance2

Working Papers Series with more than one paper published# docs
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) / Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi"15
Department of Economics / University of Modena and Reggio E., Faculty of Economics "Marco Biagi"10
CEIS Research Paper / Tor Vergata University, CEIS3
Heterogeneity and monetary policy / Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica3
Computing in Economics and Finance 2006 / Society for Computational Economics2
Center for the Analysis of Public Policies (CAPP) / Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi"2
Center for Economic Research (RECent) / University of Modena and Reggio E., Dept. of Economics "Marco Biagi"2
IZA Discussion Papers / Institute for the Study of Labor (IZA)2

Recent works citing Costanza Torricelli (2017 and 2016)


YearTitle of citing document
2016Rating models: emerging market distinctions. (2016). Karminsky, Alexandr. In: Papers. RePEc:arx:papers:1607.02422.

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2017Choices in Equity Finance A Global Perspective. (2017). Groen-Xu, Moqi ; Vermaelen, Theo ; Mataigne, Virginie ; Massa, Massimo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11987.

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2016A new elementary geometric approach to option pricing bounds in discrete time models. (2016). Braouezec, Yann ; Grunspan, Cyril . In: European Journal of Operational Research. RePEc:eee:ejores:v:249:y:2016:i:1:p:270-280.

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2016A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models. (2016). Calabrese, Raffaella ; Andreeva, Galina ; Osmetti, Silvia Angela . In: European Journal of Operational Research. RePEc:eee:ejores:v:249:y:2016:i:2:p:506-516.

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2016A tractable interest rate model with explicit monetary policy rates. (2016). Renne, Jean-Paul. In: European Journal of Operational Research. RePEc:eee:ejores:v:251:y:2016:i:3:p:873-887.

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2016Kriging of financial term-structures. (2016). Rulliere, Didier ; Cousin, Areski ; Maatouk, Hassan . In: European Journal of Operational Research. RePEc:eee:ejores:v:255:y:2016:i:2:p:631-648.

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2016Efficient estimation of unconditional capital by Monte Carlo simulation. (2016). Ferrer, Alex ; Sotoca, Sonia ; Casals, Jose . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:75-84.

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2017How fundamental is the one-period trinomial model to European option pricing bounds. A new methodological approach. (2017). Braouezec, Yann . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:92-99.

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2016The determinants of household’s bank switching. (2016). Ciciretti, Rocco ; Djordjevic, LJ ; Brunetti, M. In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:175-189.

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2016Financial fragility of euro area households. (2016). Żochowski, Dawid ; Ampudia Fraile, Miguel ; van Vlokhoven, Has . In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:250-262.

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2016Does Basel II affect the market valuation of discretionary loan loss provisions?. (2016). Heinen, Andréas ; Linder, Stefan ; Porumb, Vlad-Andrei ; Hamadi, Malika . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:70:y:2016:i:c:p:177-192.

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2016Women, medieval commerce, and the education gender gap. (2016). Bozzano, Monica ; Bertocchi, Graziella. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:44:y:2016:i:3:p:496-521.

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2016Financial decision-making in the household: Exploring the importance of survey respondent, health, cognitive ability and personality. (2016). Kassenboehmer, Sonja ; Johnston, David ; Shields, Michael A. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:132:y:2016:i:pa:p:42-61.

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2017Husband and Wife Perspectives on Farm Household Decision-making Authority and Evidence on Intra-household Accord in Rural Tanzania. (2017). Gugerty, Mary Kay ; Anderson, Leigh C ; Reynolds, Travis W. In: World Development. RePEc:eee:wdevel:v:90:y:2017:i:c:p:169-183.

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2016Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models. (2016). Wang, Gang-Jin ; Zhu, You ; Yan, Xin-Guo ; Sun, BO ; Xie, Chi . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:5:p:433-:d:69335.

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2016Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models. (2016). Sun, BO ; Yan, Xin-Guo ; Wang, Gang-Jin ; Zhu, You ; Xie, Chi . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:5:p:433:d:69335.

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2016Housing Decisions, Family Types and Gender. A cross-national perspective.. (2016). Sierminska, Eva ; Cristina, Rossi ; Eva, SIERMINSKA . In: LISER Working Paper Series. RePEc:irs:cepswp:2016-10.

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2017Do husbands and wives pool their incomes? A couple experiment. (2017). Beblo, Miriam ; Beninger, Denis . In: Review of Economics of the Household. RePEc:kap:reveho:v:15:y:2017:i:3:d:10.1007_s11150-016-9342-0.

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2016Forecasting and pricing powers of option-implied tree models: Tranquil and volatile market conditions. (2016). Elyasiani, Elyas ; Ruggieri, Alessio ; Muzzioli, Silvia . In: Department of Economics. RePEc:mod:depeco:0099.

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2016Fear or greed? What does a skewness index measure?. (2016). Elyasiani, Elyas ; Muzzioli, Silvia ; Gambarelli, Luca . In: Department of Economics. RePEc:mod:depeco:0102.

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2016Till Mortgage Do Us Part: Refinancing Costs and Mortgage Shopping. (2016). Ciciretti, Rocco ; Brunetti, Marianna ; Djordjevic, Ljubica . In: CEIS Research Paper. RePEc:rtv:ceisrp:364.

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Works by Costanza Torricelli:


YearTitleTypeCited
2010The Interaction of Financial Fragility and the Business Cycle in Determining Banks’ Loan Losses: An Investigation of the Italian Case In: Economic Notes.
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2016Does Homeownership Partly Explain Low Participation in Supplementary Pension Schemes? In: Economic Notes.
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2014Does homeownership partly explain low participation in supplementary pension schemes?.(2014) In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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2012Is it money or brains? The determinants of intra-family decision power In: CHILD Working Papers Series.
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2012Is it money or brains? The determinants of intra-family decision power.(2012) In: CEPR Discussion Papers.
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2012Is It Money or Brains? The Determinants of Intra-Family Decision Power.(2012) In: IZA Discussion Papers.
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2012Is it money or brains? The determinants of intra-family decision power.(2012) In: Department of Economics.
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2012Is it money or brains? The determinants of intra-family decision power.(2012) In: Center for Economic Research (RECent).
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paper
2012Is it money or brains? The determinants of intra-family decision power.(2012) In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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paper
2012Is it money or brains? The determinants of intra-family decision power.(2012) In: CEIS Research Paper.
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paper
2013Do women prefer pink? The effect of a gender stereotypical stock portfolio on investing decisions In: Carlo Alberto Notebooks.
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2015Do Women Prefer Pink? The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions.(2015) In: Politica economica.
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article
1997The expectations hypothesis of the term structure: Evidence for Germany In: Working Paper CRENoS.
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1999The Information in the Term of Structure: further Results for Germany In: Working Paper CRENoS.
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2009Marriage and Other Risky Assets: A Portfolio Approach In: CEPR Discussion Papers.
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2011Marriage and other risky assets: A portfolio approach.(2011) In: Journal of Banking & Finance.
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2009Marriage and Other Risky Assets: A Portfolio Approach.(2009) In: Center for Economic Research (RECent).
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2009Marriage and Other Risky Assets: A Portfolio Approach.(2009) In: IZA Discussion Papers.
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2009Marriage and Other Risky Assets: A Portfolio Approach.(2009) In: CHILD Working Papers.
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2008Marriage and Other Risky Assets: A Portfolio Approach.(2008) In: Department of Economics.
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2014Family ties: occupational responses to cope with a household income shock In: CeRP Working Papers.
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2014Family ties: occupational responses to cope with a household income shock.(2014) In: Center for the Analysis of Public Policies (CAPP).
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2014Family ties: occupational responses to cope with a household income shock.(2014) In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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2004A multiperiod binomial model for pricing options in a vague world In: Journal of Economic Dynamics and Control.
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2005The pricing of options on an interval binomial tree. An application to the DAX-index option market In: European Journal of Operational Research.
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2009On the no-arbitrage condition in option implied trees In: European Journal of Operational Research.
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1996A comparative evaluation of alternative models of the term structure of interest rates In: European Journal of Operational Research.
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article5
2005Put-call parity and cross-markets efficiency in the index options markets: evidence from the Italian market In: International Review of Financial Analysis.
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2005Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities In: Journal of Banking & Finance.
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article22
2014Who holds the purse strings within the household? The determinants of intra-family decision making In: Journal of Economic Behavior & Organization.
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article7
1994Futures market and spot price volatility: A model for a storable commodity In: European Journal of Political Economy.
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article1
2007Money, Finance and Demography: The Consequences of Ageing In: SUERF Colloquium Volumes.
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2001A MODEL FOR PRICING AN OPTION WITH A FUZZY PAYOFF In: Fuzzy Economic Review.
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2010Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework In: Annals of Finance.
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article6
2008Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework.(2008) In: OFRC Working Papers Series.
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2010Demographics and asset returns: does the dynamics of population ageing matter? In: Annals of Finance.
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article1
2013Modelling Credit Risk for Innovative SMEs: the Role of Innovation Measures In: Journal of Financial Services Research.
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article3
2016Individual heterogeneity and pension choices: How to communicate an effective message? In: Center for the Analysis of Public Policies (CAPP).
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2017Individual Heterogeneity and Pension Choices: How to Communicate an Effective Message?.(2017) In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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2016Individual heterogeneity and pension choices: How to communicate an effective message? In: Department of Economics.
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2003The Put-Call Parity in the Index Options Markets: Further results for the Italian Mib30 Options market In: Department of Economics.
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2003Call and put implied volatilities and the derivation of option implied trees In: Department of Economics.
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2004A forward-looking model for time-varying capital requirements and the New Basel Capital Accord In: Department of Economics.
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2004The internal efficiency of Index Option Markets:Tests on the Italian Market In: Department of Economics.
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2005The no arbitrage condition in option implied trees: evidence from the Italian index options market In: Department of Economics.
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2005The aim of the present work is to test the predictive power of the term spread in forecasting real economic growth rates and recession probabilities in Italy. According to the most recent literature, In: Department of Economics.
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2007The Effect of Population Ageing on Household Portfolio Choices in Italy In: Department of Economics.
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2007The Effect of Population Ageing on Household Portfolio Choices in Italy.(2007) In: Heterogeneity and monetary policy.
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2005Forward-looking estimation of default probabilities with Italian data In: Heterogeneity and monetary policy.
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2007The role of demographic variables in explaining financial returns in Italy In: Heterogeneity and monetary policy.
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2007Model risk and techniques for controlling market parameters. The experience in Banco Popolare In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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2008Indebtedness, macroeconomic conditions and banks’ loan losses: evidence from Italy In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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2009MODELS FOR HOUSEHOLD PORTFOLIOS AND LIFE-CYCLE ALLOCATIONS IN THE PRESENCE OF LABOUR INCOME AND LONGEVITY RISK In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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2010A parsimonious default prediction model for Italian SMEs In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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2011Modelling credit risk for innovative firms: the role of innovation measures In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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2012Is financial fragility a matter of illiquidity? An appraisal for Italian households In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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2012Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households.(2012) In: CEIS Research Paper.
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2013A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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2015A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises.(2015) In: Applied Economics.
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2013Efficiency and unbiasedness of corn futures markets: New evidence across the financial crisis In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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2013Efficiency and unbiasedness of corn futures markets: new evidence across the financial crisis.(2013) In: Applied Financial Economics.
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2014The impact of skill and management structure on Serie A Clubs’ performance In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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2015Second homes: households life dream or (wrong) investment? In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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2012Second Homes: Households Life Dream or (Wrong) Investment?.(2012) In: CEIS Research Paper.
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2015Systemic risk measures and macroprudential stress tests. An assessment over the 2014 EBA exercise In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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2008Portfolio Choices, Gender and Marital Status In: Rivista di Politica Economica.
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2005The internal efficiency of Index Option Markets In: Computing in Economics and Finance 2005.
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2006Optimal banks behaviour and procyclicality In: Computing in Economics and Finance 2006.
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2006Economic activity and Recession Probabilities: spread predictive power in Italy In: Computing in Economics and Finance 2006.
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2001The rational expectation dynamics of a model for the term structure and monetary policy In: Decisions in Economics and Finance.
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2007The internal and cross market efficiency in index option markets: an investigation of the Italian market In: Applied Financial Economics.
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2003Estimation and arbitrage opportunities for exchange rate baskets In: Applied Economics.
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2001Estimation and arbitrage opportunities for exchange rate baskets.(2001) In: SFB 373 Discussion Papers.
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2009Economic activity and recession probabilities: information content and predictive power of the term spread in Italy In: Applied Economics.
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2010Population age structure and household portfolio choices in Italy In: The European Journal of Finance.
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2002The information in the term structure of German interest rates In: The European Journal of Finance.
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1998Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: Some Comparative Evidence. In: The Warwick Economics Research Paper Series (TWERPS).
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