7
H index
4
i10 index
178
Citations
Costanza Torricelli : Citation Profile
Università degli Studi di Modena e Reggio Emilia (90% share) | RESEARCH PRODUCTION: 25 Articles 51 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (1994 - 2017). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Costanza Torricelli. | Is cited by:
| Cites to:
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Main data
Where Costanza Torricelli has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Economics | 3 |
| European Journal of Operational Research | 3 |
| Economic Notes | 2 |
| Applied Financial Economics | 2 |
| Journal of Banking & Finance | 2 |
| Annals of Finance | 2 |
| The European Journal of Finance | 2 |
Recent works citing Costanza Torricelli (2017 and 2016)
| Year | Title of citing document |
|---|---|
| 2016 | Rating models: emerging market distinctions. (2016). Karminsky, Alexandr. In: Papers. RePEc:arx:papers:1607.02422. Full description at Econpapers || Download paper |
| 2017 | Choices in Equity Finance A Global Perspective. (2017). Groen-Xu, Moqi ; Vermaelen, Theo ; Mataigne, Virginie ; Massa, Massimo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11987. Full description at Econpapers || Download paper |
| 2016 | A 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. Full description at Econpapers || Download paper |
| 2016 | A 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. Full description at Econpapers || Download paper |
| 2016 | A 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. Full description at Econpapers || Download paper |
| 2016 | Kriging 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. Full description at Econpapers || Download paper |
| 2016 | Efficient 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. Full description at Econpapers || Download paper |
| 2017 | How 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. Full description at Econpapers || Download paper |
| 2016 | The 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. Full description at Econpapers || Download paper |
| 2016 | Financial 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. Full description at Econpapers || Download paper |
| 2016 | Does 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. Full description at Econpapers || Download paper |
| 2016 | Women, 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. Full description at Econpapers || Download paper |
| 2016 | Financial 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. Full description at Econpapers || Download paper |
| 2017 | Husband 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. Full description at Econpapers || Download paper |
| 2016 | Predicting 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. Full description at Econpapers || Download paper |
| 2016 | Predicting 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. Full description at Econpapers || Download paper |
| 2016 | Housing 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. Full description at Econpapers || Download paper |
| 2017 | Do 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. Full description at Econpapers || Download paper |
| 2016 | Forecasting 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. Full description at Econpapers || Download paper |
| 2016 | Fear or greed? What does a skewness index measure?. (2016). Elyasiani, Elyas ; Muzzioli, Silvia ; Gambarelli, Luca . In: Department of Economics. RePEc:mod:depeco:0102. Full description at Econpapers || Download paper |
| 2016 | Till Mortgage Do Us Part: Refinancing Costs and Mortgage Shopping. (2016). Ciciretti, Rocco ; Brunetti, Marianna ; Djordjevic, Ljubica . In: CEIS Research Paper. RePEc:rtv:ceisrp:364. Full description at Econpapers || Download paper |
Works by Costanza Torricelli:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | The Interaction of Financial Fragility and the Business Cycle in Determining Banks’ Loan Losses: An Investigation of the Italian Case In: Economic Notes. [Full Text][Citation analysis] | article | 1 |
| 2016 | Does Homeownership Partly Explain Low Participation in Supplementary Pension Schemes? In: Economic Notes. [Full Text][Citation analysis] | article | 5 |
| 2014 | Does 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). [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2012 | Is it money or brains? The determinants of intra-family decision power In: CHILD Working Papers Series. [Full Text][Citation analysis] | paper | 23 |
| 2012 | Is it money or brains? The determinants of intra-family decision power.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2012 | Is It Money or Brains? The Determinants of Intra-Family Decision Power.(2012) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2012 | Is it money or brains? The determinants of intra-family decision power.(2012) In: Department of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2012 | Is it money or brains? The determinants of intra-family decision power.(2012) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2012 | Is 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). [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2012 | Is it money or brains? The determinants of intra-family decision power.(2012) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2013 | Do women prefer pink? The effect of a gender stereotypical stock portfolio on investing decisions In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Do Women Prefer Pink? The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions.(2015) In: Politica economica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 1997 | The expectations hypothesis of the term structure: Evidence for Germany In: Working Paper CRENoS. [Full Text][Citation analysis] | paper | 6 |
| 1999 | The Information in the Term of Structure: further Results for Germany In: Working Paper CRENoS. [Full Text][Citation analysis] | paper | 5 |
| 2009 | Marriage and Other Risky Assets: A Portfolio Approach In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2011 | Marriage and other risky assets: A portfolio approach.(2011) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2009 | Marriage and Other Risky Assets: A Portfolio Approach.(2009) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2009 | Marriage and Other Risky Assets: A Portfolio Approach.(2009) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2009 | Marriage and Other Risky Assets: A Portfolio Approach.(2009) In: CHILD Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2008 | Marriage and Other Risky Assets: A Portfolio Approach.(2008) In: Department of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2014 | Family ties: occupational responses to cope with a household income shock In: CeRP Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2014 | Family ties: occupational responses to cope with a household income shock.(2014) In: Center for the Analysis of Public Policies (CAPP). [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2014 | Family 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). [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2004 | A multiperiod binomial model for pricing options in a vague world In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 5 |
| 2005 | The pricing of options on an interval binomial tree. An application to the DAX-index option market In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 2 |
| 2009 | On the no-arbitrage condition in option implied trees In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 10 |
| 1996 | A comparative evaluation of alternative models of the term structure of interest rates In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 5 |
| 2005 | Put-call parity and cross-markets efficiency in the index options markets: evidence from the Italian market In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
| 2005 | Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 22 |
| 2014 | Who holds the purse strings within the household? The determinants of intra-family decision making In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 7 |
| 1994 | Futures market and spot price volatility: A model for a storable commodity In: European Journal of Political Economy. [Full Text][Citation analysis] | article | 1 |
| 2007 | Money, Finance and Demography: The Consequences of Ageing In: SUERF Colloquium Volumes. [Full Text][Citation analysis] | book | 3 |
| 2001 | A MODEL FOR PRICING AN OPTION WITH A FUZZY PAYOFF In: Fuzzy Economic Review. [Citation analysis] | article | 4 |
| 2010 | Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework In: Annals of Finance. [Full Text][Citation analysis] | article | 6 |
| 2008 | Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework.(2008) In: OFRC Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2010 | Demographics and asset returns: does the dynamics of population ageing matter? In: Annals of Finance. [Full Text][Citation analysis] | article | 1 |
| 2013 | Modelling Credit Risk for Innovative SMEs: the Role of Innovation Measures In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 3 |
| 2016 | Individual heterogeneity and pension choices: How to communicate an effective message? In: Center for the Analysis of Public Policies (CAPP). [Full Text][Citation analysis] | paper | 0 |
| 2017 | Individual 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). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Individual heterogeneity and pension choices: How to communicate an effective message? In: Department of Economics. [Full Text][Citation analysis] | paper | 0 |
| 2003 | The Put-Call Parity in the Index Options Markets: Further results for the Italian Mib30 Options market In: Department of Economics. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Call and put implied volatilities and the derivation of option implied trees In: Department of Economics. [Full Text][Citation analysis] | paper | 1 |
| 2004 | A forward-looking model for time-varying capital requirements and the New Basel Capital Accord In: Department of Economics. [Full Text][Citation analysis] | paper | 0 |
| 2004 | The internal efficiency of Index Option Markets:Tests on the Italian Market In: Department of Economics. [Full Text][Citation analysis] | paper | 0 |
| 2005 | The no arbitrage condition in option implied trees: evidence from the Italian index options market In: Department of Economics. [Full Text][Citation analysis] | paper | 0 |
| 2005 | The 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. [Full Text][Citation analysis] | paper | 0 |
| 2007 | The Effect of Population Ageing on Household Portfolio Choices in Italy In: Department of Economics. [Full Text][Citation analysis] | paper | 0 |
| 2007 | The Effect of Population Ageing on Household Portfolio Choices in Italy.(2007) In: Heterogeneity and monetary policy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2005 | Forward-looking estimation of default probabilities with Italian data In: Heterogeneity and monetary policy. [Full Text][Citation analysis] | paper | 5 |
| 2007 | The role of demographic variables in explaining financial returns in Italy In: Heterogeneity and monetary policy. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Model 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). [Full Text][Citation analysis] | paper | 0 |
| 2008 | Indebtedness, macroeconomic conditions and banks’ loan losses: evidence from Italy In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). [Full Text][Citation analysis] | paper | 4 |
| 2009 | MODELS 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). [Full Text][Citation analysis] | paper | 2 |
| 2010 | A parsimonious default prediction model for Italian SMEs In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). [Full Text][Citation analysis] | paper | 7 |
| 2011 | Modelling 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). [Full Text][Citation analysis] | paper | 6 |
| 2012 | Is 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). [Full Text][Citation analysis] | paper | 11 |
| 2012 | Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households.(2012) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2013 | A 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). [Full Text][Citation analysis] | paper | 7 |
| 2015 | A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2013 | Efficiency 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). [Full Text][Citation analysis] | paper | 2 |
| 2013 | Efficiency and unbiasedness of corn futures markets: new evidence across the financial crisis.(2013) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2014 | The 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). [Full Text][Citation analysis] | paper | 0 |
| 2015 | Second homes: households life dream or (wrong) investment? In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). [Full Text][Citation analysis] | paper | 1 |
| 2012 | Second Homes: Households Life Dream or (Wrong) Investment?.(2012) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Systemic 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). [Full Text][Citation analysis] | paper | 0 |
| 2008 | Portfolio Choices, Gender and Marital Status In: Rivista di Politica Economica. [Full Text][Citation analysis] | article | 1 |
| 2005 | The internal efficiency of Index Option Markets In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Optimal banks behaviour and procyclicality In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
| 2006 | Economic activity and Recession Probabilities: spread predictive power in Italy In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
| 2001 | The rational expectation dynamics of a model for the term structure and monetary policy In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2007 | The internal and cross market efficiency in index option markets: an investigation of the Italian market In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
| 2003 | Estimation and arbitrage opportunities for exchange rate baskets In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2001 | Estimation and arbitrage opportunities for exchange rate baskets.(2001) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | Economic activity and recession probabilities: information content and predictive power of the term spread in Italy In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2010 | Population age structure and household portfolio choices in Italy In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2002 | The information in the term structure of German interest rates In: The European Journal of Finance. [Full Text][Citation analysis] | article | 3 |
| 1998 | Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: Some Comparative Evidence. In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] | paper | 1 |
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