Costanza Torricelli
Personal Details
First Name: | Costanza |
Middle Name: | |
Last Name: | Torricelli |
Suffix: | |
RePEc Short-ID: | pto78 |
[This author has chosen not to make the email address public] | |
http://personale.unimore.it/Rubrica/dettaglio/torricel | |
Terminal Degree: | 1989 Dipartimento di Scienze Economiche; Alma Mater Studiorum - Università di Bologna (from RePEc Genealogy) |
Affiliation
(10%) Centre for Research on Pensions and Welfare Policies (CeRP)
Collegio Carlo Alberto
Università degli Studi di Torino
Torino, Italyhttp://www.cerp.carloalberto.org/
RePEc:edi:cetorit (more details at EDIRC)
(90%) Centro Studi di Banca e Finanza (CEFIN)
Dipartimento di Economia "Marco Biagi"
Università degli Studi di Modena e Reggio Emilia
Modena, Italyhttp://www.cefin.unimore.it/
RePEc:edi:cbmodit (more details at EDIRC)
Research output
Jump to: Working papers Articles BooksWorking papers
- Costanza Torricelli & Beatrice Bertelli, 2022. "ESG compliant optimal portfolios: The impact of ESG constraints on portfolio optimization in a sample of European stocks," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0088, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Costanza Torricelli & Beatrice Bertelli, 2022. "ESG screening strategies and portfolio performance: how do they fare in periods of financial distress?," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0087, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Costanza Torricelli & Fabio Ferrari, 2022. "Climate Stress Test: bad (or good) news for the market? An Event Study Analysis on Euro Zone Banks," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0086, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Costanza Torricelli & Eleonora Pellati, 2022. "Social Bonds and the “Social Premiumâ€," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0085, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Beatrice Bertelli & Gianna Boero & Costanza Torricelli, 2021. "The market price of greenness A factor pricing approach for Green Bonds," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0083, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2020.
"Financial fragility across Europe and the US: The role of portfolio choices, household features and economic-institutional setup,"
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
0081, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2020. "Financial Fragility across Europe and the US: The Role of Portfolio Choices, Household Features and Economic-institutional Setup," CEIS Research Paper 487, Tor Vergata University, CEIS, revised 28 May 2020.
- Chiara Pederzoli & Costanza Torricelli, 2019. "The impact of the Fundamental Review of the Trading Book: A preliminary assessment on a stylized portfolio," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0075, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Mariacristina Rossi & Dario Sansone & Arthur van Soest & Costanza Torricelli, 2018.
"“Household Preferences for Socially Responsible Investments","
CeRP Working Papers
177, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Rossi, Mariacristina & Sansone, Dario & van Soest, Arthur & Torricelli, Costanza, 2019. "Household preferences for socially responsible investments," Journal of Banking & Finance, Elsevier, vol. 105(C), pages 107-120.
- Maria Cristina Rossi & Dario Sansone & Costanza Torricelli & Arthur van Soest, 2018. "Household Preferences for Socially Responsible Investments," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0066, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Giovanni Gallo & Costanza Torricelli & Arthur van Soest, 2017.
"Individual Heterogeneity and Pension Choices: How to Communicate an Effective Message? ,"
CeRP Working Papers
172, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Giovanni Gallo & Costanza Torricelli & Arthur van Soest, 2017. "Individual Heterogeneity and Pension Choices: How to Communicate an Effective Message?," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0062, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Giovanni Gallo & Costanza Torricelli & Arthur van Soest, 2016. "Individual heterogeneity and pension choices: How to communicate an effective message?," Center for the Analysis of Public Policies (CAPP) 0136, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Massimo Baldini & Giovanni Gallo & Costanza Torricelli, 2017. "Past Income Scarcity and Current Perception of Financial Fragility," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0064, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Giovanni Gallo & Costanza Torricelli & Arthur van Soest, 2016. "Individual heterogeneity and pension choices: How to communicate an effective message?," Department of Economics 0080, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- Chiara Pederzoli & Costanza Torricelli, 2015.
"Systemic risk measures and macroprudential stress tests. An assessment over the 2014 EBA exercise,"
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
0054, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Chiara Pederzoli & Costanza Torricelli, 2017. "Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise," Annals of Finance, Springer, vol. 13(3), pages 237-251, August.
- Marianna Brunetti & Costanza Torricelli, 2015.
"Second homes: households' life dream or (wrong) investment?,"
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
0052, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Marianna Brunetti & Costanza Torricelli, 2012. "Second Homes: Households' Life Dream or (Wrong) Investment?," CEIS Research Paper 351, Tor Vergata University, CEIS, revised 04 Aug 2012.
- Marco Santantonio & Costanza Torricelli & Maria Cesira Urzì Brancati, 2014.
"Does homeownership partly explain low participation in supplementary pension schemes?,"
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
0048, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Costanza Torricelli & Maria Cesira Urzì Brancati & Marco Santantonio, 2016. "Does Homeownership Partly Explain Low Participation in Supplementary Pension Schemes?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 45(2), pages 179-203, July.
- Costanza Torricelli & Maria Cesira Urzì Brancati & Luca Mirtoleni, 2014. "The impact of skill and management structure on Serie A Clubs’ performance," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0046, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Massimo Baldini & Costanza Torricelli & Maria Cesira Urzì Brancati, 2014.
"Family ties: occupational responses to cope with a household income shock,"
CeRP Working Papers
141, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Massimo Baldini & Costanza Torricelli & Maria Cesira Urzì Brancati, 2014. "Family ties: occupational responses to cope with a household income shock," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0045, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Massimo Baldini & Costanza Torricelli & Maria Cesira Urzì Brancati, 2014. "Family ties: occupational responses to cope with a household income shock," Center for the Analysis of Public Policies (CAPP) 0115, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Chiara Pederzoli & Costanza Torricelli, 2013. "Efficiency and unbiasedness of corn futures markets: New evidence across the financial crisis," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0040, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Henriette Prast & Mariacristina Rossi & Costanza Torricelli & Cristina Druta, 2013.
"Do women prefer pink? The effect of a gender stereotypical stock portfolio on investing decisions,"
Carlo Alberto Notebooks
338, Collegio Carlo Alberto.
- Henriëtte Prast & Mariacristina Rossi & Costanza Torricelli & Dario Sansone, 2015. "Do Women Prefer Pink? The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions," Politica economica, Società editrice il Mulino, issue 3, pages 377-420.
- Prast, H.M. & Rossi, M. & Torricelli, C. & Druta, C., 2014. "Do Women Prefer Pink? : The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions," Other publications TiSEM f4256476-6503-4459-ba12-6, Tilburg University, School of Economics and Management.
- Gianfranco Gianfelice & Giuseppe Marotta & Costanza Torricelli, 2013.
"A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises,"
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
0038, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Gianfranco Gianfelice & Giuseppe Marotta & Costanza Torricelli, 2015. "A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises," Applied Economics, Taylor & Francis Journals, vol. 47(2), pages 129-147, January.
- Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2012.
"Is financial fragility a matter of illiquidity? An appraisal for Italian households,"
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
0032, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2016. "Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(4), pages 628-649, December.
- Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2012. "Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households," CEIS Research Paper 242, Tor Vergata University, CEIS, revised 18 Jul 2012.
- G. Bertocchi & M. Brunetti & C. Torricelli, 2012.
"Is it money or brains? The determinants of intra-family decision power,"
CHILD Working Papers Series
2, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA.
- Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2012. "Is it money or brains? The determinants of intra-family decision power," CEIS Research Paper 238, Tor Vergata University, CEIS, revised 15 Jun 2012.
- Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2012. "Is it money or brains? The determinants of intra-family decision power," Center for Economic Research (RECent) 083, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza, 2012. "Is It Money or Brains? The Determinants of Intra-Family Decision Power," IZA Discussion Papers 6648, Institute of Labor Economics (IZA).
- Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2012. "Is it money or brains? The determinants of intra-family decision power," Department of Economics 0686, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2012. "Is it money or brains? The determinants of intra-family decision power," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0033, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Torricelli, Costanza & Bertocchi, Graziella & Brunetti, Marianna, 2012. "Is it money or brains? The determinants of intra-family decision power," CEPR Discussion Papers 9017, C.E.P.R. Discussion Papers.
- Chiara Pederzoli & Grid Thoma & Costanza Torricelli, 2011. "Modelling credit risk for innovative firms: the role of innovation measures," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0025, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Chiara Pederzoli & Costanza Torricelli, 2010. "A parsimonious default prediction model for Italian SMEs," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0022, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Costanza Torricelli, 2009. "Models For Household Portfolios And Life-Cycle Allocations In The Presence Of Labour Income And Longevity Risk," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0017, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Torricelli, Costanza & Bertocchi, Graziella & Brunetti, Marianna, 2009.
"Marriage and Other Risky Assets: A Portfolio Approach,"
CEPR Discussion Papers
7162, C.E.P.R. Discussion Papers.
- Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza, 2011. "Marriage and other risky assets: A portfolio approach," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2902-2915, November.
- Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2009. "Marriage and Other Risky Assets: A Portfolio Approach," Center for Economic Research (RECent) 030, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza, 2009. "Marriage and Other Risky Assets: A Portfolio Approach," IZA Discussion Papers 3975, Institute of Labor Economics (IZA).
- Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2009. "Marriage and Other Risky Assets: A Portfolio Approach," CHILD Working Papers wp03_09, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
- Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2008. "Marriage and Other Risky Assets: A Portfolio Approach," Department of Economics 0606, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- Simona Castellani & Chiara Pederzoli & Costanza Torricelli, 2008. "Indebtedness, macroeconomic conditions and banks’ loan losses: evidence from Italy," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0009, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Chiara Pederzoli & Costanza Torricelli & Dimitrios P. Tsomocos, 2008.
"Rating systems, procyclicalilty and Basel II: an evaluation in a general equilibrium framework,"
Economics Series Working Papers
2008fe27, University of Oxford, Department of Economics.
- Chiara Pederzoli & Costanza Torricelli & Dimitrios Tsomocos, 2010. "Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework," Annals of Finance, Springer, vol. 6(1), pages 33-49, January.
- Chiara Pederzoli & Costanza Torricelli & Dimitrios P. Tsomocos, 2008. "Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework," OFRC Working Papers Series 2008fe27, Oxford Financial Research Centre.
- Michele Bonollo & Davide Morandi & Chiara Pederzoli & Costanza Torricelli, 2007. "Model risk and techniques for controlling market parameters. The experience in Banco Popolare," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0005, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Marianna Brunetti & Costanza Torricelli, 2007. "The role of demographic variables in explaining financial returns in Italy," Heterogeneity and monetary policy 0701, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
- Marianna Brunetti & Costanza Torricelli, 2007.
"The Effect of Population Ageing on Household Portfolio Choices in Italy,"
Department of Economics
0545, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- Marianna Brunetti & Costanza Torricelli, 2007. "The Effect of Population Ageing on Household Portfolio Choices in Italy," Heterogeneity and monetary policy 0702, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
- Chiara Pederzoli & Costanza Torricelli, 2006. "Optimal banks behaviour and procyclicality," Computing in Economics and Finance 2006 349, Society for Computational Economics.
- Costanza Torricelli & Marianna Brunetti, 2006. "Economic activity and Recession Probabilities: spread predictive power in Italy," Computing in Economics and Finance 2006 350, Society for Computational Economics.
- Brunetti M. & Torricelli C., 2005. "The internal efficiency of Index Option Markets," Computing in Economics and Finance 2005 158, Society for Computational Economics.
- V. Moriggia & S. Muzzioli & C. Torricelli, 2005. "The no arbitrage condition in option implied trees: evidence from the Italian index options market," Department of Economics 0491, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- Giuseppe Marotta & Chiara Pederzoli & Costanza Torricelli, 2005. "Forward-looking estimation of default probabilities with Italian data," Heterogeneity and monetary policy 0504, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
- Costanza Torricelli & Marianna Brunetti, 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, ," Department of Economics 0518, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- Costanza Torricelli & Chiara Pederzoli, 2004. "A forward-looking model for time-varying capital requirements and the New Basel Capital Accord," Department of Economics 0453, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- Costanza Torricelli & Marianna Brunetti, 2004. "The internal efficiency of Index Option Markets:Tests on the Italian Market," Department of Economics 0472, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- Costanza Torricelli & Marianna Brunetti, 2003. "The Put-Call Parity in the Index Options Markets: Further results for the Italian Mib30 Options market," Department of Economics 0436, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- V. Moriggia & S. Muzzioli & C. Torricelli, 2003.
"Call and put implied volatilities and the derivation of option implied trees,"
Department of Economics
0448, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- V. Moriggia, S. Muzzioli, C. Torricelli, 2007. "Call an Put Implied Volatilities and the Derivation of Option Implied Trees," Frontiers in Finance and Economics, SKEMA Business School, vol. 4(1), pages 35-64, June.
- Mercurio, Danilo & Torricelli, Costanza, 2001.
"Estimation and arbitrage opportunities for exchange rate baskets,"
SFB 373 Discussion Papers
2001,37, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Danilo Mercurio & Costanza Torricelli, 2003. "Estimation and arbitrage opportunities for exchange rate baskets," Applied Economics, Taylor & Francis Journals, vol. 35(15), pages 1689-1698.
- G. Boero & C. Torricelli, 1999. "The Information in the Term of Structure: further Results for Germany," Working Paper CRENoS 199912, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Boero, Gianna & Torricelli, Costanza, 1998.
"Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: some comparative evidence,"
Economic Research Papers
268794, University of Warwick - Department of Economics.
- Boero, G. & Torricelli, C., 1998. "Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: Some Comparative Evidence," The Warwick Economics Research Paper Series (TWERPS) 512, University of Warwick, Department of Economics.
- G. Boero & C. Torricelli, 1997. "The expectations hypothesis of the term structure: Evidence for Germany," Working Paper CRENoS 199704, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
Articles
- Costanza Torricelli & Eleonora Pellati, 2023. "Social bonds and the “social premium”," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(3), pages 600-619, September.
- Chiara Pederzoli & Costanza Torricelli, 2021. "An assessment of the Fundamental Review of the Trading Book: the capital requirement impact on a stylised financial portfolio," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 12(4), pages 389-403.
- Massimo Baldini & Giovanni Gallo & Costanza Torricelli, 2020. "The scars of scarcity in the short run: an empirical investigation across Europe," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 37(3), pages 1033-1069, October.
- Stefania Basiglio & Mariacristina Rossi & Riccardo Salomone & Costanza Torricelli, 2020. "Saving with a Social Impact: Evidence from Trento Province," Sustainability, MDPI, vol. 12(20), pages 1-15, October.
- Costanza Torricelli, 2020. "Collected Works of Marida Bertocchi," Quantitative Finance, Taylor & Francis Journals, vol. 20(5), pages 721-722, May.
- Rossi, Mariacristina & Sansone, Dario & van Soest, Arthur & Torricelli, Costanza, 2019.
"Household preferences for socially responsible investments,"
Journal of Banking & Finance, Elsevier, vol. 105(C), pages 107-120.
- Mariacristina Rossi & Dario Sansone & Arthur van Soest & Costanza Torricelli, 2018. "“Household Preferences for Socially Responsible Investments"," CeRP Working Papers 177, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Maria Cristina Rossi & Dario Sansone & Costanza Torricelli & Arthur van Soest, 2018. "Household Preferences for Socially Responsible Investments," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0066, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Gallo, Giovanni & Torricelli, Costanza & van Soest, Arthur, 2018. "Individual heterogeneity and pension choices: Evidence from Italy," Journal of Economic Behavior & Organization, Elsevier, vol. 148(C), pages 260-281.
- Massimo Baldini & Costanza Torricelli & Maria Cesira Urzì Brancati, 2018. "Family ties: Labor supply responses to cope with a household employment shock," Review of Economics of the Household, Springer, vol. 16(3), pages 809-832, September.
- Chiara Pederzoli & Costanza Torricelli, 2017.
"Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise,"
Annals of Finance, Springer, vol. 13(3), pages 237-251, August.
- Chiara Pederzoli & Costanza Torricelli, 2015. "Systemic risk measures and macroprudential stress tests. An assessment over the 2014 EBA exercise," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0054, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Marianna Brunetti & Costanza Torricelli, 2017. "Second homes in Italy: every household’s dream or (un)profitable investments?," Housing Studies, Taylor & Francis Journals, vol. 32(2), pages 168-185, February.
- Costanza Torricelli & Maria Cesira Urzì Brancati & Marco Santantonio, 2016.
"Does Homeownership Partly Explain Low Participation in Supplementary Pension Schemes?,"
Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 45(2), pages 179-203, July.
- Marco Santantonio & Costanza Torricelli & Maria Cesira Urzì Brancati, 2014. "Does homeownership partly explain low participation in supplementary pension schemes?," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0048, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2016.
"Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households,"
Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(4), pages 628-649, December.
- Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2012. "Is financial fragility a matter of illiquidity? An appraisal for Italian households," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0032, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2012. "Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households," CEIS Research Paper 242, Tor Vergata University, CEIS, revised 18 Jul 2012.
- Henriëtte Prast & Mariacristina Rossi & Costanza Torricelli & Dario Sansone, 2015.
"Do Women Prefer Pink? The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions,"
Politica economica, Società editrice il Mulino, issue 3, pages 377-420.
- Henriette Prast & Mariacristina Rossi & Costanza Torricelli & Cristina Druta, 2013. "Do women prefer pink? The effect of a gender stereotypical stock portfolio on investing decisions," Carlo Alberto Notebooks 338, Collegio Carlo Alberto.
- Prast, H.M. & Rossi, M. & Torricelli, C. & Druta, C., 2014. "Do Women Prefer Pink? : The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions," Other publications TiSEM f4256476-6503-4459-ba12-6, Tilburg University, School of Economics and Management.
- Gianfranco Gianfelice & Giuseppe Marotta & Costanza Torricelli, 2015.
"A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises,"
Applied Economics, Taylor & Francis Journals, vol. 47(2), pages 129-147, January.
- Gianfranco Gianfelice & Giuseppe Marotta & Costanza Torricelli, 2013. "A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0038, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza, 2014. "Who holds the purse strings within the household? The determinants of intra-family decision making," Journal of Economic Behavior & Organization, Elsevier, vol. 101(C), pages 65-86.
- Chiara Pederzoli & Grid Thoma & Costanza Torricelli, 2013. "Modelling Credit Risk for Innovative SMEs: the Role of Innovation Measures," Journal of Financial Services Research, Springer;Western Finance Association, vol. 44(1), pages 111-129, August.
- Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza, 2011.
"Marriage and other risky assets: A portfolio approach,"
Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2902-2915, November.
- Torricelli, Costanza & Bertocchi, Graziella & Brunetti, Marianna, 2009. "Marriage and Other Risky Assets: A Portfolio Approach," CEPR Discussion Papers 7162, C.E.P.R. Discussion Papers.
- Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2009. "Marriage and Other Risky Assets: A Portfolio Approach," Center for Economic Research (RECent) 030, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza, 2009. "Marriage and Other Risky Assets: A Portfolio Approach," IZA Discussion Papers 3975, Institute of Labor Economics (IZA).
- Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2009. "Marriage and Other Risky Assets: A Portfolio Approach," CHILD Working Papers wp03_09, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
- Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2008. "Marriage and Other Risky Assets: A Portfolio Approach," Department of Economics 0606, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- Marianna Brunetti & Costanza Torricelli, 2010. "Demographics and asset returns: does the dynamics of population ageing matter?," Annals of Finance, Springer, vol. 6(2), pages 193-219, March.
- Chiara Pederzoli & Costanza Torricelli & Dimitrios Tsomocos, 2010.
"Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework,"
Annals of Finance, Springer, vol. 6(1), pages 33-49, January.
- Chiara Pederzoli & Costanza Torricelli & Dimitrios P. Tsomocos, 2008. "Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework," OFRC Working Papers Series 2008fe27, Oxford Financial Research Centre.
- Chiara Pederzoli & Costanza Torricelli & Dimitrios P. Tsomocos, 2008. "Rating systems, procyclicalilty and Basel II: an evaluation in a general equilibrium framework," Economics Series Working Papers 2008fe27, University of Oxford, Department of Economics.
- Chiara Pederzoli & Costanza Torricelli & Simona Castellani, 2010. "The Interaction of Financial Fragility and the Business Cycle in Determining Banks’ Loan Losses: An Investigation of the Italian Case," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 39(3), pages 129-146, November.
- Marianna Brunetti & Costanza Torricelli, 2010. "Population age structure and household portfolio choices in Italy," The European Journal of Finance, Taylor & Francis Journals, vol. 16(6), pages 481-502.
- Moriggia, V. & Muzzioli, S. & Torricelli, C., 2009. "On the no-arbitrage condition in option implied trees," European Journal of Operational Research, Elsevier, vol. 193(1), pages 212-221, February.
- Marianna Brunetti & Costanza Torricelli, 2009. "Economic activity and recession probabilities: information content and predictive power of the term spread in Italy," Applied Economics, Taylor & Francis Journals, vol. 41(18), pages 2309-2322.
- Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2008. "Portfolio Choices, Gender and Marital Status," Rivista di Politica Economica, SIPI Spa, vol. 98(5), pages 119-154, September.
- V. Moriggia, S. Muzzioli, C. Torricelli, 2007.
"Call an Put Implied Volatilities and the Derivation of Option Implied Trees,"
Frontiers in Finance and Economics, SKEMA Business School, vol. 4(1), pages 35-64, June.
- V. Moriggia & S. Muzzioli & C. Torricelli, 2003. "Call and put implied volatilities and the derivation of option implied trees," Department of Economics 0448, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- Pederzoli, Chiara & Torricelli, Costanza, 2005. "Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities," Journal of Banking & Finance, Elsevier, vol. 29(12), pages 3121-3140, December.
- Muzzioli, S. & Torricelli, C., 2005. "The pricing of options on an interval binomial tree. An application to the DAX-index option market," European Journal of Operational Research, Elsevier, vol. 163(1), pages 192-200, May.
- Brunetti, Marianna & Torricelli, Costanza, 2005. "Put-call parity and cross-markets efficiency in the index options markets: evidence from the Italian market," International Review of Financial Analysis, Elsevier, vol. 14(5), pages 508-532.
- Muzzioli, Silvia & Torricelli, Costanza, 2004. "A multiperiod binomial model for pricing options in a vague world," Journal of Economic Dynamics and Control, Elsevier, vol. 28(5), pages 861-887, February.
- Danilo Mercurio & Costanza Torricelli, 2003.
"Estimation and arbitrage opportunities for exchange rate baskets,"
Applied Economics, Taylor & Francis Journals, vol. 35(15), pages 1689-1698.
- Mercurio, Danilo & Torricelli, Costanza, 2001. "Estimation and arbitrage opportunities for exchange rate baskets," SFB 373 Discussion Papers 2001,37, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Gianna Boero & Costanza Torricelli, 2002. "The information in the term structure of German interest rates," The European Journal of Finance, Taylor & Francis Journals, vol. 8(1), pages 21-45.
- Muzzioli, Silvia & Torricelli, Costanza, 2001. "A Model For Pricing An Option With A Fuzzy Payoff," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(1), pages 49-87, May.
- Luisa Malaguti & Costanza Torricelli, 2001. "The rational expectation dynamics of a model for the term structure and monetary policy," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 24(2), pages 137-152, November.
- Boero, G. & Torricelli, C., 1996. "A comparative evaluation of alternative models of the term structure of interest rates," European Journal of Operational Research, Elsevier, vol. 93(1), pages 205-223, August.
- Torricelli, Costanza, 1994.
"Futures market and spot price volatility: A model for a storable commodity,"
European Journal of Political Economy, Elsevier, vol. 10(2), pages 339-355, July.
RePEc:taf:apfiec:v:23:y:2013:i:24:p:1853-1863 is not listed on IDEAS
RePEc:taf:apfiec:v:17:y:2007:i:1:p:25-33 is not listed on IDEAS
Books
- Ignazio Visco & Barry Eichengreen & Gilles Mourre & Declan Costello & Giuseppe Carone & Nuria Diez Guardia & Bartosz Przywara & Aino Salomäki & Vincenzo Galasso & Mark Weth & Sebastian Schich & Etienn, 2007. "Money, Finance and Demography: The Consequences of Ageing," SUERF Colloquium Volumes, SUERF - The European Money and Finance Forum, number 1 edited by Morten Balling & Ernest Gnan & Frank Lierman, March.
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria:Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 27 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-DEM: Demographic Economics (7) 2012-06-25 2012-06-25 2012-07-01 2012-07-14 2012-10-27 2013-04-20 2022-07-18. Author is listed
- NEP-MAC: Macroeconomics (5) 2005-04-30 2009-02-22 2009-02-28 2009-02-28 2019-02-11. Author is listed
- NEP-ENV: Environmental Economics (4) 2021-06-28 2022-06-20 2022-07-18 2023-01-02
- NEP-AGE: Economics of Ageing (3) 2016-05-08 2018-02-12 2018-08-20
- NEP-EEC: European Economics (3) 2007-02-17 2022-06-20 2023-01-02
- NEP-EUR: Microeconomic European Issues (3) 2016-05-08 2020-06-08 2021-02-15
- NEP-FMK: Financial Markets (3) 2019-02-11 2021-06-28 2023-01-02
- NEP-LAB: Labour Economics (3) 2009-02-14 2009-02-22 2009-04-13
- NEP-BAN: Banking (2) 2008-07-20 2022-06-20
- NEP-ENE: Energy Economics (2) 2021-06-28 2022-06-20
- NEP-HME: Heterodox Microeconomics (2) 2012-07-01 2012-10-27
- NEP-PKE: Post Keynesian Economics (2) 2016-05-08 2018-08-20
- NEP-RMG: Risk Management (2) 2007-02-17 2008-07-20
- NEP-BEC: Business Economics (1) 2008-07-20
- NEP-DCM: Discrete Choice Models (1) 2014-07-13
- NEP-FIN: Finance (1) 2005-04-30
- NEP-FLE: Financial Literacy and Education (1) 2018-08-20
- NEP-PBE: Public Economics (1) 2012-07-01
- NEP-SOC: Social Norms and Social Capital (1) 2014-07-13
- NEP-URE: Urban and Real Estate Economics (1) 2012-07-23
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