Giovanni Guazzarotti
Personal Details
First Name: | Giovanni |
Middle Name: | |
Last Name: | Guazzarotti |
Suffix: | |
RePEc Short-ID: | pgu592 |
[This author has chosen not to make the email address public] | |
Affiliation
Banca d'Italia
Roma, Italyhttp://www.bancaditalia.it/
RePEc:edi:bdigvit (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Nicola Branzoli & Giovanni Guazzarotti, 2017. "Liquidity transformation and financial stability: evidence from the cash management of open-end Italian mutual funds," Temi di discussione (Economic working papers) 1113, Bank of Italy, Economic Research and International Relations Area.
- Cappelletti, Giuseppe & Guazzarotti, Giovanni, 2017. "The role of counterparty risk and asymmetric information in the interbank market," Working Paper Series 2022, European Central Bank.
- Tommasino, Pietro & Cappelletti, Giuseppe & Guazzarotti, Giovanni, 2016.
"The stock market effects of a securities transaction tax: quasi-experimental evidence from Italy,"
Working Paper Series
1949, European Central Bank.
- Cappelletti, Giuseppe & Guazzarotti, Giovanni & Tommasino, Pietro, 2017. "The stock market effects of a securities transaction tax: Quasi-experimental evidence from Italy," Journal of Financial Stability, Elsevier, vol. 31(C), pages 81-92.
- Matteo Accornero & Paolo Finaldi Russo & Giovanni Guazzarotti & Valentina Nigro, 2015. "First-time corporate bond issuers in Italy," Questioni di Economia e Finanza (Occasional Papers) 269, Bank of Italy, Economic Research and International Relations Area.
- Marco Cipriani & Sven Fischer & Antonio Guarino & Giovanni Guazzarotti & Federico Tagliati, 2015.
"Informational contagion in the laboratory,"
Staff Reports
715, Federal Reserve Bank of New York.
- Marco Cipriani & Antonio Guarino & Giovanni Guazzarotti & Federico Tagliati & Sven Fischer, 2018. "Informational Contagion in the Laboratory," Review of Finance, European Finance Association, vol. 22(3), pages 877-904.
- Marco Cipriani & Antonio Guarino & Giovanni Guazzarotti & Federico Tagliati & Sven Fischer, 2016. "Informational contagion in the laboratory," Temi di discussione (Economic working papers) 1063, Bank of Italy, Economic Research and International Relations Area.
- Nicola Branzoli & Giovanni Guazzarotti, 2015. "The market for corporate debt private placements," Questioni di Economia e Finanza (Occasional Papers) 262, Bank of Italy, Economic Research and International Relations Area.
- Giuseppe Grande & Giovanni Guazzarotti, 2014. "Financing long-term investment: ongoing initiatives and the main policy directions," Questioni di Economia e Finanza (Occasional Papers) 238, Bank of Italy, Economic Research and International Relations Area.
- Giuseppe Cappelletti & Giovanni Guazzarotti & Pietro Tommasino, 2013.
"Tax deferral and mutual fund inflows: evidence from a quasi-natural experiment,"
Temi di discussione (Economic working papers)
938, Bank of Italy, Economic Research and International Relations Area.
- Giuseppe Cappelletti & Giovanni Guazzarotti & Pietro Tommasino, 2019. "Tax Deferral and Mutual Fund Inflows: Evidence from a Quasi‐Natural Experiment," Fiscal Studies, John Wiley & Sons, vol. 40(2), pages 211-237, June.
- Tommasino, Pietro & Cappelletti, Giuseppe & Guazzarotti, Giovanni, 2014. "Tax deferral and mutual fund inflows - evidence from a quasi-natural experiment," Working Paper Series 1664, European Central Bank.
- Giuseppe Cappelletti & Antonio De Socio & Giovanni Guazzarotti & Enrico Mallucci, 2011. "The impact of the financial crisis on inter-bank funding: evidence from Italian balance sheet data," Questioni di Economia e Finanza (Occasional Papers) 95, Bank of Italy, Economic Research and International Relations Area.
- Giuseppe Cappelletti & Giovanni Guazzarotti & Pietro Tommasino, 2011. "What determines annuity demand at retirement?," Temi di discussione (Economic working papers) 805, Bank of Italy, Economic Research and International Relations Area.
- Giuseppe Cappelletti & Giovanni Guazzarotti, 2010. "Retirement savings in the Survey on Household Income and Wealth," Questioni di Economia e Finanza (Occasional Papers) 77, Bank of Italy, Economic Research and International Relations Area.
- Antonio Di Cesare & Giovanni Guazzarotti, 2010. "An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil," Temi di discussione (Economic working papers) 749, Bank of Italy, Economic Research and International Relations Area.
- Paolo Angelini & Giovanni Guazzarotti, 2010. "Information uncertainty and the reaction of stock prices to news," Temi di discussione (Economic working papers) 765, Bank of Italy, Economic Research and International Relations Area.
- Giuseppe Cappelletti & Giovanni Guazzarotti & Pietro Tommasino, 2010.
"The effect of age on portfolio choices: evidence form an Italian pension fund,"
Temi di discussione (Economic working papers)
768, Bank of Italy, Economic Research and International Relations Area.
- Cappelletti, Giuseppe & Guazzarotti, Giovanni & Tommasino, Pietro, 2014. "The effect of age on portfolio choices: evidence from an Italian pension fund," Journal of Pension Economics and Finance, Cambridge University Press, vol. 13(4), pages 389-419, October.
- Giovanni Guazzarotti & Pietro Tommasino, 2008. "The Annuity Market in an Evolving Pension System: Lessons from Italy," CeRP Working Papers 77, Center for Research on Pensions and Welfare Policies, Turin (Italy).
Articles
- Cappelletti, Giuseppe & Guazzarotti, Giovanni & Tommasino, Pietro, 2014.
"The effect of age on portfolio choices: evidence from an Italian pension fund,"
Journal of Pension Economics and Finance, Cambridge University Press, vol. 13(4), pages 389-419, October.
- Giuseppe Cappelletti & Giovanni Guazzarotti & Pietro Tommasino, 2010. "The effect of age on portfolio choices: evidence form an Italian pension fund," Temi di discussione (Economic working papers) 768, Bank of Italy, Economic Research and International Relations Area.
- Giuseppe Cappelletti & Giovanni Guazzarotti & Pietro Tommasino, 2013. "What Determines Annuity Demand at Retirement?," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 38(4), pages 777-802, October.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Nicola Branzoli & Giovanni Guazzarotti, 2017.
"Liquidity transformation and financial stability: evidence from the cash management of open-end Italian mutual funds,"
Temi di discussione (Economic working papers)
1113, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Cappiello, Lorenzo & Holm-Hadulla, Fédéric & Maddaloni, Angela & Mayordomo, Sergio & Unger, Robert & Arts, Laura & Meme, Nicolas & Asimakopoulos, Ioannis & Migiakis, Petros & Behrens, Caterina & Moura, 2021. "Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities," Occasional Paper Series 270, European Central Bank.
- Cappelletti, Giuseppe & Guazzarotti, Giovanni, 2017.
"The role of counterparty risk and asymmetric information in the interbank market,"
Working Paper Series
2022, European Central Bank.
Cited by:
- Massimiliano Affinito & Matteo Piazza, 2021.
"Always Look on the Bright Side? Central Counterparties and Interbank Markets during the Financial Crisis,"
International Journal of Central Banking, International Journal of Central Banking, vol. 17(1), pages 231-283, March.
- Massimiliano Affinito & Matteo Piazza, 2018. "Always look on the bright side? Central counterparties and interbank markets during the financial crisis," Temi di discussione (Economic working papers) 1181, Bank of Italy, Economic Research and International Relations Area.
- Giuseppe Cappelletti & Paolo Emilio Mistrulli, 2017.
"Multiple lending, credit lines, and financial contagion,"
Temi di discussione (Economic working papers)
1123, Bank of Italy, Economic Research and International Relations Area.
- Cappelletti, Giuseppe & Mistrulli, Paolo Emilio, 2017. "Multiple lending, credit lines and financial contagion," Working Paper Series 2089, European Central Bank.
- Massimiliano Affinito & Matteo Piazza, 2021.
"Always Look on the Bright Side? Central Counterparties and Interbank Markets during the Financial Crisis,"
International Journal of Central Banking, International Journal of Central Banking, vol. 17(1), pages 231-283, March.
- Tommasino, Pietro & Cappelletti, Giuseppe & Guazzarotti, Giovanni, 2016.
"The stock market effects of a securities transaction tax: quasi-experimental evidence from Italy,"
Working Paper Series
1949, European Central Bank.
- Cappelletti, Giuseppe & Guazzarotti, Giovanni & Tommasino, Pietro, 2017. "The stock market effects of a securities transaction tax: Quasi-experimental evidence from Italy," Journal of Financial Stability, Elsevier, vol. 31(C), pages 81-92.
Cited by:
- Taneli Mäkinen & Francesco Palazzo, 2017. "The double bind of asymmetric information in over-the-counter markets," Temi di discussione (Economic working papers) 1128, Bank of Italy, Economic Research and International Relations Area.
- Nicola Branzoli & Giovanna Messina & Elena Pisano & Giacomo Ricotti & Ernesto Zangari, 2018.
"The taxation of savings: the Italian system and international comparison,"
Questioni di Economia e Finanza (Occasional Papers)
464, Bank of Italy, Economic Research and International Relations Area.
- Nicola Branzoli & Elena Pisano & Ernesto Zangari & Giovanna Messina & Giacomo Ricotti, 2020. "The taxation of savings: The Italian system and international comparison," ECONOMIA PUBBLICA, FrancoAngeli Editore, vol. 2020(1), pages 7-54.
- Paulo Pereira Silva, 2023. "Securities transaction taxes and stock price informativeness: evidence for France and Italy," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(3), pages 325-345, September.
- Matteo Accornero & Paolo Finaldi Russo & Giovanni Guazzarotti & Valentina Nigro, 2015.
"First-time corporate bond issuers in Italy,"
Questioni di Economia e Finanza (Occasional Papers)
269, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Alessandra Iannamorelli & Stefano Nobili & Antonio Scalia & Luana Zaccaria, 2024.
"Asymmetric Information and Corporate Lending: Evidence from SME Bond Markets,"
Review of Finance, European Finance Association, vol. 28(1), pages 163-201.
- Alessandra Iannamorelli & Stefano Nobili & Antonio Scalia & Luana Zaccaria, 2020. "Asymmetric information in corporate lending: evidence from SME bond markets," Temi di discussione (Economic working papers) 1292, Bank of Italy, Economic Research and International Relations Area.
- Alessandra Iannamorelli & Stefano Nobili & Antonio Scalia & Luana Zaccaria, 2021. "Asymmetric Information and Corporate Lending: Evidence from SMEs Bond Markets," EIEF Working Papers Series 2105, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2021.
- Matteo Accornero & Paolo Finaldi Russo & Giovanni Guazzarotti & Valentina Nigro, 2018. "Missing Investors in the Italian Corporate Bond Market," Questioni di Economia e Finanza (Occasional Papers) 450, Bank of Italy, Economic Research and International Relations Area.
- Cappiello, Lorenzo & Holm-Hadulla, Fédéric & Maddaloni, Angela & Mayordomo, Sergio & Unger, Robert & Arts, Laura & Meme, Nicolas & Asimakopoulos, Ioannis & Migiakis, Petros & Behrens, Caterina & Moura, 2021. "Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities," Occasional Paper Series 270, European Central Bank.
- Claire Giordano & Marco Marinucci & Andrea Silvestrini, 2016. "Investment and investment financing in Italy: some evidence at the macro level," Questioni di Economia e Finanza (Occasional Papers) 307, Bank of Italy, Economic Research and International Relations Area.
- Alessandra Iannamorelli & Stefano Nobili & Antonio Scalia & Luana Zaccaria, 2024.
"Asymmetric Information and Corporate Lending: Evidence from SME Bond Markets,"
Review of Finance, European Finance Association, vol. 28(1), pages 163-201.
- Marco Cipriani & Sven Fischer & Antonio Guarino & Giovanni Guazzarotti & Federico Tagliati, 2015.
"Informational contagion in the laboratory,"
Staff Reports
715, Federal Reserve Bank of New York.
- Marco Cipriani & Antonio Guarino & Giovanni Guazzarotti & Federico Tagliati & Sven Fischer, 2018. "Informational Contagion in the Laboratory," Review of Finance, European Finance Association, vol. 22(3), pages 877-904.
- Marco Cipriani & Antonio Guarino & Giovanni Guazzarotti & Federico Tagliati & Sven Fischer, 2016. "Informational contagion in the laboratory," Temi di discussione (Economic working papers) 1063, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Nicolas Debarsy & Cyrille Dossougoin & Cem Ertur & Jean-Yves Gnabo, 2018.
"Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach,"
Post-Print
hal-01744629, HAL.
- Nicolas DEBARSY & CYRILLE DOSSOUGOIN & Cem ERTUR & Jean-Yves GNABO, 2016. "Measuring Sovereign Risk Spillovers and Assessing the Role of Transmission Channels: A Spatial Econometrics Approach," LEO Working Papers / DR LEO 2441, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- DEBARSY, Nicolas & DOSSOUGOIN, Cyrille & ERTUR, Cem & GNABO, Jean-Yves, 2016. "Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach," LIDAM Discussion Papers CORE 2016053, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Nicolas Debarsy & Cyrille Dossougoin & Cem Ertur & Jean-Yves Gnabo, 2018. "Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach," LIDAM Reprints CORE 2937, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Debarsy, Nicolas & Dossougoin, Cyrille & Ertur, Cem & Gnabo, Jean-Yves, 2018. "Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach," Journal of Economic Dynamics and Control, Elsevier, vol. 87(C), pages 21-45.
- Chen, Bin-xia & Sun, Yan-lin, 2022. "The impact of VIX on China’s financial market: A new perspective based on high-dimensional and time-varying methods," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
- Anna Bayona & Oana Peia, 2020.
"Financial Contagion and the Wealth Effect: An Experimental Study,"
Working Papers
202007, School of Economics, University College Dublin.
- Bayona, Anna & Peia, Oana, 2022. "Financial contagion and the wealth effect: An experimental study," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 1184-1202.
- Concetta Rondinelli & Roberta Zizza, 2020. "Spend today or spend tomorrow? The role of inflation expectations in consumer behaviour," Temi di discussione (Economic working papers) 1276, Bank of Italy, Economic Research and International Relations Area.
- König-Kersting, Christian & Trautmann, Stefan T. & Vlahu, Razvan, 2022.
"Bank instability: Interbank linkages and the role of disclosure,"
Journal of Banking & Finance, Elsevier, vol. 134(C).
- Christian König-Kersting & Stefan Trautmann & Razvan Vlahu, 2020. "Bank instability: Interbank linkages and the role of disclosure," Working Papers 665, DNB.
- Koenig-Kersting, Christian & Trautmann, Stefan T. & Vlahu, Razvan, 2022. "Bank instability : Interbank linkages and the role of disclosure," Other publications TiSEM b6430e64-50f3-4b4e-a5f3-f, Tilburg University, School of Economics and Management.
- König-Kersting, Christian & Trautmann, Stefan T. & Vlahu, Razvan, 2020. "Bank instability: Interbank linkages and the role of disclosure," Bank of Finland Research Discussion Papers 14/2020, Bank of Finland.
- Giuseppe Cappelletti & Giovanni Guazzarotti & Pietro Tommasino, 2013.
"Tax deferral and mutual fund inflows: evidence from a quasi-natural experiment,"
Temi di discussione (Economic working papers)
938, Bank of Italy, Economic Research and International Relations Area.
- Giuseppe Cappelletti & Giovanni Guazzarotti & Pietro Tommasino, 2019. "Tax Deferral and Mutual Fund Inflows: Evidence from a Quasi‐Natural Experiment," Fiscal Studies, John Wiley & Sons, vol. 40(2), pages 211-237, June.
- Tommasino, Pietro & Cappelletti, Giuseppe & Guazzarotti, Giovanni, 2014. "Tax deferral and mutual fund inflows - evidence from a quasi-natural experiment," Working Paper Series 1664, European Central Bank.
Cited by:
- Concetta Rondinelli & Roberta Zizza, 2020. "Spend today or spend tomorrow? The role of inflation expectations in consumer behaviour," Temi di discussione (Economic working papers) 1276, Bank of Italy, Economic Research and International Relations Area.
- Giuseppe Cappelletti & Antonio De Socio & Giovanni Guazzarotti & Enrico Mallucci, 2011.
"The impact of the financial crisis on inter-bank funding: evidence from Italian balance sheet data,"
Questioni di Economia e Finanza (Occasional Papers)
95, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Massimiliano Affinito & Alberto Franco Pozzolo, 2017.
"The interbank network across the global financial crisis: evidence from Italy,"
Temi di discussione (Economic working papers)
1118, Bank of Italy, Economic Research and International Relations Area.
- Affinito, Massimiliano & Franco Pozzolo, Alberto, 2017. "The interbank network across the global financial crisis: Evidence from Italy," Journal of Banking & Finance, Elsevier, vol. 80(C), pages 90-107.
- Massimiliano Affinito & Matteo Piazza, 2021.
"Always Look on the Bright Side? Central Counterparties and Interbank Markets during the Financial Crisis,"
International Journal of Central Banking, International Journal of Central Banking, vol. 17(1), pages 231-283, March.
- Massimiliano Affinito & Matteo Piazza, 2018. "Always look on the bright side? Central counterparties and interbank markets during the financial crisis," Temi di discussione (Economic working papers) 1181, Bank of Italy, Economic Research and International Relations Area.
- Silvia Del Prete & Stefano Federico, 2020. "Do links between banks matter for bilateral trade? Evidence from financial crises," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 156(4), pages 859-885, November.
- Affinito, Massimiliano, 2013.
"Central bank refinancing, interbank markets and the hypothesis of liquidity hoarding: evidence from a euro-area banking system,"
Working Paper Series
1607, European Central Bank.
- Massimiliano Affinito, 2013. "Central bank refinancing, interbank markets, and the hypothesis of liquidity hoarding: evidence from a euro-area banking system," Temi di discussione (Economic working papers) 928, Bank of Italy, Economic Research and International Relations Area.
- Giuseppe Cappelletti & Giovanni Guazzarotti & Pietro Tommasino, 2019.
"Tax Deferral and Mutual Fund Inflows: Evidence from a Quasi‐Natural Experiment,"
Fiscal Studies, John Wiley & Sons, vol. 40(2), pages 211-237, June.
- Tommasino, Pietro & Cappelletti, Giuseppe & Guazzarotti, Giovanni, 2014. "Tax deferral and mutual fund inflows - evidence from a quasi-natural experiment," Working Paper Series 1664, European Central Bank.
- Giuseppe Cappelletti & Giovanni Guazzarotti & Pietro Tommasino, 2013. "Tax deferral and mutual fund inflows: evidence from a quasi-natural experiment," Temi di discussione (Economic working papers) 938, Bank of Italy, Economic Research and International Relations Area.
- Cappelletti, Giuseppe & Mistrulli, Paolo Emilio, 2023. "The role of credit lines and multiple lending in financial contagion and systemic events," Journal of Financial Stability, Elsevier, vol. 67(C).
- De Bonis, Riccardo & Pozzolo, Alberto Franco & Stacchini, Massimiliano, 2012. "The Italian banking system: Facts and interpretations," Economics & Statistics Discussion Papers esdp12068, University of Molise, Department of Economics.
- Zappa, Paola & Vu, Duy Q., 2021. "Markets as networks evolving step by step: Relational Event Models for the interbank market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
- Sofia Saldanha, 2016. "The unsecured interbank money market: A description of the Portuguese case," Working Papers w201615, Banco de Portugal, Economics and Research Department.
- Luca Arciero & Ronald Heijmans & Richard Heuver & Marco Massarenti & Cristina Picillo & Francesco Vacirca, 2016. "How to Measure the Unsecured Money Market: The Eurosystem’s Implementation and Validation Using TARGET2 Data," International Journal of Central Banking, International Journal of Central Banking, vol. 12(1), pages 247-280, March.
- Luca Arciero & Ronald Heijmans & Richard Heuver & Marco Massarenti & Cristina Picillo & Francesco Vacirca, 2014. "How to measure the unsecured money market? The Eurosystem�s implementation and validation using TARGET2 data," Questioni di Economia e Finanza (Occasional Papers) 215, Bank of Italy, Economic Research and International Relations Area.
- Olivier Brossard & Susanna Saroyan, 2016. "Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market," Post-Print hal-01293693, HAL.
- Anastasios Demertzidis & Vahidin Jeleskovic, 2021. "Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID," JRFM, MDPI, vol. 14(5), pages 1-23, May.
- Silvia Del Prete & Stefano Federico, 2019. "Does trust among banks matter for bilateral trade? Evidence from shocks in the interbank market," Temi di discussione (Economic working papers) 1217, Bank of Italy, Economic Research and International Relations Area.
- Massimiliano Affinito & Alberto Franco Pozzolo, 2017.
"The interbank network across the global financial crisis: evidence from Italy,"
Temi di discussione (Economic working papers)
1118, Bank of Italy, Economic Research and International Relations Area.
- Giuseppe Cappelletti & Giovanni Guazzarotti & Pietro Tommasino, 2011.
"What determines annuity demand at retirement?,"
Temi di discussione (Economic working papers)
805, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Maria Alexandrova & Nadine Gatzert, 2019. "What Do We Know About Annuitization Decisions?," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 22(1), pages 57-100, March.
- Eling, Martin & Pradhan, Shailee & Schmit, Joan T., 2013.
"The Determinants of Microinsurance Demand,"
Working Papers on Finance
1308, University of St. Gallen, School of Finance.
- Martin Eling & Shailee Pradhan & Joan T Schmit, 2014. "The Determinants of Microinsurance Demand," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 39(2), pages 224-263, April.
- Alexis Direr & Rim Ennajar-Sayadi, 2019.
"How price-elastic is the demand for retirement saving?,"
Post-Print
halshs-02492600, HAL.
- Alexis Direr & Rim Ennajar-Sayadi, 2019. "How price-elastic is the demand for retirement saving?," PSE-Ecole d'économie de Paris (Postprint) halshs-02492600, HAL.
- Alexis Direr & Rim Ennajar-Sayadi, 2019. "How price-elastic is the demand for retirement saving?," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 44(1), pages 102-122, January.
- 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".
- 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".
- Jeffrey R. Brown & Arie Kapteyn & Erzo F.P. Luttmer & Olivia Mitchell, 2012. "Do Consumers Know How to Value Annuities? Complexity as a Barrier to Annuitization," Working Papers WR-924-SSA, RAND Corporation.
- Jeffrey R. Brown & Arie Kapteyn & Erzo F.P. Luttmer & Olivia S. Mitchell, 2013. "Cognitive Constraints on Valuing Annuities," NBER Working Papers 19168, National Bureau of Economic Research, Inc.
- Antonio Di Cesare & Giovanni Guazzarotti, 2010.
"An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil,"
Temi di discussione (Economic working papers)
749, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Shahzad, Syed Jawad Hussain & Nor, Safwan Mohd & Ferrer, Roman & Hammoudeh, Shawkat, 2017. "Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach," Economic Modelling, Elsevier, vol. 60(C), pages 211-230.
- Leppin, Julia S. & Reitz, Stefan, 2014.
"The Role of a Changing Market Environment for Credit Default Swap Pricing,"
FinMaP-Working Papers
7, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Leppin, Julian S. & Reitz, Stefan, 2014. "The role of a changing market environment for credit default swap pricing," Kiel Working Papers 1946, Kiel Institute for the World Economy (IfW Kiel).
- Leppin, Julian S. & Reitz, Stefan, 2014. "The role of a changing market: Environment for credit default swap pricing," HWWI Research Papers 153, Hamburg Institute of International Economics (HWWI).
- Julian S. Leppin & Stefan Reitz, 2016. "The Role of a Changing Market Environment for Credit Default Swap Pricing," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 21(3), pages 209-223, July.
- Syed Jawad Hussain Shahzad & Elie Bouri & Jose Arreola-Hernandez & David Roubaud & Stelios Bekiros, 2019.
"Spillover across Eurozone credit market sectors and determinants,"
Post-Print
hal-02353094, HAL.
- Syed Jawad Hussain Shahzad & Elie Bouri & Jose Arreola-Hernandez & David Roubaud & Stelios Bekiros, 2019. "Spillover across Eurozone credit market sectors and determinants," Applied Economics, Taylor & Francis Journals, vol. 51(59), pages 6333-6349, December.
- Kapar, B. & Olmo, J., 2011. "The determinants of credit default swap spreads in the presence of structural breaks and counterparty risk," Working Papers 11/02, Department of Economics, City University London.
- Olfa Maalaoui & Georges Dionne & Pascal François, 2009.
"Credit Spread Changes within Switching Regimes,"
Cahiers de recherche
0905, CIRPEE.
- Maalaoui Chun, Olfa & Dionne, Georges & François, Pascal, 2010. "Credit spread changes within switching regimes," Working Papers 09-1, HEC Montreal, Canada Research Chair in Risk Management.
- Maalaoui Chun, Olfa & Dionne, Georges & François, Pascal, 2014. "Credit spread changes within switching regimes," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 41-55.
- Di Addario, Sabrina & Vuri, Daniela, 2010.
"Entrepreneurship and Market Size: The Case of Young College Graduates in Italy,"
IZA Discussion Papers
5098, Institute of Labor Economics (IZA).
- Di Addario, Sabrina & Vuri, Daniela, 2010. "Entrepreneurship and market size. The case of young college graduates in Italy," Labour Economics, Elsevier, vol. 17(5), pages 848-858, October.
- Sabrina Di Addario & Daniela Vuri, 2010. "Entrepreneurship and Market Size. The Case of Young College Graduates in Italy," CEIS Research Paper 171, Tor Vergata University, CEIS, revised 08 Nov 2010.
- Sabrina Di Addario & Daniela Vuri, 2010. "Entrepreneurship and Market Size. The Case of Young College Graduates in Italy," CESifo Working Paper Series 3145, CESifo.
- Sabrina Di Addario & Daniela Vuri, 2009. "Entrepreneurship and Market Size. The Case of Young College Graduates in Italy," Development Working Papers 280, Centro Studi Luca d'Agliano, University of Milano.
- Sabrina Di Addario & Daniela Vuri, 2010. "Entrepreneurship and market size. The case of young college graduates in Italy," Temi di discussione (Economic working papers) 775, Bank of Italy, Economic Research and International Relations Area.
- Hertrich, Markus, 2015. "Does Credit Risk Impact Liquidity Risk? Evidence from Credit Default Swap Markets," MPRA Paper 67837, University Library of Munich, Germany.
- Jatin Malhotra & Angelo Corelli, 2018. "The Determinants of CDS Spreads in Multiple Industry Sectors: A Comparison between the US and Europe," Risks, MDPI, vol. 6(3), pages 1-16, August.
- Marc Peters & Hugues Pirotte, 2014. "Unveiling Sovereign Effects in European Banks CDS Spreads Variations," Working Papers CEB 14-018, ULB -- Universite Libre de Bruxelles.
- Danilo Drago & Concetta Carnevale & Raffaele Gallo, 2019. "Do corporate social responsibility ratings affect credit default swap spreads?," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 26(3), pages 644-652, May.
- Chen, Yi-hsuan & Härdle, Wolfgang Karl, 2012.
"Common factors in credit defaults swaps markets,"
SFB 649 Discussion Papers
2012-063, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Cathy Chen & Wolfgang Härdle, 2015. "Common factors in credit defaults swap markets," Computational Statistics, Springer, vol. 30(3), pages 845-863, September.
- Alessandro Carboni, 2011. "The sovereign credit default swap market: price discovery, volumes and links with banks' risk premia," Temi di discussione (Economic working papers) 821, Bank of Italy, Economic Research and International Relations Area.
- Chi-Feng Tzeng, 2014. "Credit Spreads And Bankruptcy Information From Options Data," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 9(02), pages 1-22.
- Eliana Angelini & Elisa Di Febo, 2014. "CDS Spreads: an Empirical Analysis on the Determinants," Journal of Empirical Economics, Research Academy of Social Sciences, vol. 2(2), pages 70-87.
- Marcia Millon Cornette & Hamid Mehran & Kevin Pan & Minh Phan & Chenyang Wei, 2014. "CDS and equity market reactions to stock issuances in the U.S. financial industry: evidence from the 2002-13 period," Staff Reports 697, Federal Reserve Bank of New York.
- Michele Anelli & Michele Patanè & Mario Toscano & Stefano Zedda, 2020. "The Role of Redenomination Risk in the Price Evolution of Italian Banks’ CDS Spreads," JRFM, MDPI, vol. 13(7), pages 1-17, July.
- Elisa Di Febo & Eliana Angelini, 2018. "The Relevance of Market Variables in the CDS Spread Volatility: An Empirical Post-crisis Analysis," Global Business Review, International Management Institute, vol. 19(6), pages 1462-1477, December.
- Samaniego-Medina, Reyes & Trujillo-Ponce, Antonio & Parrado-Martínez, Purificación & di Pietro, Filippo, 2016. "Determinants of bank CDS spreads in Europe," Journal of Economics and Business, Elsevier, vol. 86(C), pages 1-15.
- Xiaoqing Fu & Matthew C. Li & Philip Molyneux, 2021. "Credit default swap spreads: market conditions, firm performance, and the impact of the 2007–2009 financial crisis," Empirical Economics, Springer, vol. 60(5), pages 2203-2225, May.
- Paolo Angelini & Giovanni Guazzarotti, 2010.
"Information uncertainty and the reaction of stock prices to news,"
Temi di discussione (Economic working papers)
765, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Ron Bird & Daniel Choi & Danny Yeung, 2014.
"Market uncertainty, market sentiment, and the post-earnings announcement drift,"
Review of Quantitative Finance and Accounting, Springer, vol. 43(1), pages 45-73, July.
- Ron Bird & Daniel Choi & Danny Yeung, 2011. "Market Uncertainty and Sentiment, and the Post-Earnings Announcement Drift," Working Paper Series 15, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
- Beatriz Fernández & Teresa Garcia‐Merino & Rosa Mayoral & Valle Santos & Eleuterio Vallelado, 2011. "Herding, information uncertainty and investors' cognitive profile," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 3(1), pages 7-33, April.
- Ron Bird & Daniel Choi & Danny Yeung, 2014.
"Market uncertainty, market sentiment, and the post-earnings announcement drift,"
Review of Quantitative Finance and Accounting, Springer, vol. 43(1), pages 45-73, July.
- Giuseppe Cappelletti & Giovanni Guazzarotti & Pietro Tommasino, 2010.
"The effect of age on portfolio choices: evidence form an Italian pension fund,"
Temi di discussione (Economic working papers)
768, Bank of Italy, Economic Research and International Relations Area.
- Cappelletti, Giuseppe & Guazzarotti, Giovanni & Tommasino, Pietro, 2014. "The effect of age on portfolio choices: evidence from an Italian pension fund," Journal of Pension Economics and Finance, Cambridge University Press, vol. 13(4), pages 389-419, October.
Cited by:
- Mitchell, O.S. & Piggott, J., 2016. "Workplace-Linked Pensions for an Aging Demographic," Handbook of the Economics of Population Aging, in: Piggott, John & Woodland, Alan (ed.), Handbook of the Economics of Population Aging, edition 1, volume 1, chapter 0, pages 865-904, Elsevier.
- Giovanni Guazzarotti & Pietro Tommasino, 2008.
"The Annuity Market in an Evolving Pension System: Lessons from Italy,"
CeRP Working Papers
77, Center for Research on Pensions and Welfare Policies, Turin (Italy).
Cited by:
- Giuseppe Cappelletti & Giovanni Guazzarotti & Pietro Tommasino, 2011. "What determines annuity demand at retirement?," Temi di discussione (Economic working papers) 805, Bank of Italy, Economic Research and International Relations Area.
- A. Marano & C. Mazzaferro & M. Morciano, 2011.
"The strengths and failures of incentive mechanisms in notional defined contribution pension systems,"
Working Papers
wp799, Dipartimento Scienze Economiche, Universita' di Bologna.
- Angelo Marano & Carlo Mazzaferro & Marcello Morciano, 2012. "The strengths and failures of incentive mechanisms in notional defined contribution pension systems," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 71(1), pages 33-70, October.
- Nosi, Costanza & D’Agostino, Antonella & Maria Pagliuca, Margherita & Alberto Pratesi, Carlo, 2014. "Saving for old age: Longevity annuity buying intention of Italian young adults," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 51(C), pages 85-98.
- Renata Bottazzi & Tullio Jappelli & Mario Padula, 2009.
"The Portfolio Effect of Pension Reforms,"
Working Papers
2009_17, Department of Economics, University of Venice "Ca' Foscari".
- Jappelli, Tullio & Padula, Mario & Bottazzi, Renata, 2009. "The Portfolio Effect of Pension Reforms," CEPR Discussion Papers 7380, C.E.P.R. Discussion Papers.
- Renata Bottazzi & Tullio Jappelli & Mario Padula, 2009. "The Portfolio Effect of Pension Reforms," CSEF Working Papers 234, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Devis Geron, 2011. "Severance Pay or Pension Funds?," "Marco Fanno" Working Papers 0139, Dipartimento di Scienze Economiche "Marco Fanno".
- Giuseppe Grande & Ignazio Visco, 2010. "A public guarantee of a minimum return to defined contribution pension scheme members," Temi di discussione (Economic working papers) 762, Bank of Italy, Economic Research and International Relations Area.
- Devis Geron, 2009. "Social Security Incidence under Uncertainty Assessing Italian Reforms," CESifo Working Paper Series 2812, CESifo.
Articles
- Cappelletti, Giuseppe & Guazzarotti, Giovanni & Tommasino, Pietro, 2014.
"The effect of age on portfolio choices: evidence from an Italian pension fund,"
Journal of Pension Economics and Finance, Cambridge University Press, vol. 13(4), pages 389-419, October.
See citations under working paper version above.
- Giuseppe Cappelletti & Giovanni Guazzarotti & Pietro Tommasino, 2010. "The effect of age on portfolio choices: evidence form an Italian pension fund," Temi di discussione (Economic working papers) 768, Bank of Italy, Economic Research and International Relations Area.
- Giuseppe Cappelletti & Giovanni Guazzarotti & Pietro Tommasino, 2013.
"What Determines Annuity Demand at Retirement?,"
The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 38(4), pages 777-802, October.
Cited by:
- 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".
- M. Martin Boyer & Sébastien Box-Couillard & Pierre-Carl Michaud, 2018.
"Demand for Annuities: Price Sensitivity, Risk Perceptions, and Knowledge,"
CIRANO Working Papers
2018s-33, CIRANO.
- Boyer, M. Martin & Box-Couillard, Sébastien & Michaud, Pierre-Carl, 2020. "Demand for annuities: Price sensitivity, risk perceptions, and knowledge," Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 883-902.
- M. Martin Boyer & Sébastien Box-Couillard & Pierre-Carl Michaud, 2018. "Demand for Annuities: Price Sensitivity, Risk Perceptions, and Knowledge," Cahiers de recherche 1810, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques.
- Lambregts, Timo R. & Schut, Frederik T., 2020. "Displaced, disliked and misunderstood: A systematic review of the reasons for low uptake of long-term care insurance and life annuities," The Journal of the Economics of Ageing, Elsevier, vol. 17(C).
- Alexis DIRER & Rim ENNAJAR-SAYADI, 2016. "How Pride Elastic is the Demand For Retirement Saving," LEO Working Papers / DR LEO 2436, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- 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".
- Hurwitz, Abigail & Sade, Orly & Winter, Eyal, 2020. "Unintended consequences of minimum annuity laws: An experimental study," Journal of Economic Behavior & Organization, Elsevier, vol. 169(C), pages 208-222.
- 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.
- Hurwitz, Abigail & Sade, Orly, 2020. "An investigation of time preferences, life expectancy, and annuity versus lump sum choices: Can smoking harm long-term saving decisions?," Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 812-825.
- Bockweg, Christian & Ponds, Eduard & Steenbeek, O.W. & Vonken, Joyce, 2016.
"Framing and the Annuitization Decision : Experimental Evidence from a Dutch Pension Fund,"
Other publications TiSEM
92cb5865-3759-4017-abd2-5, Tilburg University, School of Economics and Management.
- Bockweg, Christian & Ponds, Eduard & Steenbeek, Onno & Vonken, Joyce, 2018. "Framing and the annuitization decision – Experimental evidence from a Dutch pension fund," Journal of Pension Economics and Finance, Cambridge University Press, vol. 17(3), pages 385-417, July.
- Bello, Piera, 2023. "Gender-based price discrimination in the annuity market: Evidence from Chile," European Economic Review, Elsevier, vol. 151(C).
- Cuadros-Meñaca, Andres, 2020. "Remittances, health insurance, and pension contributions: Evidence from Colombia," World Development, Elsevier, vol. 127(C).
- Alexis DIRER & Rim ENNAJAR-SAYADI, 2016. "How Price Elastic is the Demand For Retirement Saving?," LEO Working Papers / DR LEO 2437, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
More information
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 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-CFN: Corporate Finance (4) 2010-08-14 2010-08-14 2015-03-27 2015-05-02
- NEP-AGE: Economics of Ageing (3) 2010-08-14 2010-12-18 2011-05-24
- NEP-BAN: Banking (3) 2010-04-17 2011-08-09 2017-03-12
- NEP-EEC: European Economics (2) 2015-03-27 2017-03-12
- NEP-EUR: Microeconomic European Issues (2) 2011-05-24 2013-12-20
- NEP-EXP: Experimental Economics (2) 2015-03-13 2016-04-30
- NEP-FMK: Financial Markets (2) 2010-08-14 2016-10-02
- NEP-LAB: Labour Economics (2) 2010-12-18 2011-05-24
- NEP-MST: Market Microstructure (2) 2010-08-14 2016-10-02
- NEP-ACC: Accounting and Auditing (1) 2013-12-20
- NEP-FOR: Forecasting (1) 2010-08-14
- NEP-MIC: Microeconomics (1) 2011-05-24
- NEP-PBE: Public Economics (1) 2014-12-08
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