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Content
2023
- 0093 Climate risk and investment in equities in Europe: a Panel SVAR approach
by Andrea Cipollini & Fabio Parla - 0092 Energy price increases and mitigation policies: Redistributive effects on Italian households
by Andrea Bonfatti & Elena Giarda
2022
- 0091 Attitude towards financial planning of Italian households
by Marianna Brunetti & Rocco Ciciretti & Nadia Linciano & Monica Gentile & Paola Soccorso - 0090 Sensitivity of profitability in cointegration-based pairs trading
by Marianna Brunetti & Roberta de Luca - 0089 Pre-selection in cointegration-based pairs trading
by Marianna Brunetti & Roberta de Luca - 0088 ESG compliant optimal portfolios: The impact of ESG constraints on portfolio optimization in a sample of European stocks
by Costanza Torricelli & Beatrice Bertelli - 0087 ESG screening strategies and portfolio performance: how do they fare in periods of financial distress?
by Costanza Torricelli & Beatrice Bertelli - 0086 Climate Stress Test: bad (or good) news for the market? An Event Study Analysis on Euro Zone Banks
by Costanza Torricelli & Fabio Ferrari - 0085 Social Bonds and the “Social Premiumâ€
by Costanza Torricelli & Eleonora Pellati - 0084 Do ESG Investments Mitigate ESG Controversies? Evidence From International Data
by Paola Brighi & Antonio Carlo Francesco Della Bina & Valeria Venturelli
2021
- 0083 The market price of greenness A factor pricing approach for Green Bonds
by Beatrice Bertelli & Gianna Boero & Costanza Torricelli - 0082 Le offerte pubbliche di acquisto a venti anni dal Testo Unico della Finanza (Tender Offers in Italy Twenty Years After the Unified Finance Law)
by Maria Grazia Iocca & Riccardo Ferretti
2020
- 0081 Financial fragility across Europe and the US: The role of portfolio choices, household features and economic-institutional setup
by Marianna Brunetti & Elena Giarda & Costanza Torricelli
2019
- 0080 Birds of a feather flock together and get money from the crowd
by Valeria Venturelli & Giovanni Gallo & Alessia Pedrazzoli - 0079 The effect of the Fed zero-lower bound announcementon bank profitability and diversification
by Andrea Landi, Alex Sclip, Valeria Venturelli - 0078 Portfolio choice: Evidence from new-borns
by Francesca Arnaboldi, Francesca Gioia - 0077 Behind the success of dominated personal pension plans: sales force and financial literacy factors
by Giuseppe Marotta - 0076 Short-term household income mobility before and after the Great Recession: A four-country study
by Elizabeth Jane Casabianca & Elena Giarda - 0075 The impact of the Fundamental Review of the Trading Book: A preliminary assessment on a stylized portfolio
by Chiara Pederzoli & Costanza Torricelli - 0074 Security-voting structure and equity financing in the Banking Sector: ‘One Head-One Vote’ versus ‘One Share-One Vote’
by Riccardo Ferretti & Pierpaolo Pattitoni & Alex Castelli
2018
- 0073 The Financial Decisions of Immigrant and Native Households: Evidence from Italy
by Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva - 0072 Why choosing dominated personal pension plans: sales force and financial literacy effects
by Giuseppe Marotta - 0071 Spending Policies of Italian Banking Foundations
by Francesco Pattarin - 0070 The Forecasting Performance of Dynamic Factor Models with Vintage Data
by Luca Di Bonaventura & Mario Forni & Francesco Pattarin - 0069 Housing Market Shocks in Italy: a GVAR approach
by Andrea Cipollini & Fabio Parla - 0068 Customer Complaining and Probability of Default in Consumer Credit
by Stefano Cosma & Francesca Pancotto & Paola Vezzani - 0067 Is Equity Crowdfunding a Good Tool for Social Enterprises?
by Stefano Cosma & Alessandro G. Grasso & Francesco Pagliacci & Alessia Pedrazzoli - 0066 Household Preferences for Socially Responsible Investments
by Maria Cristina Rossi & Dario Sansone & Costanza Torricelli & Arthur van Soest - 0065 Market-Book Ratios of European Banks: What Does Explain the Structural Fall?
by Riccardo Ferretti & Giovanni Gallo & Andrea Landi & Valeria Venturelli
2017
- 17401 The risks of exit from the EMU and the EU (in Italian)
by Giuseppe Marotta - 0064 Past Income Scarcity and Current Perception of Financial Fragility
by Massimo Baldini & Giovanni Gallo & Costanza Torricelli - 0063 How Does Financial Market Evaluate Business Models? Evidence From European Banks
by Stefano Cosma & Riccardo Ferretti & Elisabetta Gualandri & Andrea Landi & Valeria Venturelli - 0062 Individual Heterogeneity and Pension Choices: How to Communicate an Effective Message?
by Giovanni Gallo & Costanza Torricelli & Arthur van Soest
2016
- 0061 The risk asymmetry index
by Elyas Elyasani & Luca Gambarelli & Silvia Muzzioli - 0060 Strumenti per il sostegno finanziario di famiglie e microimprese: il caso italiano (Policies to help financially vulnerable Italian households and micro-businesses)
by Simonetta Cotterli - 0059 A test of the Behavioral versus the Rational model of Persuasion in Financial Advertising
by Riccardo Ferretti & Francesca Pancotto & Enrico Rubaltelli
2015
- 0058 Financial connectedness among European volatility risk premia
by Andrea Cipollini & Iolanda Lo Cascio & Silvia Muzzioli - 0057 The effectiveness of insider trading regulations: The case of the Italian tender offers
by Riccardo Ferretti & Pierpaolo Pattitoni & Anna Salinas - 0056 Introducing Aggregate Return on Investment as a Solution to the Contradiction Between Some PME Metrics and IRR
by Dean Altshuler & Carlo Alberto Magni - 0055 ‘It’s a trap!’ The degree of poverty persistence in Italy and Europe
by Elena Giarda & Gloria Moroni - 0054 Systemic risk measures and macroprudential stress tests. An assessment over the 2014 EBA exercise
by Chiara Pederzoli & Costanza Torricelli - 0053 Emotional Intelligence and risk taking in investment decision-making
by Enrico Rubaltelli & Sergio Agnoli & Michela Rancan & Tiziana Pozzoli - 0052 Second homes: households' life dream or (wrong) investment?
by Marianna Brunetti & Costanza Torricelli - 0051 Pseudo-naïve approaches to investment performance measurement
by Carlo Alberto Magni
2014
- 0050 Monitoring Systemic Risk: A Survey Of The Available Macroprudential Toolkit
by Elisabetta Gualandri & Mario Noera - 0049 Towards A Macroprudential Policy In The Eu: Main Issues
by Elisabetta Gualandri & Mario Noera - 0048 Does homeownership partly explain low participation in supplementary pension schemes?
by Marco Santantonio & Costanza Torricelli & Maria Cesira Urzì Brancati - 0047 An average-based accounting approach to capital asset investments: The case of project finance
by Carlo Alberto Magni - 0046 The impact of skill and management structure on Serie A Clubs’ performance
by Costanza Torricelli & Maria Cesira Urzì Brancati & Luca Mirtoleni - 0045 Family ties: occupational responses to cope with a household income shock
by Massimo Baldini & Costanza Torricelli & Maria Cesira Urzì Brancati
2013
- 1302 The unavoidable persistence of forum shopping in the Insolvency Regulation
by Federico M. Mucciarelli - 0044 Volatility co-movements: a time scale decomposition analysis
by Andrea Cipollini & Iolanda Lo Cascio & Silvia Muzzioli - 0043 The Effect Of Revenue And Geographic Diversification On Bank Performance
by Paola Brighi & Valeria Venturelli - 0042 The sovereign debt crisis: the impact on the intermediation model of Italian banks
by Stefano Cosma & Elisabetta Gualandri - 0041 The financing of Italian firms and the credit crunch: findings and exit strategies
by Elisabetta Gualandri & Valeria Venturelli - 0040 Efficiency and unbiasedness of corn futures markets: New evidence across the financial crisis
by Chiara Pederzoli & Costanza Torricelli - 0039 La regolamentazione dello short selling: effetti sul mercato azionario italiano (Short selling ban: effects on the Italian stock market)
by Lisa Mattioli & Riccardo Ferretti - 0038 A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises
by Gianfranco Gianfelice & Giuseppe Marotta & Costanza Torricelli - 0037 Per un accesso sostenibile delle Pmi al credito (A sustainable access to credit for SMEs)
by Giuseppe Marotta - 0036 The unavoidable persistence of forum shopping in the Insolvency Regulation
by Ederico Maria Mucciarelli - 0035 Rating Triggers, Market Risk and the Need for More Regulation
by Federico Parmeggiani
2012
- 0034 Collateral Requirements of SMEs:The Evidence from Less–Developed Countries
by Elmas Yaldiz Hanedar & Eleonora Broccardo & Flavio Bazzana - 0033 Is it money or brains? The determinants of intra-family decision power
by Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli - 0032 Is financial fragility a matter of illiquidity? An appraisal for Italian households
by Marianna Brunetti & Elena Giarda & Costanza Torricelli - 0031 Attitudes, personality factors and household debt decisions: A study of consumer credit
by Stefano Cosma & Francesco Pattarin
2011
- 11061 Sostenibilità finanziaria e rischio politico degli schemi pensionistici a contribuzione definita: una prospettiva macroprudenziale (Financial sustainability and political risk in defined contriburiion pension schemes: a macroprudential perspective)
by Giuseppe Marotta - 0030 Corridor implied volatility and the variance risk premium in the Italian market
by Silvia Muzzioli - 0029 Internal Corporate Governance and the Financial Crisis: Lessons for Banks,Regulators and Supervisors
by Elisabetta Gualandri & Enzo Mangone & Aldo Stanziale - 0028 Are defined contribution pension schemes socially sustainable? A conceptual map from a macroprudential perspective
by Giuseppe Marotta - 0027 Basel 3, Pillar 2: the role of banks’ internal governance and control function
by Elisabetta Gualandri - 0026 Underpricing, wealth loss for pre-existing shareholders and the cost of going public: the role of private equity backing in Italian IPOs
by Riccardo Ferretti & Antonio Meles - 0025 Modelling credit risk for innovative firms: the role of innovation measures
by Chiara Pederzoli & Grid Thoma & Costanza Torricelli - 0024 Market Reaction to Second-Hand News: Attention Grabbing or Information Dissemination
by Enrico Maria Cervellati & Riccardo Ferretti & Pierpaolo Pattitoni
2010
- 10091 Towards a volatility index for the Italian stock market
by Silvia Muzzioli - 0023 Towards a volatility index for the Italian stock market
by Silvia Muzzioli - 0022 A parsimonious default prediction model for Italian SMEs
by Chiara Pederzoli & Costanza Torricelli - 0021 Average Internal Rate of Return and investment decisions: A new perspective
by Carlo Alberto Magni
2009
- 0020 The skew pattern of implied volatility in the DAX index options market
by Silvia Muzzioli - 0019 Accounting and economic measures:An integrated theory of capital budgeting
by Carlo Alberto Magni - 0018 Exclusion of US-holders in cross-border takeover bids and the principle of equality in tender offers
by Federico M. Mucciarelli - 0017 Models For Household Portfolios And Life-Cycle Allocations In The Presence Of Labour Income And Longevity Risk
by Costanza Torricelli - 0016 Differential Evolution and Combinatorial Search for Constrained Index Tracking
by Thiemo Krink & Stefan Mittnik & Sandra Paterlini - 0015 Optimization Heuristics for Determining Internal Rating Grading Scales
by Marianna Lyra & Johannes Paha & Sandra Paterlini & Peter Winker - 0014 The impact of bank concentration on financial distress: the case of the European banking system
by Andrea Cipollini & Franco Fiordelisi - 0013 Financial Crisis And New Dimensions Of Liquidity Risk: Rethinking Prudential Regulation And Supervision
by Elisabetta Gualandri & Andrea Landi & Valeria Venturelli
2008
- 08031 Structural breaks in the lending interest rate pass-through and the euro
by Giuseppe Marotta - 0012 Lending interest rate pass-through in the euro area. A data-driven tale
by Giuseppe Marotta - 0011 Option based forecasts of volatility: An empirical study in the DAX index options market
by Silvia Muzzioli - 0009 Indebtedness, macroeconomic conditions and banks’ loan losses: evidence from Italy
by Simona Castellani & Chiara Pederzoli & Costanza Torricelli - 0008 Is public information really public? The role of newspapers
by Riccardo Ferretti & Francesco Pattarin - 0007 Differential Evolution for Multiobjective Portfolio Optimization
by Thiemo Krink & Sandra Paterlini - 0006 Assessing and measuring the equity gap and the equity requirements for innovative SMEs
by Elisabetta Gualandri & Valeria Venturelli
2007
- 0005 Model risk and techniques for controlling market parameters. The experience in Banco Popolare
by Michele Bonollo & Davide Morandi & Chiara Pederzoli & Costanza Torricelli - 0004 The relation between implied and realised volatility: are call options more informative than put options? Evidence from the DAX index options market
by Silvia Muzzioli - 0003 The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance
by Davide Ferrari & Sandra Paterlini - 0002 Default risk: Poisson mixture and the business cycle
by Chiara Pederzoli - 0001 Population ageing, household portfolios and financial asset returns: A survey of the literature
by Marianna Brunetti