Access Statistics for Costanza Torricelli

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Economic activity and Recession Probabilities: spread predictive power in Italy 0 0 0 0 6 10 97 294
Estimation and Arbitrage Opportunities for Exchange Rate Baskets 0 0 0 41 5 7 45 451
Forward-looking estimation of default probabilities with Italian data 5 8 45 230 14 33 201 751
Indebtedness, macroeconomic conditions and banks’ loan losses: evidence from Italy 3 5 30 79 7 17 93 196
MODELS FOR HOUSEHOLD PORTFOLIOS AND LIFE-CYCLE ALLOCATIONS IN THE PRESENCE OF LABOUR INCOME AND LONGEVITY RISK 2 2 8 8 3 6 18 18
Marriage and Other Risky Assets: A Portfolio Approach 1 4 21 21 2 13 60 60
Marriage and Other Risky Assets: A Portfolio Approach 0 0 7 7 0 6 20 20
Marriage and Other Risky Assets: A Portfolio Approach 2 2 8 8 3 9 23 23
Marriage and Other Risky Assets: A Portfolio Approach 1 5 14 14 4 24 54 54
Marriage and Other Risky Assets: A Portfolio Approach 0 2 9 9 3 8 42 42
Model risk and techniques for controlling market parameters. The experience in Banco Popolare 1 8 22 62 16 44 138 264
Optimal banks behaviour and procyclicality 0 0 0 0 2 2 19 113
Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework 6 12 90 122 16 28 204 259
Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: Some Comparative Evidence 1 1 5 21 2 6 14 361
The Effect of Population Ageing on Household Portfolio Choices in Italy 0 3 14 48 10 32 77 197
The Information in the Term of Structure: further Results for Germany 2 3 8 63 2 6 27 197
The expectations hypothesis of the term structure: Evidence for Germany 1 1 1 26 2 5 6 80
The internal efficiency of Index Option Markets 3 3 10 36 7 14 68 242
The role of demographic variables in explaining financial returns in Italy 2 3 9 55 7 25 63 221
Total Working Papers 30 62 301 850 111 295 1,269 3,843
7 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A MODEL FOR PRICING AN OPTION WITH A FUZZY PAYOFF 0 0 0 0 1 1 12 12
A comparative evaluation of alternative models of the term structure of interest rates 0 2 6 10 0 2 10 19
A multiperiod binomial model for pricing options in a vague world 0 0 9 79 1 2 48 300
Call an Put Implied Volatilities and the Derivation of Option Implied Trees 0 4 5 5 0 6 14 14
Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities 0 0 26 85 7 12 79 222
Economic activity and recession probabilities: information content and predictive power of the term spread in Italy 3 4 4 4 6 18 18 18
Estimation and arbitrage opportunities for exchange rate baskets 2 2 3 57 5 6 27 203
Futures market and spot price volatility: A model for a storable commodity 0 1 11 61 5 9 47 172
On the no-arbitrage condition in option implied trees 0 1 9 9 4 8 33 33
Put-call parity and cross-markets efficiency in the index options markets: evidence from the Italian market 1 3 11 60 1 8 24 167
The information in the term structure of German interest rates 0 1 11 98 0 4 27 307
The internal and cross market efficiency in index option markets: an investigation of the Italian market 0 1 7 31 1 5 21 113
The pricing of options on an interval binomial tree. An application to the DAX-index option market 1 1 3 9 1 2 10 41
Total Journal Articles 7 20 105 508 32 83 370 1,621

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Money, Finance and Demography: The Consequences of Ageing 0 0 0 5 6 25 100 354
Total Books 0 0 0 5 6 25 100 354

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2009-11-04