| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A forward-looking model for time-varying capital requirements and the New Basel Capital Accord |
0 |
0 |
0 |
42 |
1 |
1 |
1 |
154 |
| A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises |
0 |
0 |
1 |
4 |
1 |
3 |
5 |
35 |
| A parsimonious default prediction model for Italian SMEs |
0 |
0 |
1 |
17 |
0 |
1 |
4 |
62 |
| Call and put implied volatilities and the derivation of option implied trees |
0 |
0 |
0 |
53 |
1 |
2 |
2 |
240 |
| Climate Stress Test: bad (or good) news for the market? An Event Study Analysis on Euro Zone Banks |
0 |
1 |
3 |
17 |
1 |
2 |
10 |
35 |
| Do Women Prefer Pink?: The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
7 |
| Do women prefer pink? The effect of a gender stereotypical stock portfolio on investing decisions |
0 |
0 |
0 |
35 |
0 |
1 |
1 |
147 |
| Does homeownership partly explain low participation in supplementary pension schemes? |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
26 |
| ESG compliant optimal portfolios: The impact of ESG constraints on portfolio optimization in a sample of European stocks |
1 |
1 |
8 |
73 |
1 |
6 |
32 |
72 |
| ESG screening strategies and portfolio performance: how do they fare in periods of financial distress? |
1 |
2 |
11 |
26 |
2 |
5 |
28 |
89 |
| Economic activity and Recession Probabilities: spread predictive power in Italy |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
426 |
| Efficiency and unbiasedness of corn futures markets: New evidence across the financial crisis |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
22 |
| Estimation and arbitrage opportunities for exchange rate baskets |
0 |
0 |
0 |
51 |
2 |
2 |
2 |
402 |
| Family ties: occupational responses to cope with a household income shock |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
25 |
| Family ties: occupational responses to cope with a household income shock |
0 |
0 |
0 |
46 |
0 |
1 |
1 |
167 |
| Family ties: occupational responses to cope with a household income shock |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
52 |
| Financial Fragility across Europe and the US: The Role of Portfolio Choices, Household Features and Economic-institutional Setup |
0 |
0 |
0 |
8 |
1 |
2 |
13 |
45 |
| Financial fragility across Europe and the US: The role of portfolio choices, household features and economic-institutional setup |
0 |
1 |
1 |
13 |
4 |
11 |
13 |
75 |
| Forward-looking estimation of default probabilities with Italian data |
0 |
0 |
1 |
357 |
0 |
0 |
3 |
1,312 |
| Household Preferences for Socially Responsible Investments |
0 |
0 |
0 |
12 |
0 |
1 |
3 |
57 |
| Household Preferences for Socially Responsible Investments |
0 |
0 |
2 |
21 |
0 |
1 |
3 |
96 |
| Indebtedness, macroeconomic conditions and banks’ loan losses: evidence from Italy |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
25 |
| Individual Heterogeneity and Pension Choices: How to Communicate an Effective Message? |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
44 |
| Individual Heterogeneity and Pension Choices: How to Communicate an Effective Message? |
0 |
0 |
0 |
14 |
1 |
1 |
1 |
33 |
| Individual heterogeneity and pension choices: How to communicate an effective message? |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
93 |
| Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
171 |
| Is It Money or Brains? The Determinants of Intra-Family Decision Power |
0 |
0 |
1 |
26 |
0 |
0 |
1 |
87 |
| Is financial fragility a matter of illiquidity? An appraisal for Italian households |
1 |
2 |
2 |
10 |
1 |
4 |
10 |
52 |
| Is it money or brains? The determinants of intra-family decision power |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
121 |
| Is it money or brains? The determinants of intra-family decision power |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
120 |
| Is it money or brains? The determinants of intra-family decision power |
0 |
0 |
0 |
18 |
0 |
1 |
1 |
162 |
| Is it money or brains? The determinants of intra-family decision power |
0 |
0 |
0 |
23 |
0 |
0 |
2 |
83 |
| Is it money or brains? The determinants of intra-family decision power |
0 |
0 |
1 |
18 |
1 |
1 |
2 |
83 |
| Is it money or brains? The determinants of intra-family decision power |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
21 |
| MODELS FOR HOUSEHOLD PORTFOLIOS AND LIFE-CYCLE ALLOCATIONS IN THE PRESENCE OF LABOUR INCOME AND LONGEVITY RISK |
0 |
0 |
0 |
3 |
2 |
2 |
3 |
25 |
| Marriage and Other Risky Assets: A Portfolio Approach |
0 |
0 |
3 |
77 |
1 |
2 |
10 |
414 |
| Marriage and Other Risky Assets: A Portfolio Approach |
0 |
0 |
0 |
39 |
0 |
0 |
2 |
315 |
| Marriage and Other Risky Assets: A Portfolio Approach |
0 |
0 |
1 |
23 |
2 |
3 |
8 |
203 |
| Marriage and Other Risky Assets: A Portfolio Approach |
0 |
0 |
0 |
39 |
0 |
1 |
2 |
312 |
| Marriage and Other Risky Assets: A Portfolio Approach |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
207 |
| Model risk and techniques for controlling market parameters. The experience in Banco Popolare |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
35 |
| Modelling credit risk for innovative firms: the role of innovation measures |
0 |
0 |
0 |
8 |
1 |
1 |
2 |
85 |
| Optimal banks behaviour and procyclicality |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
188 |
| Past Income Scarcity and Current Perception of Financial Fragility |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
57 |
| Rating systems, procyclicalilty and Basel II: an evaluation in a general equilibrium framework |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
28 |
| Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework |
0 |
0 |
0 |
222 |
0 |
0 |
0 |
501 |
| Second Homes: Households' Life Dream or (Wrong) Investment? |
0 |
0 |
0 |
5 |
3 |
3 |
3 |
62 |
| Second homes: households' life dream or (wrong) investment? |
0 |
0 |
1 |
7 |
1 |
2 |
5 |
64 |
| Social Bonds and the “Social Premium†|
0 |
0 |
1 |
13 |
0 |
0 |
2 |
30 |
| Systemic risk measures and macroprudential stress tests. An assessment over the 2014 EBA exercise |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
32 |
| Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: Some Comparative Evidence |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
436 |
| Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: some comparative evidence |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
| The Effect of Population Ageing on Household Portfolio Choices in Italy |
0 |
0 |
0 |
22 |
1 |
1 |
1 |
127 |
| The Effect of Population Ageing on Household Portfolio Choices in Italy |
0 |
0 |
0 |
98 |
1 |
1 |
4 |
369 |
| The Information in the Term of Structure: further Results for Germany |
0 |
0 |
0 |
78 |
1 |
1 |
2 |
333 |
| The Put-Call Parity in the Index Options Markets: Further results for the Italian Mib30 Options market |
0 |
0 |
0 |
98 |
0 |
0 |
1 |
556 |
| 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, the relationship between the term spread and economic growth rates is modelled as a nonlinear one and specifically the Logistic Smooth Transition model is used, while a probit model is implemented to forecast recession probabilities. In both applications evidence supports a relevant informative content of the spread in Italy |
0 |
0 |
0 |
10 |
1 |
1 |
2 |
606 |
| The expectations hypothesis of the term structure: Evidence for Germany |
0 |
0 |
1 |
43 |
0 |
0 |
1 |
170 |
| The impact of skill and management structure on Serie A Clubs’ performance |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
42 |
| The impact of the Fundamental Review of the Trading Book: A preliminary assessment on a stylized portfolio |
0 |
0 |
12 |
118 |
2 |
2 |
19 |
251 |
| The internal efficiency of Index Option Markets |
0 |
0 |
0 |
52 |
0 |
0 |
0 |
339 |
| The internal efficiency of Index Option Markets:Tests on the Italian Market |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
153 |
| The market price of greenness A factor pricing approach for Green Bonds |
0 |
0 |
2 |
51 |
0 |
0 |
8 |
117 |
| The no arbitrage condition in option implied trees: evidence from the Italian index options market |
1 |
1 |
2 |
44 |
2 |
2 |
5 |
248 |
| The role of demographic variables in explaining financial returns in Italy |
0 |
0 |
0 |
101 |
0 |
0 |
2 |
425 |
| Total Working Papers |
4 |
8 |
55 |
2,309 |
38 |
74 |
243 |
11,377 |
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