Access Statistics for Costanza Torricelli

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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 1 41 0 0 3 147
A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises 0 0 0 0 1 2 13 18
A parsimonious default prediction model for Italian SMEs 1 5 6 8 2 8 27 33
Call and put implied volatilities and the derivation of option implied trees 2 2 2 51 3 4 13 231
Do women prefer pink? The effect of a gender stereotypical stock portfolio on investing decisions 1 1 1 32 4 8 22 123
Does homeownership partly explain low participation in supplementary pension schemes? 0 0 1 1 0 1 6 14
Economic activity and Recession Probabilities: spread predictive power in Italy 0 0 0 0 1 3 6 420
Efficiency and unbiasedness of corn futures markets: New evidence across the financial crisis 0 0 0 1 0 0 1 7
Estimation and arbitrage opportunities for exchange rate baskets 0 0 0 50 0 0 0 392
Family ties: occupational responses to cope with a household income shock 0 0 0 1 1 4 7 15
Family ties: occupational responses to cope with a household income shock 1 1 1 8 2 3 5 40
Family ties: occupational responses to cope with a household income shock 1 1 1 46 3 4 17 156
Financial Fragility across Europe and the US: The Role of Portfolio Choices, Household Features and Economic-institutional Setup 0 1 1 1 2 8 8 8
Financial fragility across Europe and the US: The role of portfolio choices, household features and economic-institutional setup 0 3 3 3 0 5 5 5
Forward-looking estimation of default probabilities with Italian data 0 0 1 353 1 3 12 1,293
Household Preferences for Socially Responsible Investments 0 1 2 2 0 2 23 29
Household Preferences for Socially Responsible Investments 0 1 8 15 0 3 28 57
Indebtedness, macroeconomic conditions and banks’ loan losses: evidence from Italy 0 0 0 3 0 5 9 14
Individual Heterogeneity and Pension Choices: How to Communicate an Effective Message? 0 0 0 12 0 1 7 31
Individual Heterogeneity and Pension Choices: How to Communicate an Effective Message? 0 0 1 13 2 3 10 22
Individual heterogeneity and pension choices: How to communicate an effective message? 0 0 0 32 1 1 8 79
Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households 0 0 1 45 1 2 12 153
Is It Money or Brains? The Determinants of Intra-Family Decision Power 1 1 2 23 1 1 7 80
Is financial fragility a matter of illiquidity? An appraisal for Italian households 0 0 1 1 0 3 10 19
Is it money or brains? The determinants of intra-family decision power 0 0 1 23 0 0 8 115
Is it money or brains? The determinants of intra-family decision power 0 0 1 17 4 6 15 139
Is it money or brains? The determinants of intra-family decision power 0 0 0 16 0 1 8 70
Is it money or brains? The determinants of intra-family decision power 0 0 2 2 1 1 6 8
Is it money or brains? The determinants of intra-family decision power 1 1 1 29 2 2 10 116
Is it money or brains? The determinants of intra-family decision power 0 1 2 21 1 3 6 73
MODELS FOR HOUSEHOLD PORTFOLIOS AND LIFE-CYCLE ALLOCATIONS IN THE PRESENCE OF LABOUR INCOME AND LONGEVITY RISK 0 0 1 3 0 0 8 15
Marriage and Other Risky Assets: A Portfolio Approach 0 0 0 37 0 1 11 274
Marriage and Other Risky Assets: A Portfolio Approach 0 0 0 22 0 1 5 186
Marriage and Other Risky Assets: A Portfolio Approach 0 0 0 33 2 8 32 283
Marriage and Other Risky Assets: A Portfolio Approach 0 0 2 66 1 2 8 389
Marriage and Other Risky Assets: A Portfolio Approach 0 0 1 15 1 2 12 144
Model risk and techniques for controlling market parameters. The experience in Banco Popolare 0 0 0 0 1 2 8 21
Modelling credit risk for innovative firms: the role of innovation measures 0 0 3 5 1 3 19 24
Optimal banks behaviour and procyclicality 0 0 0 0 1 2 6 183
Past Income Scarcity and Current Perception of Financial Fragility 0 0 0 12 1 2 9 44
Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework 0 0 1 220 1 1 8 494
Second Homes: Households' Life Dream or (Wrong) Investment? 0 0 0 5 1 4 9 48
Second homes: households' life dream or (wrong) investment? 1 2 2 3 2 8 20 46
Systemic risk measures and macroprudential stress tests. An assessment over the 2014 EBA exercise 0 0 1 1 2 3 14 19
Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: Some Comparative Evidence 0 0 0 34 1 2 5 434
Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: some comparative evidence 0 0 0 0 1 1 3 4
The Effect of Population Ageing on Household Portfolio Choices in Italy 0 0 1 91 1 2 11 346
The Effect of Population Ageing on Household Portfolio Choices in Italy 0 0 1 19 1 1 6 114
The Information in the Term of Structure: further Results for Germany 0 1 1 78 0 1 3 326
The Put-Call Parity in the Index Options Markets: Further results for the Italian Mib30 Options market 0 0 11 95 2 4 34 544
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 1 10 3 6 16 582
The expectations hypothesis of the term structure: Evidence for Germany 0 1 1 41 2 3 8 160
The impact of skill and management structure on Serie A Clubs’ performance 1 1 1 2 2 2 9 20
The impact of the Fundamental Review of the Trading Book: A preliminary assessment on a stylized portfolio 0 4 36 69 2 10 86 136
The internal efficiency of Index Option Markets 0 0 0 51 0 0 4 335
The internal efficiency of Index Option Markets:Tests on the Italian Market 0 0 0 26 0 1 3 148
The no arbitrage condition in option implied trees: evidence from the Italian index options market 0 0 0 39 1 4 10 235
The role of demographic variables in explaining financial returns in Italy 0 0 0 98 1 1 8 415
Total Working Papers 10 28 104 1,925 64 164 687 9,876
1 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 2 4 14 324
A comparative evaluation of alternative models of the term structure of interest rates 0 0 0 14 0 0 7 67
A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises 0 0 0 5 0 0 7 67
A multiperiod binomial model for pricing options in a vague world 0 0 1 116 0 1 9 443
Call an Put Implied Volatilities and the Derivation of Option Implied Trees 1 1 1 24 2 3 6 103
Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities 0 1 2 203 0 3 8 580
Collected Works of Marida Bertocchi 1 1 1 1 1 1 2 2
Demographics and asset returns: does the dynamics of population ageing matter? 0 1 1 77 0 1 7 210
Do Women Prefer Pink? The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions 0 1 1 35 1 4 13 102
Does Homeownership Partly Explain Low Participation in Supplementary Pension Schemes? 0 0 0 2 0 1 2 22
Economic activity and recession probabilities: information content and predictive power of the term spread in Italy 0 0 0 19 0 2 7 104
Efficiency and unbiasedness of corn futures markets: new evidence across the financial crisis 0 0 0 5 0 1 5 77
Estimation and arbitrage opportunities for exchange rate baskets 0 0 0 82 0 0 4 340
Family ties: Labor supply responses to cope with a household employment shock 0 1 3 7 1 2 16 30
Futures market and spot price volatility: A model for a storable commodity 0 0 0 84 0 0 0 279
Household preferences for socially responsible investments 0 0 13 14 1 7 46 51
Individual heterogeneity and pension choices: Evidence from Italy 0 0 3 16 1 4 10 41
Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households 0 0 2 5 0 1 9 26
Marriage and other risky assets: A portfolio approach 0 0 3 41 0 5 24 241
Modelling Credit Risk for Innovative SMEs: the Role of Innovation Measures 0 2 6 34 0 3 14 120
On the no-arbitrage condition in option implied trees 0 0 0 34 0 0 4 154
Population age structure and household portfolio choices in Italy 0 1 1 66 2 4 8 242
Portfolio Choices, Gender and Marital Status 1 1 3 38 2 5 22 228
Put-call parity and cross-markets efficiency in the index options markets: evidence from the Italian market 0 1 1 97 0 1 7 302
Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework 0 0 0 140 1 2 8 406
Second homes in Italy: every household’s dream or (un)profitable investments? 0 1 1 2 0 1 3 13
Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise 0 0 3 10 3 7 25 51
The Interaction of Financial Fragility and the Business Cycle in Determining Banks’ Loan Losses: An Investigation of the Italian Case 0 0 3 8 0 1 10 51
The information in the term structure of German interest rates 0 0 0 135 1 3 11 439
The internal and cross market efficiency in index option markets: an investigation of the Italian market 0 0 0 43 0 0 4 177
The pricing of options on an interval binomial tree. An application to the DAX-index option market 0 0 0 22 0 0 3 104
The rational expectation dynamics of a model for the term structure and monetary policy 0 0 0 2 0 0 5 20
Who holds the purse strings within the household? The determinants of intra-family decision making 2 4 7 46 3 7 53 208
Total Journal Articles 5 16 56 1,427 21 74 373 5,624


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 1 43 3 6 22 734
Total Books 0 0 1 43 3 6 22 734


Statistics updated 2020-09-04