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Working papers

In questa pagina sono presenti i Working Papers pubblicati dal CEFIN dal 2007 ad oggi, con annessi i link a RePEc.†


NumeroAutoriTitoloAnnoPaper
93Cipollini, A; Parla, F.Climate risk and investment in equities in Europe: a Panel SVAR approach2023Download file pdf
92Bonfatti, A.; Giarda, E.; Marotta, G.; responsabile collana Marotta, G.Energy price increases and mitigation policies: Redistributive effects on Italian households2023Download file pdf
91Brunetti, M; ; Ciciretti R., ; Gentile; M. ; Linciano N. ; Soccorso, P.Attitude towards financial planning of Italian households2022Download file pdf
90Brunetti, M.; De Luca, R.Sensitivity of profitability in cointegration-based pairs trading2022Download file pdf
89Brunetti, M.; De Luca, R.Pre-selection in cointegration-based pairs trading2022Download file pdf
88Torricelli, C.; Bertelli, B.ESG compliant optimal portfolios: The impact of ESG constraints on portfolio optimization in a sample of European stocks2022Download file pdf
87Torricelli, C.; Bertelli, B.ESG screening strategies and portfolio performance: how do they fare in periods of financial distress?2022Download file pdf
86Torricelli, C.; Ferrari, F."Climate Stress Test: bad (or good) news for the market? An Event Study Analysis on Euro Zone Banks"2022Download file pdf
85Torricelli, Costanza; Pellati, EleonoraSocial bonds and the "social Premium"2022Download file pdf
84Brighi, P.; Della Bina, A. C. F.; Venturelli, V.Do ESG Investments Mitigate ESG Controversies? Evidence From International Data2022Download file pdf
83Bertelli, B.; Boero, G.; Torricelli, C.The market price of greenness. A factor pricing approach for Green Bonds2022Download file pdf
82Iocca, M. G.; Ferretti, R.Le offerte pubbliche di acquisto in Italia a venti anni dal Testo unico della finanza (Tender offers in Italy twenty years after the unified finance law)2021Download file pdf
81Brunetti, M.; Giarda, E.; Torricelli, C.Financial fragility across Europe and the US: The role of portfolio choices, household features and economic-institutional setup2020Download file pdf
80Venturelli, V.; Gallo, G.; Pedrazzoli, A.Birds of a feather flock together and get money from the crowd2019Download file pdf
79Landi, A.; Sclip, A.; Venturelli, V.The effect of the Fed zero-lower bound announcement on bank profitability and diversification2019Download file pdf
78Arnaboldi, F.; Gioia, F.Portfolio choice: Evidence from new-borns2019Download file pdf
77Marotta, G.Behind the success of dominated personal pension plans: sales force and financial literacy factors2019Download file pdf
76Casabianca, E. J.; Giarda, E.; Marotta, G.; Marotta, G. non è autore ma Direttore della collana CEFINShort-term household income mobility before and after the Great Recession: A four-country study2019Download file pdf
75Pederzoli, C.; Torricelli, C.The impact of the Fundamental Review of the Trading Book: A preliminary assessment on a stylized portfolio2019Download file pdf
74Ferretti, R.; Pattitoni, P.; Castelli, A.Security-voting structure and equity financing inthe Banking Sector: ‚€˜One Head-One Vote‚€™ versus ‚€˜One Share-One Vote‚€™2019Download file pdf
73Bertocchi, G.; Brunetti, M.; Zaiceva, A.The Financial Decisions of Immigrant and Native Households: Evidence from Italy2018Download file pdf
72Marotta, GiuseppeWhy choosing dominated personal pension plans: sales force and financial literacy effects2018Download file pdf
71Pattarin, F.Spending Policies of Italian Banking Foundations2018Download file pdf
70Di Bonaventura, L.; Forni, M.; Pattarin, F.The Forecasting Performance of Dynamic Factor Models with Vintage Data2018Download file pdf
69Cipollini, A.; Parla, F.Housing Market Shocks in Italy: a GVAR Approach2018Download file pdf
68Cosma, S.; Pancotto, F.; Vezzani, P.Customer Complaining and Probability of Default in Consumer Credit2018Download file pdf
67Cosma, S.; Grasso, A. G.; Pagliacci, F.; Pedrazzoli, A.Is Equity Crowdfunding a Good Tool for Social Enterprises?2018Download file pdf
66Rossi, M. C.; Sansone, D.; Torricelli, C.; van Soest, A.Household preferences for Socially Responsible Investments2018Download file pdf
65Ferretti, R.; Gallo, G.; Landi, A.; Venturelli, V.Market-Book Ratios of European Banks: What Does Explain the Structural Fall?2018Download file pdf
64Baldini, M.; Gallo, G.; Torricelli, C.Past Income Scarcity and Current Perception of Financial Fragility2017Download file pdf
63Cosma, S.; Ferretti, R.; Gualandri, E.; Landi, A.; Venturelli, V.How Does Financial Market Evaluate Business Models? Evidence From European Banks2017Download file pdf
62Gallo, G.; Torricelli, C.; van Soest, A.Individual Heterogeneity and Pension Choices How to Communicate an Effective Message?2017Download file pdf
61Elyasiany, E.; Gambarelli, L.; Muzzioli, S.The Risk-Asymmetry Index2016Download file pdf
60Cotterli, S.Strumenti per il sostegno finanziario di famiglie e microimprese: il caso italiano (Policies to help financially vulnerable Italian households and micro-businesses)2016Download file pdf
59Ferretti, R.; Pancotto, F.; Rubaltelli, E.A test of the Behavioral versus the Rational model of Persuasion in Financial Advertising2016Download file pdf
58Cipollini, A.; Lo Cascio, I.; Muzzioli, S.Financial connectedness among European volatility risk premia2015Download file pdf
57Ferretti, Riccardo; Pattitoni, Pierpaolo; Salinas, AnnaThe effectiveness of insider trading regulations: The case of the Italian tender offers2015Download file pdf
56Altshuler, D.; Magni, C. A.Introducing Aggregate Return on Investment as a Solution to the Contradiction Between Some PME Metrics and IRR2015Download file pdf
55Giarda, E.; Moroni, G.; Marotta, G.; Marotta, G. non √® autore ma Direttore della collana CEFIN‚€˜It‚€™s a trap!‚€™ The degree of poverty persistence in Italy and Europe2015Download file pdf
54Pederzoli, C.; Torricelli, C.Systemic risk measures and macroprudential stress tests An assessment over the 2014 EBA exercise2015Download file pdf
53Rubaltelli, E.; Agnoli, S.; Rancan, M.; Pozzoli, T.Emotional Intelligence and risk taking in investment decision-making2015Download file pdf
52Brunetti, M.; Torricelli, C.Second homes: households' life dream or (wrong) investment?2015Download file pdf
51Magni, C. A.Pseudo-na√Įve approaches to investment performance measurement2015Download file pdf
50Gualandri, E.; Noera, M.Monitoring systemic risk a survey of the avialiable macropridential toolkit2014Download file pdf
49Gualandri, E.; Noera, M.Towards A Macroprudential Policy In The EU: Main Issues2014Download file pdf
48Santantonio, M.; Torricelli, C.; Urzì Brancati, M. C.Does homeownership partly explain low participation in supplementary pension schemes?2014Download file pdf
47Magni, C. A.An average-based accounting approach to capital asset investments: The case of project finance (Working Paper)2014Download file pdf
46Torricelli, C.; Urz√¨ Brancati, M. C.; Mirtolen, L.Should football coaches wear a suit? The impact of skill and management structure on Serie A Clubs‚€™ performance2014Download file pdf
45Baldini, M.; Torricelli, C.; Urzì Brancati, M. C.Family ties: occupational responses to cope with a household income shock2014Download file pdf
44Cipollini, A.; Lo Cascio, I.; Muzzioli, S.Volatility co-movements: a time scale decomposition analysis2013Download file pdf
43Brighi, P.; Venturelli, V.The Effect of Revenue and Geographic Diversification on Bank Performance2013Download file pdf
42Cosma, S.; Gualandri, E.The sovereign debt crisis: the impact on the intermediation model of Italian banks2013Download file pdf
41Gualandri, E.; Venturelli, V.The financing of Italian firms and the credit crunch: findings and exit strategies2013Download file pdf
40Pederzoli, C.; Torricelli, C.Efficiency and unbiasedness of corn futures markets: New evidence across the financial crisis2013Download file pdf
39Mattioli, L.; Ferretti, R.La regolamentazione dello short selling: effetti sul mercato azionario italiano (Short selling ban: effects on the Italian stock market)2013Download file pdf
38Gianfelice, G.; Marotta, G.; Torricelli, C.A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises2013Download file pdf
37Marotta, G.Per un accesso sostenibile delle Pmi al credito (A sustainable access to credit for SMEs)2013Download file pdf
36Mucciarelli, F. M.The unavoidable persistence of forum shopping in the Insolvency Regulation2013Download file pdf
35Parmeggiani, F.Rating Triggers, Market Risk and the Need for More Regulation2012Download file pdf
34Bazzana, F.; Broccardo, E.; Hanedar, E. Y. Hanedar; Marotta, G.Collateral Requirements of SMEs: The Evidence from Less‚€“Developed Countries2012Download file pdf
33Bertocchi, G.; Brunetti, M.; Torricelli, C.Is it money or brains? The determinants of intra-family decision power2012Download file pdf
32Brunetti, M.; Giarda, E.; Torricelli, C.Ia financial fragility a matter of illiqudity? An appraisal for Italian households2012Download file pdf
31Cosma, S.; Pattarin, F.Attitudes, personality factors and household debt decisions: A study of consumer credit2012Download file pdf
30Muzzioli, S.Corridor Implied Volatility and the Variance Risk Premium in the Italian Market2011Download file pdf
29Gualandri, E.; Mangone, E.; Stanziale, A.Internal Corporate Governance and the Financial Crisis: Lessons for Banks, Regulators and Supervisors2011Download file pdf
28Marotta, G.Are defined contribution pension schemes socially sustainable? A conceptual map from a macroprudential perspective2011Download file pdf
27Gualandri, E.Basel 3, Pillar 2: the role of banks‚€™ internal governance and control function2011Download file pdf
26Ferretti, R.; Meles, A.Underpricing, wealth loss for pre-existing shareholders and the cost of going public: the role of private equity backing in Italian IPOs2011
25Pederzoli, C.; Thoma, G.; Torricelli, C.Modelling credit risk for innovative firms: the role of innovation measures2011Download file pdf
24Cervellati, E. M.; Ferretti, R.; Pattitoni, P.Market Reaction to Second-Hand News: Attention Grabbing or Information Dissemination?2011Download file pdf
23Muzzioli, S.Towards a volatility index for the Italian stock market2010Download file pdf
22Pederzoli, C.; Torricelli, C.A parsimonious default prediction model for Italian SMEs2010Download file pdf
21Magni, C. A.Average Internal Rate of Return and investment decisions: A new perspective2010Download file pdf
20Muzzioli, S.The skew pattern of implied volatility in the DAX index options market2009Download file pdf
19Magni, C. A.Accounting and economic measures: An integrated theory of capital budgeting2009Download file pdf
18Mucciarelli, F. M.Exclusion of US-holders in cross-border takeover bids and the principle of equality in tender offers2009Download file pdf
17Torricelli, C.Models for household portfolios and life-cycle allocations in the presence of labour income and longevity risk2009Download file pdf
16Krink, T.; Mittnik, S.; Paterlini, S.Differential Evolution and Combinatorial Search for Constrained Index Traking2009Download file pdf
15Lyra, M.; J. Paha, J.; Paterlini, S.; Winker, P.Optimization Heuristics for Determining Internal Rating Grading Scales2009Download file pdf
14Cipollini, A.; Fiordelisi, F.The impact of bank concentration on financial distress: them case of the European banking system2009Download file pdf
13Gualandri, E.; Landi, A.; Venturelli, V.Financial Crisis and New Dimensions of Liquidity Risk: Rethinking Prudential Regulation and Supervision2009Download file pdf
12Marotta, G.Lending interest rate pass-through in the euro area. A data-driven tale2008Download file pdf
11Muzzioli, S.Option based forecasts of volatility: An empirical study in the DAX index options market2008Download file pdf
10Marotta, G.Structural breaks in the lending interest rate pass-through and the euro2008Download file pdf
9Castellani, S.; Pederzoli, C.; Torricelli, C.Indebtedness, macroeconomic conditions and banks‚€™ loan losses: evidence from Italy2008Download file pdf
8Ferretti, R.; Pattarin, F.Is public information really public? The role of newspapers.2008Download file pdf
7Krink, T.; Paterlini, S.Differential Evolution for Multiobjective Portfolio Optimization2008Download file pdf
6Gualandri, E.; Venturelli, V.Assessing and measuring the equity gap and the equity requirements for innovative SMEs2008Download file pdf
5Bonollo, M.; Morandi, D.; Pederzoli, C.; Torricelli, C.Model risk and techniques for controlling market parameters2007Download file pdf
4Muzzioli, S.The relation between implied and realised volatility: are call options more informative than put options? Evidence from the DAX index options market2007Download file pdf
3Ferrari, D.; Paterlini, S.The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance2007Download file pdf
2Pederzoli, C.Default risk: Poisson mixture and the business cycle2007Download file pdf
1Brunetti, M.Population ageing, household portfolios and financial asset returns: A survey of the literature2007Download file pdf