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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. 


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87C. Torricelli, B. BertelliESG screening strategies and portfolio performance: how do they fare in periods of financial distress?2022
86C. Torricelli, F. FerrariClimate Stress Test: bad (or good) news for the market? An Event Study Analysis on Euro Zone Banks2022
85C. Torricelli, E. PellatiSocial Bonds and the “Social Premium”2022
84P. Brighi, A. Della Bina, V. VenturelliDo ESG Investments Mitigate ESG Controversies? Evidence From International Data2022
83B. Bertelli, G. Boero, C. TorricelliThe market price of greenness. A factor pricing approach for green bonds2021
82M.G. Iocca, R. FerrettiLe 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)2021
81M. Brunetti, E. Giarda, C. TorricelliFinancial fragility across Europe and the US: The role of portfolio choices, household features and economic-institutional setup2020
80V. Venturelli, G, Gallo, A. PedrazzoliBirds of a feather flock together and get money from the crowd2019
79A. Landi, A. Sclip, V. VenturelliThe effect of the Fed zero-lower bound announcement on bank profitability and diversification2019
78F. Arnaboldi, F. GioiaPortfolio choice: Evidence from new-borns2019
77G. MarottaBehind the success of dominated personal pension plans: sales force and financial literacy factors2019
76E. J. Casabianca, E. GiardaShort-term household income mobility before and after the Great Recession: A four-country study2019
75C, Pederzoli, C. TorricelliThe impact of the Fundamental Review of the Trading Book: A preliminary assessment on a stylized portfolio2019
74R. Ferretti, P. Pattitoni, A. CastelliSecurity-voting structure and equity financing in the Banking Sector: ‘One Head-One Vote’ versus ‘One Share-One Vote’2019
73G. Bertocchi, M. Brunetti, A. ZaicevaThe Financial Decisions of Immigrant and Native Households: Evidence from Italy2018
72G. MarottaWhy choosing dominated personal pension plans: sales force and financial literacy effects2018
71F. PattarinSpending Policies of Italian Banking Foundations2018
70L. Di Bonaventura, M. Forni, F. PattarinThe Forecasting Performance of Dynamic Factor Models with Vintage Data2018
69A. Cipollini, F. ParlaHousing Market Shocks in Italy: a GVAR Approach2018
68S. Cosma, F. Pancotto, P. VezzaniCustomer Complaining and Probability of Default in Consumer Credit2018
67S. Cosma, A. G. Grasso, F. Pagliacci, A. PedrazzoliIs Equity Crowdfunding a Good Tool for Social Enterprises?2018
66M. C. Rossi, D. Sansone, C. Torricelli, A. van SoestHousehold Preferences for Socially Responsible Investments2018
65R. Ferretti, G. Gallo, A. Landi, V. VenturelliMarket-Book Ratios of European Banks: What Does Explain the Structural Fall?2018
64M. Baldini, G. Gallo, C. TorricelliPast Income Scarcity and Current Perception of Financial Fragility2017
63S. Cosma, R. Ferretti, E. Gualandri, A. Landi, V. VenturelliHow Does Financial Market Evaluate Business Models? Evidence From European Banks2017
62G. Gallo, C. Torricelli, A. van SoestIndividual Heterogeneity and Pension Choices: How to Communicate an Effective Message?2017
61E. Elyasiani, L. Gambarelli, S. MuzzioliThe Risk-Asymmetry Index2016
60S. CotterliStrumenti per il sostegno finanziario di famiglie e microimprese: il caso italiano (Policies to help financially vulnerable Italian households and micro-businesses)2016
59R. Ferretti, F. Pancotto, E. RubaltelliA test of the Behavioral versus the Rational model of Persuasion in Financial Advertising2016
58A. Cipollini, I. LoCascio, S. MuzzioliFinancial connectedness among European volatility risk premia2015
57R. Ferretti, P. Pattitoni, A. SalinasThe effectiveness of insider trading regulations: The case of the Italian tender offers2015
56D. Altshuler, C. A. MagniIntroducing Aggregate Return on Investment as a Solution to the Contradiction Between Some PME Metrics and IRR2015
55E. Giarda, G. Moroni‘It’s a trap!’ The degree of poverty persistence in Italy and Europe2015
54C. Pederzoli, C. TorricelliSystemic risk measures and macroprudential stress tests. An assessment over the 2014 EBA exercise2015
53S. Agnoli, T. Pozzoli, M. Rancan, E. RubaltelliEmotional Intelligence and risk taking in investment decision-making2015
52M. Brunetti, C. TorricelliSecond homes: households’ life dream or (wrong) investment?2015
51C. A. MagniPseudo-naļve approaches to investment performance measurement2015
50E. Gualandri, M. NoeraMonitoring Systemic Risk. A Survey of the Available Macroprudential Toolkit2014
49E. Gualandri, M. NoeraTowards a Macroprudential Policy in the EU: Main Issues2014
48M. C. Brancati Urzģ, M. Santantonio, C. TorricelliDoes homeownership partly explain low participation in supplementary pension schemes?2014
47C. A. MagniAn average-based accounting approach to capital asset investments: The case of project finance2014
46M. C. Brancati Urzģ, L. Mirtoleni, C. TorricelliShould football coaches wear a suit? The impact of skill and management structure on Serie A Clubs’ performance2014
45M. Baldini, M. C. Brancati Urzģ, C. TorricelliFamily ties: occupational responses to cope with a household income shock2014
44A. Cipollini, I. LoCascio, S. MuzzioliVolatility co-movements: a time scale decomposition analysis2013
43P. Brighi, V. VenturelliThe Effect of Revenue and Geographic Diversification on Bank Performance2013
42S. Cosma, E. GualandriThe sovereign debt crisis: the impact on the intermediation model of Italian banks2013
41E. Gualandri, V. VenturelliThe financing of Italian firms and the credit crunch: findings and exit strategies2013
40C. Pederzoli, C. TorricelliEfficiency and unbiasedness of corn futures markets: New evidence across the financial crisis2013
39R. Ferretti, L. MattioliLa regolamentazione dello short selling: effetti sul mercato azionario italiano (Short selling ban: effects on the Italian stock market)2013
38G. Gianfelice, G. Marotta, C. TorricelliA liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises2013
37G. MarottaPer un accesso sostenibile delle Pmi al credito (A sustainable access to credit for SMEs)2013
36F. M. MucciarelliThe unavoidable persistence of forum shopping in the Insolvency Regulation2013
35F. ParmeggianiRating Triggers, Market Risk and the Need for More Regulation2013
34F. Bazzana, E. Broccardo, E. Y. HanedarCollateral Requirements of SMEs: The Evidence from Less–Developed Countries2012
33G. Bertocchi, M. Brunetti, C. TorricelliIs it money or brains? The determinants of intra-family decision power2012
32M. Brunetti, E. Giarda, C. TorricelliIs financial fragility a matter of illiquidity? An appraisal for Italian households2012
31S. Cosma, F. PattarinAttitudes, personality factors and household debt decisions: A study of consumer credit2012
30S. MuzzioliCorridor implied Volatility and the Variance Risk Premium in the Italian Market2011
29E. Gualandri, E. Mangone, A. StanzialeInternal Corporate Governance and the Financial Crisis: Lessons for Banks, Regulators and Supervisors2011
28G. MarottaAre defined contribution pension schemes socially sustainable? A conceptual map from a macroprudential perspective2011
27E. GualandriBasel 3, Pillar 2: the role of banks’ internal governance and control function2011
26R. Ferretti, A. MelesUnderpricing, wealth loss for pre-existing shareholders and the cost of going public: the role of private equity backing in Italian IPOs2011
25C. Pederzoli, G. Thoma, C. TorricelliModelling credit risk for innovative firms: the role of innovation measures2011
24E. M. Cervellati, R. Ferretti, P. PattitoniMarket Reaction to Second-Hand News: Attention Grabbing or Information Dissemination?2011
23S. MuzzioliTowards a volatility index for the Italian stock market2010
22C. Pederzoli, C. TorricelliA parsimonious default prediction model for Italian SMEs2010
21C. A. MagniAverage Internal Rate of Return and investment decisions: a new perspective2010
20S. MuzzioliThe skew pattern of implied volatility in the DAX index options market2009
19C. A. MagniAccounting and economic measures: An integrated theory of capital budgeting2009
18F. M. MucciarelliExclusion of US-holders in cross-border takeover bids and the principle of equality in tender offers2009
17C. TorricelliModels for household portfolios and life-cycle allocations in the presence of labour income and longevity risk2009
16T. Krink, S. Mittnik, S. PaterliniDifferential Evolution and Combinatorial Search for Constrained Index Traking2009
15M. Lyra, J. Paha, P. Winker, S. PaterliniOptimization Heuristics for Determining Internal Rating Grading Scales2009
14A. Cipollini, F. FiordelisiThe impact of bank concentration on financial distress: the case of the European Banking system2009
13E. Gualandri, A. Landi, V. VenturelliFinancial crisis and new dimensions of liquidity risk: rethinking prudential regulation and supervision2009
12G. MarottaLending interest rate pass-through in the euro area. A data-driven tale2008
11S. MuzzioliOption based forecasts of volatility: An empirical study in the DAX index options market2008
10G. MarottaStructural breaks in the lending interest rate pass-through and the euro2008
9S. Castellani, C. Pederzoli, C. TorricelliIndebtedness, macroeconomic conditions and banks’ loan losses: evidence from Italy2008
8R. Ferretti, F. PattarinIs public information really public? The role of newspapers2008
7T. Krink, S. PaterliniDifferential Evolution for Multiobjective Portfolio Optimization2008
6E. Gualandri, V. VenturelliAssessing and measuring the equity gap and the equity requirements for innovative SMEs2008
5M. Bonollo, D. Morandi, C. Pederzoli, C. TorricelliModel risk and techniques for controlling market parameters. The experience in Banco Popolare2007
4S. MuzzioliThe relation between implied and realised volatility: are call options more informative than put options? Evidence from the DAX index options market2007
3D. Ferrari, S. PaterliniThe Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance2007
2C. PederzoliDefault risk: Poisson mixture and the business cycle2007
1M. BrunettiPopulation ageing, household portfolios and financial asset returns: A survey of the literature2007