A liquidity risk index as a regulatory tool for systematically important banks? An empirical assessment across two financial crises, by Gianfelice G., Marotta G., Torricelli C. (July 2013)
A parsimonious default prediction model for Italian SMEs, by Pederzoli C., Torricelli C. (June 2010)
Accounting and economic measures: An integrated theory of capital budgeting, by Magni C.A. (December 2009)
- Adrian, T. and Brunnermeier, M. [2009], Co-Var, in “Federal Reserve Bank of New York Staff Reportsâ€, August
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An average-based accounting approach to capital asset investments: The case of project finance, by Magni, C.A. (September 2014)
Are defined contribution pension schemes socially sustainable? A conceptual map from a macroprudential perspective, by Giuseppe Marotta (October 2011)
Assessing and measuring the equity gap and the equity, by Gualandri E, Venturelli V. (January 2008)
Attitudes, personality factors and household debt decisions: A study of consumer credit, by Stefano Cosma and Francesco Pattarin (February 2012)
Average Internal Rate of Return and investment decisions: a new perspective, by Magni C.A. (February 2010)
- Basel 3, Pillar 2: the role of banks’ internal governance and control function, by Elisabetta Gualandri (September 2011)
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Collateral Requirements of SMEs: The Evidence from Less–Developed Countries, by Elmas Yaldiz Hanedar, Eleonora Broccardo, Flavio Bazzana (November 2012)
Corridor implied volatility and the variance risk premium in the Italian market, by Silvia Muzzioli (November 2011)
Default risk: Poisson mixture and the business cycle, by Pederzoli C. (June 2007)
Differential evolution of combinatorial search for constrained index tracking, by Paterlini S, Krink T, Mittnik S. (March 2009)
Differential evolution of multi-objective portfolio optimization, by Paterlini S, Krink T. (January 2008)
Does homeownership partly explain low participation in supplementary pension schemes?, by Santantonio, M., Torricelli, C., and Urzì Brancati M.C., (September 2014)
Efficiency and unbiasedness of corn futures markets: New evidence across the financial crisis, by Pederzoli, C., Torricelli, C. (October 2013)
Exclusions of US-holders in cross-border takeover bids and the principle of equality in tender offers, by Mucciarelli F. (May 2009).
Family ties: occupational responses to cope with a household income shock, by Baldini, M.,Torricelli, C., Urzì Brancati M.C. (April 2014)
Financial crisis and new dimensions of liquidity risk: rethinking prudential regulation and supervision, by Landi A, Gualandri E, Venturelli V. (January 2009)
- Indebtedness, macroeconomic conditions and banks’ losses: evidence from Italy, by Torricelli C, Castellani S, Pederzoli C. (January 2008)
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- Internal Corporate Governance and the Financial Crisis: Lessons for Banks, Regulators and Supervisors, by Elisabetta Gualandri, Aldo Stanziale, and Enzo Mangone (November 2011)
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Is financial fragility a matter of illiquidity? An appraisal for Italian households, by Marianna Brunetti, Elena Giarda, Costanza Torricelli (June 2012)
Is it money or brains? The determinants of intra-family decision power, by Graziella Bertocchi, Marianna Brunetti, Costanza Torricelli (June 2012)
Is public information really public? The role of newspapers, Ferretti R, Pattarin F. (January 2008)
La regolamentazione dello short selling: effetti sul mercato azionario italiano (Short selling ban: effects on the Italian stock market), by Mattioli L., Ferretti R. (August 2013)
Lending interest rate pass-through in the euro area, by Marotta G. (March 2008)
- Lending interest rate pass-through in the euro area: a data-driven tale, by Marotta G. (October 2008)
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Market Reaction to Second-Hand News: Attention Grabbing or Information Dissemination?, by Cervellati E.M., Ferretti R., Pattitoni P. (January 2011)
- Model risk e tecniche per il controllo dei market parameter, Torricelli C, Bonollo M, Morandi D, Pederzoli C. (October 2007)
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Modelling credit risk for innovative firms: the role of innovation measures, by Pederzoli C., Thoma G., Torricelli C. (March 2011)
Models for household portfolios and life-cycle allocations in the presence of labour income and longevity risk, by Torricelli C. (March 2009)
Optimization heuristics for determining internal rating grading scales, by Paterlini S, Lyraa M, Pahaa J, Winker P. (March 2009) CEFIN – Centro Studi di Banca e Finanza Dipartimento di Economia Marco Biagi – Università di Modena e Reggio Emilia Viale Jacopo Berengario 51, 41121 MODENA (Italy) tel. 39-059.2056711 (Centralino) fax 39-059 205 6927
Option based forecast of volatility: an empirical study in the Dax index options market, Muzzioli S. (May 2008)
Per un accesso sostenibile delle Pmi al credito (A sustainable access to credit for SMEs), by Giuseppe Marotta (May 2013)
Population ageing, household portfolios and financial asset returns: a survey of the literature, by Brunetti M. (May 2007)
- Rating Triggers, Market Risk and the Need for More Regulation, by Federico CEFIN – Centro Studi di Banca e Finanza Dipartimento di Economia Marco Biagi – Università di Modena e Reggio Emilia Viale Jacopo Berengario 51, 41121 MODENA (Italy) tel. 39-059.2056711 (Centralino) fax 39-059 205 6927 Parmeggiani (December 2012)
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Should football coaches wear a suit? The impact of skill and management structure on Serie A Clubs’ performance, by Torricelli, C., Urzì Brancati M.C., and Mirtoleni, L. (July 2014)
The effect of revenue and geographic diversification on bank performance, by Brighi, P., Venturelli, V. (October 2013)
The financing of Italian firms and the credit crunch: findings and exit strategies, by Gualandri, E., Venturelli, V. (October 2013)
The impact of bank concentration on financial distress: the case of the European banking system, by Fiordelisi F, Cipollini A. (February 2009)
The maximum LG-likelihood method: an application to extreme quantile estimation in finance, by Ferrari D., Paterlini S. (June 2007)
The relations between implied and realised volatility, are call options more informative than put options? Evidence from the Dax index options market, by Muzzioli S. (October 2007)
The skew pattern of implied volatility in the DAX index options market, by Muzzioli S. (December 2009)
The sovereign debt crisis: the impact on the intermediation model of Italian banks, by Cosma,S., Gualandri, E. (October 2013)
The unavoidable persistence of forum shopping in the Insolvency Regulation, by Federico M. Mucciarelli (April 2013)
Underpricing, wealth loss for pre-existing shareholders and the cost of going public: the role of private equity backing in Italian IPOs, by Riccardo Ferretti and Antonio Meles (April 2011)
Volatility co-movements: a time scale decomposition analysis, by Cipollini, I., Lo Cascio I., Muzzioli. S. (November 2013)