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Systemic risk measures and macroprudential stress tests : an assessment over the 2014 EBA exercise

Pederzoli, Chiara; Torricelli, Costanza - In: Annals of finance 13 (2017) 3, pp. 237-251

Persistent link: https://www.econbiz.de/10011945440

Networks and market-based measures of systemic risk : the European banking system in the aftermath of the financial crisis

Clemente, Gian Paolo; Grassi, Rosanna; Pederzoli, Chiara - In: Journal of economic interaction and coordination 15 (2020) 1, pp. 159-181

Persistent link: https://www.econbiz.de/10012226909

The internal and cross market efficiency in index option markets : an investigation of the Italian market

Brunetti, M.; Torricelli, Costanza - In: Applied financial economics 17 (2007) 1/3, pp. 25-33

Persistent link: https://www.econbiz.de/10003426998

Portfolio choices, gender and marital status

Bertocchi, Graziella; Brunetti, Marianna; Torricelli, … - In: Rivista di politica economica 98 (2008) 9/10, pp. 119-153

We study the impact of gender and marital status on financial decisions using the 1989-2006 Bank of Italy Survey of Household Income and Wealth. Controlling for several characteristics of household financial heads, we find that male and married ones are more likely to invest in risky assets than...

Persistent link: https://www.econbiz.de/10003946537

Efficiency and unbiasedness of corn futures markets : new evidence across the financial crisis

Pederzoli, C.; Torricelli, Costanza - In: Applied financial economics 23 (2013) 22/24, pp. 1853-1863

Persistent link: https://www.econbiz.de/10010337258

Do women prefer pink? : the effect of a gender stereotypical stock portfolio on investing decisions

Prast, Henriëtte Maria; Rossi, Mariacristina; … - In: Politica economica, journal of economic policy 31 (2015) 3, pp. 377-420

Persistent link: https://www.econbiz.de/10011558042

A liquidity risk index as a regulatory tool for systemically important banks? : an empirical assessment across two financial crises

Gianfelice, Gianfranco; Marotta, Giuseppe; Torricelli, … - In: Applied economics 47 (2015) 1/3, pp. 129-147

Persistent link: https://www.econbiz.de/10010463946

Who holds the purse strings within the household? : the determinants of intra-family decision making

Bertocchi, Graziella; Brunetti, Marianna; Torricelli, … - In: Journal of economic behavior & organization : JEBO 101 (2014), pp. 65-86

Persistent link: https://www.econbiz.de/10010388688

Put - call parity and cross-markets efficiency in the index options markets : evidence from the Italian market

Brunetti, Marianna; Torricelli, Costanza; Pantzalis, … - In: International review of financial analysis 14 (2005) 5, pp. 508-532

Persistent link: https://www.econbiz.de/10003228967

Is financial fragility a matter of illiquidity? : an appraisal for Italian households

Brunetti, Marianna; Giarda, Elena; Torricelli, Costanza - In: The review of income and wealth : journal of the … 62 (2016) 4, pp. 628-649

Persistent link: https://www.econbiz.de/10011626709