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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
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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
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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
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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
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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
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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
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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
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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
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Family ties : labor supply responses to cope with a household employment shock
Baldini, Massimo; Torricelli, Costanza; Brancati, Maria … - In: Review of Economics of the Household 16 (2018) 3, pp. 809-832
Persistent link: https://www.econbiz.de/10012025029
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Household preferences for socially responsible investments
Rossi, Mariacristina; Sansone, Dario; Soest, Arthur van; … - In: Journal of banking & finance 105 (2019), pp. 107-120
Persistent link: https://www.econbiz.de/10012163827