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Rating systems, procyclicality and Basel II : an evaluation in a general equilibrium framework
Pederzoli, Chiara; Torricelli, Costanza; Tsomocos, … - In: Annals of finance 6 (2010) 1, pp. 33-49
Persistent link: https://www.econbiz.de/10003939546
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Capital requirements and business cycle regimes : forward-looking modelling of default probabilities
Pederzoli, Chiara; Torricelli, Costanza - In: Journal of banking & finance 29 (2005) 12, pp. 3121-3140
Persistent link: https://www.econbiz.de/10003203855
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Futures market and spot price volatility : a model for a storable commodity
Torricelli, Costanza - In: European journal of political economy 10 (1994) 2, pp. 339-355
Persistent link: https://www.econbiz.de/10001170519
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A survey in the theory of futures markets
Torricelli, Costanza - In: Ricerche economiche 43 (1989) 4, pp. 516-542
Persistent link: https://www.econbiz.de/10001129219
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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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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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Estimation and arbitrage opportunities for exchange rate baskets
Mercurio, Danilo; Torricelli, Costanza - In: Applied economics 35 (2003) 15, pp. 1689-1698
Persistent link: https://www.econbiz.de/10001819656
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The information in the term structure of German interest rates
Boero, Gianna; Torricelli, Costanza - In: The European journal of finance 8 (2002) 1, pp. 21-45
Persistent link: https://www.econbiz.de/10001636180
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The rational expectation dynamics of a model for the term structure and monetary policy
Malaguti, Luisa; Torricelli, Costanza - In: Decisions in economics and finance : DEF ; a journal of … 24 (2001) 2, pp. 137-152
Persistent link: https://www.econbiz.de/10001683844
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Marriage and other risky assets : a portfolio approach
Bertocchi, Graziella; Brunetti, Marianna; Torricelli, … - In: Journal of banking & finance 35 (2011) 11, pp. 2902-2915
Persistent link: https://www.econbiz.de/10009373113