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A parsimonious default prediction model for Italian SMEs

Pederzoli, Chiara; Torricelli, Costanza - In: Banks and bank systems : international research journal 5 (2010) 4, pp. 5-9

Persistent link: https://www.econbiz.de/10008806496

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

An assessment of the Fundamental Review of the Trading Book : the capital requirement impact on a stylised financial portfolio

Pederzoli, Chiara; Torricelli, Costanza - In: International journal of banking, accounting and … 12 (2021) 4, pp. 389-403

Persistent link: https://www.econbiz.de/10012694431

Modelling credit risk for innovative SMEs : the role of innovation measures

Pederzoli, Chiara; Thoma, Grid; Torricelli, Costanza - In: Journal of financial services research : JFSR 44 (2013) 1, pp. 111-129

Persistent link: https://www.econbiz.de/10009777928

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

The interaction of financial fragility and the business cycle in determining banks' loan losses : an investigation of the Italian case

Pederzoli, Chiara; Torricelli, Constanza; Castellani, Simona - In: Economic notes : economic review of Banca Monte dei … 39 (2010) 3, pp. 129-146

Persistent link: https://www.econbiz.de/10009129973

Is it money or brains? The determinants of intra-family decision power

Bertocchi, Graziella; Brunetti, Marianna; Torricelli, … - 2012

We empirically study the determinants of intra-household decision power with respect to economic and financial choices using a suitable direct measure provided in the 1989-2010 Bank of Italy Survey of Household Income and Wealth. Focusing on a sample of couples, we evaluate the effect of each...

Persistent link: https://www.econbiz.de/10010283986

Demographics and asset returns : does the dynamics of population ageing matter?

Brunetti, Marianna; Torricelli, Costanza - In: Annals of finance 6 (2010) 2, pp. 193-219

Persistent link: https://www.econbiz.de/10003941215

Is it money or brains? : the determinants of intra-family decision power

Bertocchi, Graziella; Brunetti, Marianna; Torricelli, … - 2012

Persistent link: https://www.econbiz.de/10009578864

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