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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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The influence of futures on spot price volatility in a model for a storable commodity
Torricelli, Costanza - 1991
Persistent link: https://www.econbiz.de/10013419692
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Marriage and other risky assets : a portfolio approach
Bertocchi, Graziella; Brunetti, Marianna; Torricelli, … - 2009
We study the joint impact of gender and marital status on financial decisions. First, we test the hypothesis that marriage represents - in a portfolio framework - a sort of safe asset, and that this effect is stronger for women. Controlling for a number of observable characteristics, we show...
Persistent link: https://www.econbiz.de/10003808434
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Economic activity and recession probabilities : information content and predictive power of the term spread in Italy
Brunetti, Marianna; Torricelli, Costanza - In: Applied economics 41 (2009) 16/18, pp. 2309-2322
Persistent link: https://www.econbiz.de/10003883521
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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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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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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
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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
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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