Details about Marianna Brunetti

Access statistics for papers by Marianna Brunetti.

Last updated 2012-09-12. Update your information in the RePEc Author Service.

Short-id: pbr204

Working Papers

2012

1. Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households
   CEIS Research Paper, Tor Vergata University, CEIS
   Also in Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi" (2012)
2. Is It Money or Brains? The Determinants of Intra-Family Decision Power
   IZA Discussion Papers, Institute for the Study of Labor (IZA) View citations (3)
   Also in CEIS Research Paper, Tor Vergata University, CEIS (2012) View citations (3)
   Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics (2012) View citations (3)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (3)
   Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi" (2012) View citations (3)

2011

3. Household Portfolio Choices, Health status and Health Care Systems A Cross-Country Analysis Based on SHARE
   CEIS Research Paper, Tor Vergata University, CEIS
   See also Journal Article in Journal of Banking & Finance (2012)

2009

4. Marriage and Other Risky Assets: A Portfolio Approach
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   Also in CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY (2009)
   Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi" (2008)
   Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics (2009)
   IZA Discussion Papers, Institute for the Study of Labor (IZA) (2009)
   See also Journal Article in Journal of Banking & Finance (2011)

2007

5. Population ageing, household portfolios and financial asset returns: A survey of the literature
   Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi" View citations (3)
   See also Journal Article in Politica economica (2007)
6. The Effect of Population Ageing on Household Portfolio Choices in Italy
   Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi"
   Also in Heterogeneity and monetary policy, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica (2007) View citations (1)
7. The role of demographic variables in explaining financial returns in Italy
   Heterogeneity and monetary policy, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica

2006

8. Economic activity and Recession Probabilities: spread predictive power in Italy
   Computing in Economics and Finance 2006, Society for Computational Economics

2005

9. The aim of the present work is to test the predictive power of the term spread in forecasting real economic growth rates and recession probabilities in Italy. According to the most recent literature, the relationship between the term spread and economic growth rates is modelled as a nonlinear one and specifically the Logistic Smooth Transition model is used, while a probit model is implemented to forecast recession probabilities. In both applications evidence supports a relevant informative content of the spread in Italy
   Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi"
10. The internal efficiency of Index Option Markets
    Computing in Economics and Finance 2005, Society for Computational Economics

2004

11. The internal efficiency of Index Option Markets:Tests on the Italian Market
    Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi"

2003

12. The Put-Call Parity in the Index Options Markets: Further results for the Italian Mib30 Options market
    Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi"

Journal Articles

2012

1. Household portfolio choices, health status and health care systems: A cross-country analysis based on SHARE
   Journal of Banking & Finance, 2012, 36, (5), 1320-1335
   See also Working Paper (2011)

2011

2. Marriage and other risky assets: A portfolio approach
   Journal of Banking & Finance, 2011, 35, (11), 2902-2915 View citations (5)
   See also Working Paper (2009)

2010

3. Demographics and asset returns: does the dynamics of population ageing matter?
   Annals of Finance, 2010, 6, (2), 193-219
4. Population age structure and household portfolio choices in Italy
   European Journal of Finance, 2010, 16, (6), 481-502 View citations (3)

2009

5. Economic activity and recession probabilities: information content and predictive power of the term spread in Italy
   Applied Economics, 2009, 41, (18), 2309-2322 View citations (2)

2008

6. Portfolio Choices, Gender and Marital Status
   Rivista di Politica Economica, 2008, 98, (5), 119-154

2007

7. Population Ageing, Household Portfolios and Financial Asset Returns: a Survey of the Literature
   Politica economica, 2007, (2), 171-208
   See also Working Paper (2007)
8. The internal and cross market efficiency in index option markets: an investigation of the Italian market
   Applied Financial Economics, 2007, 17, (1), 25-33 View citations (1)

2005

9. Put-call parity and cross-markets efficiency in the index options markets: evidence from the Italian market
   International Review of Financial Analysis, 2005, 14, (5), 508-532 View citations (4)

Books

2007

1. Money, Finance and Demography: The Consequences of Ageing
   SUERF Colloquium Volumes, SUERF - The European Money and Finance Forum View citations (6)