Details about Marianna Brunetti

Access statistics for papers by Marianna Brunetti.

Last updated 2009-10-30. Update your information in the RePEc Author Service.

Short-id: pbr204

Working Papers

2009

1. Marriage and Other Risky Assets: A Portfolio Approach
   Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics
   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)
   IZA Discussion Papers, Institute for the Study of Labor (IZA) (2009)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009)

2007

2. 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"
3. 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
4. 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

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

2005

6. 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"
7. The internal efficiency of Index Option Markets
   Computing in Economics and Finance 2005, Society for Computational Economics

2004

8. 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

9. 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

2009

1. 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

2007

2. The internal and cross market efficiency in index option markets: an investigation of the Italian market
   Applied Financial Economics, 2007, 17, (1), 25-33

2005

3. 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

Books

2007

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