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Details about Marianna Brunetti

E-mail:
Homepage:http://www.economia.uniroma2.it/nuovo/facolta/docenti/docenti.asp?IdProfessore=512&IdProfessore=&IdProfessore=&B1=VISUALIZZA
Workplace:Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Dipartimento di Economia "Marco Biagi" (Department of Economics), Università degli Studi di Modena e Reggio Emilia (University of Modena and Reggio Emilia), (more information at EDIRC)
Dipartimento di Economia e Finanza (Department of Economics and Finance), Facoltà di Economia (Faculty of Economics), Università degli Studi di Roma "Tor Vergata" (Tor Vergata University of Rome), (more information at EDIRC)
Centre for Household, Income, Labour and Demographic Economics (CHILD), (more information at EDIRC)

Access statistics for papers by Marianna Brunetti.

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

Short-id: pbr204


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Working Papers

2012

  1. Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households
    CEIS Research Paper, Tor Vergata University, CEIS Downloads
    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) Downloads
  2. Is It Money or Brains? The Determinants of Intra-Family Decision Power
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads View citations (3)
    Also in CEIS Research Paper, Tor Vergata University, CEIS (2012) Downloads View citations (3)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics (2012) Downloads View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads 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) Downloads View citations (3)

2011

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

2009

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

    See also Journal Article in Journal of Banking & Finance (2011)

2007

  1. 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" Downloads View citations (3)
    See also Journal Article in Politica economica (2007)
  2. 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" Downloads
    Also in Heterogeneity and monetary policy, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica (2007) Downloads View citations (1)
  3. 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 Downloads

2006

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

2005

  1. 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" Downloads
  2. The internal efficiency of Index Option Markets
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads

2004

  1. 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" Downloads

2003

  1. 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" Downloads

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 Downloads
    See also Working Paper (2011)

2011

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

2010

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

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 Downloads View citations (2)

2008

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

2007

  1. Population Ageing, Household Portfolios and Financial Asset Returns: a Survey of the Literature
    Politica economica, 2007, (2), 171-208 Downloads
    See also Working Paper (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 Downloads View citations (1)

2005

  1. 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 Downloads View citations (4)

Books

2007

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