Details about Marianna Brunetti

Access statistics for papers by Marianna Brunetti.

Last updated 2024-07-05. Update your information in the RePEc Author Service.

Short-id: pbr204

Working Papers

2023

1. A Further Look at the Gender Gap in Italian Academic Careers
   CEIS Research Paper, Tor Vergata University, CEIS
2. Is Self-Employment for Migrants? Evidence from Italy
   IZA Discussion Papers, Institute of Labor Economics (IZA)
   Also in CEIS Research Paper, Tor Vergata University, CEIS (2023)
   GLO Discussion Paper Series, Global Labor Organization (GLO) (2023)

2022

3. Attitude Towards Financial Planning of 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, Dipartimento di Economia "Marco Biagi" (2022)
4. Pre-selection in cointegration-based pairs trading
   Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi"
   Also in CEIS Research Paper, Tor Vergata University, CEIS (2021)
   See also Journal Article Pre-selection in cointegration-based pairs trading, Statistical Methods & Applications, Springer (2023) (2023)
5. Sensitivity of Profitability in Cointegration-Based Pairs Trading
   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, Dipartimento di Economia "Marco Biagi" (2022)

2021

6. Pairs Trading In The Index Options Market
   CEIS Research Paper, Tor Vergata University, CEIS
   See also Journal Article Pairs trading in the index options market, Eurasian Economic Review, Springer (2023) (2023)

2020

7. Financial Fragility across Europe and the US: The Role of Portfolio Choices, Household Features and Economic-institutional Setup
   CEIS Research Paper, Tor Vergata University, CEIS View citations (6)
   Also in Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi" (2020) View citations (7)
8. The Financial Decisions of Immigrant and Native Households: Evidence from Italy
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
   Also in CEIS Research Paper, Tor Vergata University, CEIS (2020) View citations (2)
   CHILD Working Papers Series, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA (2018) View citations (5)
   IZA Discussion Papers, Institute of Labor Economics (IZA) (2018) View citations (5)
   Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi" (2018) View citations (5)
   Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2018) View citations (5)
   GLO Discussion Paper Series, Global Labor Organization (GLO) (2018) View citations (5)
   See also Journal Article The Financial Decisions of Immigrant and Native Households: Evidence from Italy, Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer (2023) View citations (5) (2023)
9. Till Mortgage Do Us Part: Mortgage Switching Costs and Household’s Bank Switching
   CEIS Research Paper, Tor Vergata University, CEIS View citations (5)
   See also Journal Article Till mortgage do us part: Mortgage switching costs and household's bank switching, Journal of Banking & Finance, Elsevier (2020) View citations (3) (2020)

2017

10. Public Health Insurance and Household Portfolio Choices: Unraveling Financial “Side Effects” of Medicare
    CEIS Research Paper, Tor Vergata University, CEIS View citations (1)
    See also Journal Article Public health insurance and household portfolio Choices: Unravelling financial “Side Effects” of Medicare, Journal of Banking & Finance, Elsevier (2018) View citations (8) (2018)

2015

11. Second homes: households' life dream or (wrong) investment?
    Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi"
    Also in CEIS Research Paper, Tor Vergata University, CEIS (2012) View citations (1)
12. The Determinants of Household's Bank Switching
    Working Paper series, Rimini Centre for Economic Analysis View citations (2)
    Also in CEIS Research Paper, Tor Vergata University, CEIS (2015) View citations (5)
    See also Journal Article The determinants of household’s bank switching, Journal of Financial Stability, Elsevier (2016) View citations (27) (2016)

2012

13. Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households
    CEIS Research Paper, Tor Vergata University, CEIS View citations (38)
    Also in Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi" (2012) View citations (31)
    See also Journal Article Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households, Review of Income and Wealth, International Association for Research in Income and Wealth (2016) View citations (34) (2016)
14. Is It Money or Brains? The Determinants of Intra-Family Decision Power
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (43)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (47)
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2012) View citations (31)
    Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi" (2012) View citations (41)
    CHILD Working Papers Series, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA (2012) View citations (44)
    Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi" (2012) View citations (26)
    CEIS Research Paper, Tor Vergata University, CEIS (2012) View citations (41)

2011

15. Household Portfolio Choices, Health status and Health Care Systems A Cross-Country Analysis Based on SHARE
    CEIS Research Paper, Tor Vergata University, CEIS View citations (3)
    See also Journal Article Household portfolio choices, health status and health care systems: A cross-country analysis based on SHARE, Journal of Banking & Finance, Elsevier (2012) View citations (53) (2012)

2009

16. Marriage and Other Risky Assets: A Portfolio Approach
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (1)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2009) View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (3)
    Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi" (2008)
    CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY (2009) View citations (1)
    See also Journal Article Marriage and other risky assets: A portfolio approach, Journal of Banking & Finance, Elsevier (2011) View citations (57) (2011)

2007

17. 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, Dipartimento di Economia "Marco Biagi" View citations (45)
    See also Journal Article Population Ageing, Household Portfolios and Financial Asset Returns: a Survey of the Literature, Politica economica, Società editrice il Mulino (2007) View citations (45) (2007)
18. 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)
19. 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 View citations (1)

2006

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

2005

21. 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"
22. The internal efficiency of Index Option Markets
    Computing in Economics and Finance 2005, Society for Computational Economics

2004

23. 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

24. 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" View citations (1)

Journal Articles

2023

1. Correction to: Pairs trading in the index options market
   Eurasian Economic Review, 2023, 13, (1), 175-176
2. Pairs trading in the index options market
   Eurasian Economic Review, 2023, 13, (1), 145-173
   See also Working Paper Pairs Trading In The Index Options Market, CEIS Research Paper (2021) (2021)
3. Pre-selection in cointegration-based pairs trading
   Statistical Methods & Applications, 2023, 32, (5), 1611-1640
   See also Working Paper Pre-selection in cointegration-based pairs trading, Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) (2022) (2022)
4. The Financial Decisions of Immigrant and Native Households: Evidence from Italy
   Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, 2023, 9, (1), 117-174 View citations (5)
   See also Working Paper The Financial Decisions of Immigrant and Native Households: Evidence from Italy, CEPR Discussion Papers (2020) View citations (3) (2020)

2020

5. Till mortgage do us part: Mortgage switching costs and household's bank switching
   Journal of Banking & Finance, 2020, 119, (C) View citations (3)
   See also Working Paper Till Mortgage Do Us Part: Mortgage Switching Costs and Household’s Bank Switching, CEIS Research Paper (2020) View citations (5) (2020)

2018

6. Public health insurance and household portfolio Choices: Unravelling financial “Side Effects” of Medicare
   Journal of Banking & Finance, 2018, 93, (C), 198-212 View citations (8)
   See also Working Paper Public Health Insurance and Household Portfolio Choices: Unraveling Financial “Side Effects” of Medicare, CEIS Research Paper (2017) View citations (1) (2017)

2017

7. Second homes in Italy: every household’s dream or (un)profitable investments?
   Housing Studies, 2017, 32, (2), 168-185 View citations (1)

2016

8. Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households
   Review of Income and Wealth, 2016, 62, (4), 628-649 View citations (34)
   See also Working Paper Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households, CEIS Research Paper (2012) View citations (38) (2012)
9. The determinants of household’s bank switching
   Journal of Financial Stability, 2016, 26, (C), 175-189 View citations (27)
   See also Working Paper The Determinants of Household's Bank Switching, Working Paper series (2015) View citations (2) (2015)

2014

10. Who holds the purse strings within the household? The determinants of intra-family decision making
    Journal of Economic Behavior & Organization, 2014, 101, (C), 65-86 View citations (47)

2012

11. 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 View citations (53)
    See also Working Paper Household Portfolio Choices, Health status and Health Care Systems A Cross-Country Analysis Based on SHARE, CEIS Research Paper (2011) View citations (3) (2011)

2011

12. Marriage and other risky assets: A portfolio approach
    Journal of Banking & Finance, 2011, 35, (11), 2902-2915 View citations (57)
    See also Working Paper Marriage and Other Risky Assets: A Portfolio Approach, IZA Discussion Papers (2009) View citations (1) (2009)

2010

13. Demographics and asset returns: does the dynamics of population ageing matter?
    Annals of Finance, 2010, 6, (2), 193-219 View citations (6)
14. Population age structure and household portfolio choices in Italy
    The European Journal of Finance, 2010, 16, (6), 481-502 View citations (15)

2009

15. 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 (5)

2008

16. Portfolio Choices, Gender and Marital Status
    Rivista di Politica Economica, 2008, 98, (5), 119-154 View citations (2)

2007

17. Population Ageing, Household Portfolios and Financial Asset Returns: a Survey of the Literature
    Politica economica, 2007, (2), 171-208 View citations (45)
    See also Working Paper 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) (2007) View citations (45) (2007)
18. 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 (6)

2005

19. 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 (7)

Books

2007

1. Money, Finance and Demography: The Consequences of Ageing
   SUERF Colloquium Volumes, SUERF - The European Money and Finance Forum View citations (8)