Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)

From Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi"
Contact information at EDIRC.
Bibliographic data for series maintained by Giuseppe Marotta ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

0048: Does homeownership partly explain low participation in supplementary pension schemes?

Marco Santantonio, Costanza Torricelli and Maria Cesira Urzì Brancati

0047: An average-based accounting approach to capital asset investments: The case of project finance

Carlo Alberto Magni

0046: The impact of skill and management structure on Serie A Clubs’ performance

Costanza Torricelli, Maria Cesira Urzì Brancati and Luca Mirtoleni

0045: Family ties: occupational responses to cope with a household income shock

Massimo Baldini, Costanza Torricelli and Maria Cesira Urzì Brancati

0044: Volatility co-movements: a time scale decomposition analysis

Andrea Cipollini, Iolanda Lo Cascio and Silvia Muzzioli

0043: THE EFFECT OF REVENUE AND GEOGRAPHIC DIVERSIFICATION ON BANK PERFORMANCE

Paola Brighi and Valeria Venturelli

0042: The sovereign debt crisis: the impact on the intermediation model of Italian banks

Stefano Cosma and Elisabetta Gualandri

0041: The financing of Italian firms and the credit crunch: findings and exit strategies

Elisabetta Gualandri and Valeria Venturelli

0040: Efficiency and unbiasedness of corn futures markets: New evidence across the financial crisis

Chiara Pederzoli and Costanza Torricelli

0039: La regolamentazione dello short selling: effetti sul mercato azionario italiano (Short selling ban: effects on the Italian stock market)

Lisa Mattioli and Riccardo Ferretti

0038: A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises

Gianfranco Gianfelice, Giuseppe Marotta and Costanza Torricelli

0037: Per un accesso sostenibile delle Pmi al credito (A sustainable access to credit for SMEs)

Giuseppe Marotta

0036: The unavoidable persistence of forum shopping in the Insolvency Regulation

Ederico Maria Mucciarelli

0035: Rating Triggers, Market Risk and the Need for More Regulation

Federico Parmeggiani

0034: Collateral Requirements of SMEs:The Evidence from Less–Developed Countries

Elmas Yaldiz Hanedar, Eleonora Broccardo and Flavio Bazzana

0033: Is it money or brains? The determinants of intra-family decision power

Graziella Bertocchi, Marianna Brunetti and Costanza Torricelli

0032: Is financial fragility a matter of illiquidity? An appraisal for Italian households

Marianna Brunetti, Elena Giarda and Costanza Torricelli

0031: Attitudes, personality factors and household debt decisions: A study of consumer credit

Stefano Cosma and Francesco Pattarin

0030: Corridor implied volatility and the variance risk premium in the Italian market

Silvia Muzzioli

0029: Internal Corporate Governance and the Financial Crisis: Lessons for Banks,Regulators and Supervisors

Elisabetta Gualandri, Enzo Mangone and Aldo Stanziale

0028: Are defined contribution pension schemes socially sustainable? A conceptual map from a macroprudential perspective

Giuseppe Marotta

0027: Basel 3, Pillar 2: the role of banks’ internal governance and control function

Elisabetta Gualandri

0026: Underpricing, wealth loss for pre-existing shareholders and the cost of going public: the role of private equity backing in Italian IPOs

Riccardo Ferretti and Antonio Meles

0025: Modelling credit risk for innovative firms: the role of innovation measures

Chiara Pederzoli, Grid Thoma and Costanza Torricelli

0024: Market Reaction to Second-Hand News: Attention Grabbing or Information Dissemination

Enrico Maria Cervellati, Riccardo Ferretti and Pierpaolo Pattitoni

0023: Towards a volatility index for the Italian stock market

Silvia Muzzioli

0022: A parsimonious default prediction model for Italian SMEs

Chiara Pederzoli and Costanza Torricelli

0021: Average Internal Rate of Return and investment decisions: A new perspective

Carlo Alberto Magni

0020: The skew pattern of implied volatility in the DAX index options market

Silvia Muzzioli

0019: Accounting and economic measures:An integrated theory of capital budgeting

Carlo Alberto Magni

0018: Exclusion of US-holders in cross-border takeover bids and the principle of equality in tender offers

Federico M. Mucciarelli

0017: MODELS FOR HOUSEHOLD PORTFOLIOS AND LIFE-CYCLE ALLOCATIONS IN THE PRESENCE OF LABOUR INCOME AND LONGEVITY RISK

Costanza Torricelli

0016: Differential Evolution and Combinatorial Search for Constrained Index Tracking

Thiemo Krink, Stefan Mittnik and Sandra Paterlini

0015: Optimization Heuristics for Determining Internal Rating Grading Scales

Marianna Lyra, Johannes Paha, Sandra Paterlini and Peter Winker

0014: The impact of bank concentration on financial distress: the case of the European banking system

Andrea Cipollini and Franco Fiordelisi

0013: FINANCIAL CRISIS AND NEW DIMENSIONS OF LIQUIDITY RISK: RETHINKING PRUDENTIAL REGULATION AND SUPERVISION

Elisabetta Gualandri, Andrea Landi and Valeria Venturelli

0012: Lending interest rate pass-through in the euro area. A data-driven tale

Giuseppe Marotta

0011: Option based forecasts of volatility: An empirical study in the DAX index options market

Silvia Muzzioli

0009: Indebtedness, macroeconomic conditions and banks’ loan losses: evidence from Italy

Simona Castellani, Chiara Pederzoli and Costanza Torricelli

0008: Is public information really public? The role of newspapers

Riccardo Ferretti and Francesco Pattarin

0007: Differential Evolution for Multiobjective Portfolio Optimization

Thiemo Krink and Sandra Paterlini

0006: Assessing and measuring the equity gap and the equity requirements for innovative SMEs

Elisabetta Gualandri and Valeria Venturelli

0005: Model risk and techniques for controlling market parameters. The experience in Banco Popolare

Michele Bonollo, Davide Morandi, Chiara Pederzoli and Costanza Torricelli

0004: The relation between implied and realised volatility: are call options more informative than put options? Evidence from the DAX index options market

Silvia Muzzioli

0003: The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance

Davide Ferrari and Sandra Paterlini

0002: Default risk: Poisson mixture and the business cycle

Chiara Pederzoli

0001: Population ageing, household portfolios and financial asset returns: A survey of the literature

Marianna Brunetti