Costanza Torricelli

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Affiliations

• Università degli Studi di Modena e Reggio Emilia / Dipartimento di Economia "Marco Biagi" / Centro Studi di Banca e Finanza (CEFIN) (weight: 90%)
  • EDIRC entry
  • location:
• Università degli Studi di Torino / Collegio Carlo Alberto / Centre for Research on Pensions and Welfare Policies (CeRP) (weight: 10%)
  • EDIRC entry
  • location:

Research profile

author of:

• Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: some comparative evidence (repec:ags:uwarer:268794)
  by Boero, Gianna & Torricelli, Costanza
• The Interaction of Financial Fragility and the Business Cycle in Determining Banks’ Loan Losses: An Investigation of the Italian Case (repec:bla:ecnote:v:39:y:2010:i:3:p:129-146)
  by Chiara Pederzoli & Costanza Torricelli & Simona Castellani
• Does Homeownership Partly Explain Low Participation in Supplementary Pension Schemes? (repec:bla:ecnote:v:45:y:2016:i:2:p:179-203)
  by Costanza Torricelli & Maria Cesira Urzì Brancati & Marco Santantonio
• Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households (repec:bla:revinw:v:62:y:2016:i:4:p:628-649)
  by Marianna Brunetti & Elena Giarda & Costanza Torricelli
• Is it money or brains? The determinants of intra-family decision power (repec:cca:wchild:2)
  by G. Bertocchi & M. Brunetti & C. Torricelli
• Do women prefer pink? The effect of a gender stereotypical stock portfolio on investing decisions (repec:cca:wpaper:338)
  by Henriette Prast & Mariacristina Rossi & Costanza Torricelli & Cristina Druta
• The expectations hypothesis of the term structure: Evidence for Germany (repec:cns:cnscwp:199704)
  by G. Boero & C. Torricelli
• The Information in the Term of Structure: further Results for Germany (repec:cns:cnscwp:199912)
  by G. Boero & C. Torricelli
• Marriage and Other Risky Assets: A Portfolio Approach (repec:cpr:ceprdp:7162)
  by Torricelli, Costanza & Bertocchi, Graziella & Brunetti, Marianna
• Is it money or brains? The determinants of intra-family decision power (repec:cpr:ceprdp:9017)
  by Torricelli, Costanza & Bertocchi, Graziella & Brunetti, Marianna
• Family ties: occupational responses to cope with a household income shock (repec:crp:wpaper:141)
  by Massimo Baldini & Costanza Torricelli & Maria Cesira Urzì Brancati
• Individual Heterogeneity and Pension Choices: How to Communicate an Effective Message? (repec:crp:wpaper:172)
  by Giovanni Gallo & Costanza Torricelli & Arthur van Soest
• “Household Preferences for Socially Responsible Investments" (repec:crp:wpaper:177)
  by Mariacristina Rossi & Dario Sansone & Arthur van Soest & Costanza Torricelli
• A multiperiod binomial model for pricing options in a vague world (repec:eee:dyncon:v:28:y:2004:i:5:p:861-887)
  by Muzzioli, Silvia & Torricelli, Costanza
• The pricing of options on an interval binomial tree. An application to the DAX-index option market (repec:eee:ejores:v:163:y:2005:i:1:p:192-200)
  by Muzzioli, S. & Torricelli, C.
• On the no-arbitrage condition in option implied trees (repec:eee:ejores:v:193:y:2009:i:1:p:212-221)
  by Moriggia, V. & Muzzioli, S. & Torricelli, C.
• Sustainable optimal stock portfolios: What relationship between sustainability and performance? (repec:eee:ejores:v:323:y:2025:i:1:p:323-340)
  by Bertelli, Beatrice & Torricelli, Costanza
• A comparative evaluation of alternative models of the term structure of interest rates (repec:eee:ejores:v:93:y:1996:i:1:p:205-223)
  by Boero, G. & Torricelli, C.
• Put-call parity and cross-markets efficiency in the index options markets: evidence from the Italian market (repec:eee:finana:v:14:y:2005:i:5:p:508-532)
  by Brunetti, Marianna & Torricelli, Costanza
• Household preferences for socially responsible investments (repec:eee:jbfina:v:105:y:2019:i:c:p:107-120)
  by Rossi, Mariacristina & Sansone, Dario & van Soest, Arthur & Torricelli, Costanza
• Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities (repec:eee:jbfina:v:29:y:2005:i:12:p:3121-3140)
  by Pederzoli, Chiara & Torricelli, Costanza
• Marriage and other risky assets: A portfolio approach (repec:eee:jbfina:v:35:y:2011:i:11:p:2902-2915)
  by Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza
• Who holds the purse strings within the household? The determinants of intra-family decision making (repec:eee:jeborg:v:101:y:2014:i:c:p:65-86)
  by Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza
• Individual heterogeneity and pension choices: Evidence from Italy (repec:eee:jeborg:v:148:y:2018:i:c:p:260-281)
  by Gallo, Giovanni & Torricelli, Costanza & van Soest, Arthur
• Futures market and spot price volatility: A model for a storable commodity (repec:eee:poleco:v:10:y:1994:i:2:p:339-355)
  by Torricelli, Costanza
• Money, Finance and Demography: The Consequences of Ageing (repec:erf:erfcol:1)
  by Morten Balling & Ernest Gnan & Frank Lierman (ed.) Ignazio Visco & Barry Eichengreen & Gilles Mourre & Declan Costello & Giuseppe Carone & Nuria Diez Guardia & Bartosz Przywara & Aino Salomäki & Vincenzo Galasso & Mark Weth & Sebastian Schich & Etienn
• Call an Put Implied Volatilities and the Derivation of Option Implied Trees (repec:ffe:journl:v:4:y:2007:i:1:p:35-64)
  by V. Moriggia, S. Muzzioli, C. Torricelli
• A Model For Pricing An Option With A Fuzzy Payoff (repec:fzy:fuzeco:v:vi:y:2001:i:1:p:49-87)
  by Muzzioli, Silvia & Torricelli, Costanza
• Saving with a Social Impact: Evidence from Trento Province (repec:gam:jsusta:v:12:y:2020:i:20:p:8363-:d:426443)
  by Stefania Basiglio & Mariacristina Rossi & Riccardo Salomone & Costanza Torricelli
• An assessment of the Fundamental Review of the Trading Book: the capital requirement impact on a stylised financial portfolio (repec:ids:injbaf:v:12:y:2021:i:4:p:389-403)
  by Chiara Pederzoli & Costanza Torricelli
• Marriage and Other Risky Assets: A Portfolio Approach (repec:iza:izadps:dp3975)
  by Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza
• Is It Money or Brains? The Determinants of Intra-Family Decision Power (repec:iza:izadps:dp6648)
  by Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza
• Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise (repec:kap:annfin:v:13:y:2017:i:3:d:10.1007_s10436-017-0294-z)
  by Chiara Pederzoli & Costanza Torricelli
• Climate stress test: bad (or good) news for the market? An event study analisys on euro zone banks (repec:kap:annfin:v:21:y:2025:i:1:d:10.1007_s10436-024-00459-0)
  by Costanza Torricelli & Chiara Pederzoli & Fabio Ferrari
• Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework (repec:kap:annfin:v:6:y:2010:i:1:p:33-49)
  by Chiara Pederzoli & Costanza Torricelli & Dimitrios Tsomocos
• Demographics and asset returns: does the dynamics of population ageing matter? (repec:kap:annfin:v:6:y:2010:i:2:p:193-219)
  by Marianna Brunetti & Costanza Torricelli
• Modelling Credit Risk for Innovative SMEs: the Role of Innovation Measures (repec:kap:jfsres:v:44:y:2013:i:1:p:111-129)
  by Chiara Pederzoli & Grid Thoma & Costanza Torricelli
• Family ties: Labor supply responses to cope with a household employment shock (repec:kap:reveho:v:16:y:2018:i:3:d:10.1007_s11150-017-9375-z)
  by Massimo Baldini & Costanza Torricelli & Maria Cesira Urzì Brancati
• Family ties: occupational responses to cope with a household income shock (repec:mod:cappmo:0115)
  by Massimo Baldini & Costanza Torricelli & Maria Cesira Urzì Brancati
• Individual heterogeneity and pension choices: How to communicate an effective message? (repec:mod:cappmo:0136)
  by Giovanni Gallo & Costanza Torricelli & Arthur van Soest
• Individual heterogeneity and pension choices: How to communicate an effective message? (repec:mod:depeco:0080)
  by Giovanni Gallo & Costanza Torricelli & Arthur van Soest
• The Put-Call Parity in the Index Options Markets: Further results for the Italian Mib30 Options market (repec:mod:depeco:0436)
  by Costanza Torricelli & Marianna Brunetti
• Call and put implied volatilities and the derivation of option implied trees (repec:mod:depeco:0448)
  by V. Moriggia & S. Muzzioli & C. Torricelli
• A forward-looking model for time-varying capital requirements and the New Basel Capital Accord (repec:mod:depeco:0453)
  by Costanza Torricelli & Chiara Pederzoli
• The internal efficiency of Index Option Markets:Tests on the Italian Market (repec:mod:depeco:0472)
  by Costanza Torricelli & Marianna Brunetti
• The no arbitrage condition in option implied trees: evidence from the Italian index options market (repec:mod:depeco:0491)
  by V. Moriggia & S. Muzzioli & C. Torricelli
• 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, (repec:mod:depeco:0518)
  by Costanza Torricelli & Marianna Brunetti
• The Effect of Population Ageing on Household Portfolio Choices in Italy (repec:mod:depeco:0545)
  by Marianna Brunetti & Costanza Torricelli
• Marriage and Other Risky Assets: A Portfolio Approach (repec:mod:depeco:0606)
  by Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli
• Is it money or brains? The determinants of intra-family decision power (repec:mod:depeco:0686)
  by Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli
• Forward-looking estimation of default probabilities with Italian data (repec:mod:modena:0504)
  by Giuseppe Marotta & Chiara Pederzoli & Costanza Torricelli
• The role of demographic variables in explaining financial returns in Italy (repec:mod:modena:0701)
  by Marianna Brunetti & Costanza Torricelli
• The Effect of Population Ageing on Household Portfolio Choices in Italy (repec:mod:modena:0702)
  by Marianna Brunetti & Costanza Torricelli
• Marriage and Other Risky Assets: A Portfolio Approach (repec:mod:recent:030)
  by Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli
• Is it money or brains? The determinants of intra-family decision power (repec:mod:recent:083)
  by Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli
• Model risk and techniques for controlling market parameters. The experience in Banco Popolare (repec:mod:wcefin:0005)
  by Michele Bonollo & Davide Morandi & Chiara Pederzoli & Costanza Torricelli
• Indebtedness, macroeconomic conditions and banks’ loan losses: evidence from Italy (repec:mod:wcefin:0009)
  by Simona Castellani & Chiara Pederzoli & Costanza Torricelli
• Models For Household Portfolios And Life-Cycle Allocations In The Presence Of Labour Income And Longevity Risk (repec:mod:wcefin:0017)
  by Costanza Torricelli
• A parsimonious default prediction model for Italian SMEs (repec:mod:wcefin:0022)
  by Chiara Pederzoli & Costanza Torricelli
• Modelling credit risk for innovative firms: the role of innovation measures (repec:mod:wcefin:0025)
  by Chiara Pederzoli & Grid Thoma & Costanza Torricelli
• Is financial fragility a matter of illiquidity? An appraisal for Italian households (repec:mod:wcefin:0032)
  by Marianna Brunetti & Elena Giarda & Costanza Torricelli
• Is it money or brains? The determinants of intra-family decision power (repec:mod:wcefin:0033)
  by Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli
• A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises (repec:mod:wcefin:0038)
  by Gianfranco Gianfelice & Giuseppe Marotta & Costanza Torricelli
• Efficiency and unbiasedness of corn futures markets: New evidence across the financial crisis (repec:mod:wcefin:0040)
  by Chiara Pederzoli & Costanza Torricelli
• Family ties: occupational responses to cope with a household income shock (repec:mod:wcefin:0045)
  by Massimo Baldini & Costanza Torricelli & Maria Cesira Urzì Brancati
• The impact of skill and management structure on Serie A Clubs’ performance (repec:mod:wcefin:0046)
  by Costanza Torricelli & Maria Cesira Urzì Brancati & Luca Mirtoleni
• Does homeownership partly explain low participation in supplementary pension schemes? (repec:mod:wcefin:0048)
  by Marco Santantonio & Costanza Torricelli & Maria Cesira Urzì Brancati
• Second homes: households' life dream or (wrong) investment? (repec:mod:wcefin:0052)
  by Marianna Brunetti & Costanza Torricelli
• Systemic risk measures and macroprudential stress tests. An assessment over the 2014 EBA exercise (repec:mod:wcefin:0054)
  by Chiara Pederzoli & Costanza Torricelli
• Individual Heterogeneity and Pension Choices: How to Communicate an Effective Message? (repec:mod:wcefin:0062)
  by Giovanni Gallo & Costanza Torricelli & Arthur van Soest
• Past Income Scarcity and Current Perception of Financial Fragility (repec:mod:wcefin:0064)
  by Massimo Baldini & Giovanni Gallo & Costanza Torricelli
• Household Preferences for Socially Responsible Investments (repec:mod:wcefin:0066)
  by Maria Cristina Rossi & Dario Sansone & Costanza Torricelli & Arthur van Soest
• The impact of the Fundamental Review of the Trading Book: A preliminary assessment on a stylized portfolio (repec:mod:wcefin:0075)
  by Chiara Pederzoli & Costanza Torricelli
• Financial fragility across Europe and the US: The role of portfolio choices, household features and economic-institutional setup (repec:mod:wcefin:0081)
  by Marianna Brunetti & Elena Giarda & Costanza Torricelli
• The market price of greenness A factor pricing approach for Green Bonds (repec:mod:wcefin:0083)
  by Beatrice Bertelli & Gianna Boero & Costanza Torricelli
• Social Bonds and the “Social Premium†(repec:mod:wcefin:0085)
  by Costanza Torricelli & Eleonora Pellati
• Climate Stress Test: bad (or good) news for the market? An Event Study Analysis on Euro Zone Banks (repec:mod:wcefin:0086)
  by Costanza Torricelli & Fabio Ferrari
• ESG screening strategies and portfolio performance: how do they fare in periods of financial distress? (repec:mod:wcefin:0087)
  by Costanza Torricelli & Beatrice Bertelli
• ESG compliant optimal portfolios: The impact of ESG constraints on portfolio optimization in a sample of European stocks (repec:mod:wcefin:0088)
  by Costanza Torricelli & Beatrice Bertelli
• Do Women Prefer Pink? The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions (repec:mul:je8794:doi:10.1429/81935:y:2015:i:3:p:377-420)
  by Henriëtte Prast & Mariacristina Rossi & Costanza Torricelli & Dario Sansone
• Rating systems, procyclicalilty and Basel II: an evaluation in a general equilibrium framework (repec:oxf:wpaper:2008fe27)
  by Chiara Pederzoli & Costanza Torricelli & Dimitrios P. Tsomocos
• Portfolio Choices, Gender and Marital Status (repec:rpo:ripoec:v:98:y:2008:i:5:p:119-154)
  by Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli
• Is it money or brains? The determinants of intra-family decision power (repec:rtv:ceisrp:238)
  by Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli
• Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households (repec:rtv:ceisrp:242)
  by Marianna Brunetti & Elena Giarda & Costanza Torricelli
• Second Homes: Households' Life Dream or (Wrong) Investment? (repec:rtv:ceisrp:351)
  by Marianna Brunetti & Costanza Torricelli
• Financial Fragility across Europe and the US: The Role of Portfolio Choices, Household Features and Economic-institutional Setup (repec:rtv:ceisrp:487)
  by Marianna Brunetti & Elena Giarda & Costanza Torricelli
• Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework (repec:sbs:wpsefe:2008fe27)
  by Chiara Pederzoli & Costanza Torricelli & Dimitrios P. Tsomocos
• The internal efficiency of Index Option Markets (repec:sce:scecf5:158)
  by Brunetti M. & Torricelli C.
• Optimal banks behaviour and procyclicality (repec:sce:scecfa:349)
  by Chiara Pederzoli & Costanza Torricelli
• Economic activity and Recession Probabilities: spread predictive power in Italy (repec:sce:scecfa:350)
  by Costanza Torricelli & Marianna Brunetti
• The rational expectation dynamics of a model for the term structure and monetary policy (repec:spr:decfin:v:24:y:2001:i:2:p:137-152)
  by Luisa Malaguti & Costanza Torricelli
• The scars of scarcity in the short run: an empirical investigation across Europe (repec:spr:epolit:v:37:y:2020:i:3:d:10.1007_s40888-020-00187-4)
  by Massimo Baldini & Giovanni Gallo & Costanza Torricelli
• Social bonds and the “social premium” (repec:spr:jecfin:v:47:y:2023:i:3:d:10.1007_s12197-023-09620-3)
  by Costanza Torricelli & Eleonora Pellati
• The trade-off between ESG screening and portfolio diversification in the short and in the long run (repec:spr:jecfin:v:48:y:2024:i:2:d:10.1007_s12197-023-09652-9)
  by Beatrice Bertelli & Costanza Torricelli
• Financial Fragility Across Europe: Is it the Household or the Country that Matters? (repec:spr:soinre:v:176:y:2025:i:2:d:10.1007_s11205-024-03456-y)
  by Marianna Brunetti & Elena Giarda & Costanza Torricelli
• The internal and cross market efficiency in index option markets: an investigation of the Italian market (repec:taf:apfiec:v:17:y:2007:i:1:p:25-33)
  by M. Brunetti & C. Torricelli
• Efficiency and unbiasedness of corn futures markets: new evidence across the financial crisis (repec:taf:apfiec:v:23:y:2013:i:24:p:1853-1863)
  by C. Pederzoli & C. Torricelli
• Estimation and arbitrage opportunities for exchange rate baskets (repec:taf:applec:v:35:y:2003:i:15:p:1689-1698)
  by Danilo Mercurio & Costanza Torricelli
• Economic activity and recession probabilities: information content and predictive power of the term spread in Italy (repec:taf:applec:v:41:y:2009:i:18:p:2309-2322)
  by Marianna Brunetti & Costanza Torricelli
• A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises (repec:taf:applec:v:47:y:2015:i:2:p:129-147)
  by Gianfranco Gianfelice & Giuseppe Marotta & Costanza Torricelli
• Second homes in Italy: every household’s dream or (un)profitable investments? (repec:taf:chosxx:v:32:y:2017:i:2:p:168-185)
  by Marianna Brunetti & Costanza Torricelli
• Population age structure and household portfolio choices in Italy (repec:taf:eurjfi:v:16:y:2010:i:6:p:481-502)
  by Marianna Brunetti & Costanza Torricelli
• The information in the term structure of German interest rates (repec:taf:eurjfi:v:8:y:2002:i:1:p:21-45)
  by Gianna Boero & Costanza Torricelli
• Collected Works of Marida Bertocchi (repec:taf:quantf:v:20:y:2020:i:5:p:721-722)
  by Costanza Torricelli
• Do Women Prefer Pink? : The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions (repec:tiu:tiutis:f4256476-6503-4459-ba12-633d10f0343d)
  by Prast, H.M. & Rossi, M. & Torricelli, C. & Druta, C.
• Marriage and Other Risky Assets: A Portfolio Approach (repec:wpc:wplist:wp03_09)
  by Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli
• Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: Some Comparative Evidence (repec:wrk:warwec:512)
  by Boero, G. & Torricelli, C.
• Estimation and arbitrage opportunities for exchange rate baskets (repec:zbw:sfb373:200137)
  by Mercurio, Danilo & Torricelli, Costanza