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Publications

by members of

Facoltà di Scienze Bancarie, Finanziarie e Assicurative
Università Cattolica del Sacro Cuore
Milano, Italy

(School of Banking, Finance, and Insurance, Catholic University of the Sacred Heart)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2022

  1. Andrea Boitani & Catalin Dragomirescu Gaina, 2022. "News and narratives: A cointegration analysis of Russian economic policy uncertainty," DISCE - Working Papers del Dipartimento di Economia e Finanza def115, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  2. Catalin Dragomirescu-Gaina & Dionisis Philippas & Stéphane Goutte, 2022. "How to 'Trump' the energy market: evidence from the WTI-Brent spread," Working Papers halshs-03843257, HAL.
  3. Catalin Dragomirescu-Gaina & Leandro Elia, 2022. "A look offshore: unpacking the routes of misinvoicing in international trade," WIDER Working Paper Series wp-2022-156, World Institute for Development Economic Research (UNU-WIDER).

2021

  1. Emanuele Bacchiocchi & Catalin Dragomirescu-Gaina, 2021. "Uncertainty spill-overs: when policy and financial realms overlap," Papers 2102.06404, arXiv.org.
  2. Catalin Dragomirescu-Gaina & Emilios Galariotis & Dionisis Philippas, 2021. "Chasing the ‘green bandwagon’ in times of uncertainty," Post-Print hal-03142447, HAL.
  3. Dionisis Th Philippas & Catalin Dragomirescu-Gaina & Stéphane Goutte & Duc Khuong Nguyen, 2021. "Investors’ attention and information losses under market stress," Post-Print hal-03434918, HAL.

2017

  1. Dragomirescu-Gaina, Catalin & Freitas, Maria, 2017. "The social and economic preferences of a tech-savvy generation," MPRA Paper 84232, University Library of Munich, Germany.
  2. Marzia De Donno & Zbigniew Palmowski & Joanna Tumilewicz, 2017. "Double continuation regions for American and Swing options with negative discount rate in L\'evy models," Papers 1801.00266, arXiv.org, revised Jan 2019.

2016

  1. Marco Botta & Luca Colombo, 2016. "Macroeconomic and Institutional Determinants of Capital Structure Decisions," DISCE - Working Papers del Dipartimento di Economia e Finanza def038, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).

2015

  1. Beccalli, Elena & Anolli, Mario & Borello, Giuliana, 2015. "Are European banks too big? evidence on economies of scale," LSE Research Online Documents on Economics 62936, London School of Economics and Political Science, LSE Library.

2014

  1. Dragomirescu-Gaina, Catalin & Elia, Leandro & Weber, Anke, 2014. "A fast-forward look at tertiary education attainment in Europe 2020," MPRA Paper 57957, University Library of Munich, Germany.
  2. Andrea Saltelli & Catalin Dragomirescu-Gaina, 2014. "New Narratives for the European Project," The Other Canon Foundation and Tallinn University of Technology Working Papers in Technology Governance and Economic Dynamics 59, TUT Ragnar Nurkse Department of Innovation and Governance.

2013

  1. Dragomirescu-Gaina, Catalin & Weber, Anke, 2013. "Forecasting the Europe 2020 headline target on education and training: A panel data approach," MPRA Paper 68664, University Library of Munich, Germany.
  2. Anna Battauz & Marzia De Donno & Alessandro Sbuelz, 2013. "Real Options and American Derivatives: the Double Continuation Region," Working Papers 499, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

2012

  1. Enrico BERBENNI, 2012. "The public-private financing of the first Italian highways: a historical analysis," Departmental Working Papers 2012-013, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  2. Enrico BERBENNI, 2012. "The public-private financing of the first Italian highways: a historical analysis," Departmental Working Papers 2012-13, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.

2011

  1. Anna Battauz & Marzia De Donno & Fulvio Ortu, 2011. "Envelope theorems in Banach lattices," Working Papers 396, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

2008

  1. Anolli, Mario & Del Giudice, Alfonso, 2008. "Italian Open End Mutual Fund Costs," MPRA Paper 8111, University Library of Munich, Germany.

2007

  1. Anolli, Mario & Petrella, Giovanni, 2007. "A Two-Stage Non Discretionary Trading Suspension Mechanism: Effects on Market Quality," MPRA Paper 7931, University Library of Munich, Germany.

2006

  1. M. De Donno & M. Pratelli, 2006. "A theory of stochastic integration for bond markets," Papers math/0602532, arXiv.org.

Journal articles

2023

  1. Enrico Berbenni & Stefano Colombo, 2023. "The impact of pandemics on labour organization: insights from an Italian company archive during the Spanish Flu," Letters in Spatial and Resource Sciences, Springer, vol. 16(1), pages 1-16, December.
  2. Enrico Berbenni, 2023. "The pitfalls of multinational banking: The case of Italian banks in Egypt before WWII," Business History, Taylor & Francis Journals, vol. 65(4), pages 719-739, May.
  3. Boitani, Andrea & Dragomirescu-Gaina, Catalin, 2023. "News and narratives: A cointegration analysis of Russian economic policy uncertainty," Economics Letters, Elsevier, vol. 226(C).
  4. Dragomirescu-Gaina, Catalin & Philippas, Dionisis & Goutte, Stéphane, 2023. "How to ‘Trump’ the energy market: Evidence from the WTI-Brent spread," Energy Policy, Elsevier, vol. 179(C).
  5. Dionisis Philippas & Catalin Dragomirescu-Gaina & Alexandros Leontitsis & Stephanos Papadamou, 2023. "Built-in challenges within the supervisory architecture of the Eurozone," Journal of Banking Regulation, Palgrave Macmillan, vol. 24(1), pages 15-39, March.
  6. Erio Castagnoli & Marzia De Donno & Gino Favero & Paola Modesti, 2023. "On representation of preferences à la Debreu," International Journal of Data Science, Inderscience Enterprises Ltd, vol. 8(3), pages 175-194.

2022

  1. Dragomirescu-Gaina, Catalin & Philippas, Dionisis, 2022. "Local versus global factors weighing on stock market returns during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 46(PA).
  2. Battauz, Anna & De Donno, Marzia & Sbuelz, Alessandro, 2022. "On the exercise of American quanto options," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
  3. De Donno, Marzia & Menegatti, Mario, 2022. "On the relationship between comparisons of risk aversion of different orders," Journal of Mathematical Economics, Elsevier, vol. 102(C).
  4. Anna Battauz & Marzia De Donno & Janusz Gajda & Alessandro Sbuelz, 2022. "Optimal exercise of American put options near maturity: A new economic perspective," Review of Derivatives Research, Springer, vol. 25(1), pages 23-46, April.
  5. Marco Botta & Luca Vittorio Angelo Colombo, 2022. "Non‐linear capital structure dynamics," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 49(9-10), pages 1897-1928, October.

2021

  1. Berbenni, Enrico, 2021. "External devaluation and trade balance in 1930s Italy," Structural Change and Economic Dynamics, Elsevier, vol. 57(C), pages 93-107.
  2. Enrico Berbenni & Stefano Colombo, 2021. "The impact of pandemics: revising the Spanish Flu in Italy in light of models’ predictions, and some lessons for the Covid-19 pandemic," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 48(2), pages 219-243, June.
  3. Dragomirescu-Gaina, Catalin & Elia, Leandro, 2021. "Technology shocks and sectoral labour market spill-overs," Economics Letters, Elsevier, vol. 201(C).
  4. Dragomirescu-Gaina, Catalin, 2021. "Facing an unfortunate trade-off: policy responses, lessons and spill-overs during the COVID-19 pandemic," Economics & Human Biology, Elsevier, vol. 43(C).
  5. Dragomirescu-Gaina, Catalin & Galariotis, Emilios & Philippas, Dionisis, 2021. "Chasing the ‘green bandwagon’ in times of uncertainty," Energy Policy, Elsevier, vol. 151(C).
  6. Dragomirescu-Gaina, Catalin & Philippas, Dionisis & Tsionas, Mike G., 2021. "Trading off accuracy for speed: Hedge funds' decision-making under uncertainty," International Review of Financial Analysis, Elsevier, vol. 75(C).
  7. Philippas, Dionisis & Dragomirescu-Gaina, Catalin & Goutte, Stéphane & Nguyen, Duc Khuong, 2021. "Investors’ attention and information losses under market stress," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 1112-1127.

2020

  1. Marzia De Donno & Zbigniew Palmowski & Joanna Tumilewicz, 2020. "Double continuation regions for American and Swing options with negative discount rate in Lévy models," Mathematical Finance, Wiley Blackwell, vol. 30(1), pages 196-227, January.
  2. Marzia De Donno & Mario Menegatti, 2020. "Some conditions for the equivalence between risk aversion, prudence and temperance," Theory and Decision, Springer, vol. 89(1), pages 39-60, July.
  3. Marzia Donno & Marco Magnani & Mario Menegatti, 2020. "Changes in multiplicative risks and optimal portfolio choice: new interpretations and results," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 251-267, June.
  4. Marco Botta, 2020. "Financial crises, debt overhang, and firm growth in transition economies," Applied Economics, Taylor & Francis Journals, vol. 52(40), pages 4333-4350, August.

2019

  1. Marzia De Donno & Riccardo Donati & Gino Favero & Paola Modesti, 2019. "Risk estimation for short-term financial data through pooling of stable fits," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(4), pages 447-470, December.
  2. Botta, Marco, 2019. "First-move advantage in seasoned equity offerings: Evidence from European banks," Global Finance Journal, Elsevier, vol. 41(C), pages 1-12.
  3. Marco Botta & Luca Colombo, 2019. "Seasoned equity offering announcements and the returns on European bank stocks and bonds," Applied Economics, Taylor & Francis Journals, vol. 51(13), pages 1339-1359, March.

2017

  1. Anna Battauz & Marzia Donno & Alessandro Sbuelz, 2017. "Reaching nirvana with a defaultable asset?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 31-52, November.

2016

  1. Philippas, Dionisis & Dragomirescu-Gaina, Catalin, 2016. "Exposing volatility spillovers: A comparative analysis based on vector autoregressive models," Finance Research Letters, Elsevier, vol. 18(C), pages 302-305.

2015

  1. Beccalli, Elena & Anolli, Mario & Borello, Giuliana, 2015. "Are European banks too big? Evidence on economies of scale," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 232-246.
  2. Dragomirescu-Gaina, Catalin & Philippas, Dionisis, 2015. "Strategic interactions of fiscal policies in Europe: A global VAR perspective," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 49-76.
  3. Dragomirescu-Gaina, Catalin & Elia, Leandro & Weber, Anke, 2015. "A fast-forward look at tertiary education attainment in Europe 2020," Journal of Policy Modeling, Elsevier, vol. 37(5), pages 804-819.
  4. Catalin Dragomirescu-Gaina, 2015. "An empirical inquiry into the determinants of public education spending in Europe," IZA Journal of European Labor Studies, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 4(1), pages 1-24, December.
  5. Baiardi, Donatella & De Donno, Marzia & Magnani, Marco & Menegatti, Mario, 2015. "New results on precautionary saving under two risks," Economics Letters, Elsevier, vol. 130(C), pages 17-20.
  6. Anna Battauz & Marzia De Donno & Alessandro Sbuelz, 2015. "Kim and Omberg Revisited: The Duality Approach," Journal of Probability and Statistics, Hindawi, vol. 2015, pages 1-6, August.
  7. Anna Battauz & Marzia De Donno & Alessandro Sbuelz, 2015. "Real Options and American Derivatives: The Double Continuation Region," Management Science, INFORMS, vol. 61(5), pages 1094-1107, May.

2014

  1. Anolli, Mario & Beccalli, Elena & Molyneux, Philip, 2014. "Bank earnings forecasts, risk and the crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 309-335.

2013

  1. Dragomirescu-Gaina, Catalin & Philippas, Dionisis, 2013. "Is the EMU government bond market a playground for asymmetries?," The Journal of Economic Asymmetries, Elsevier, vol. 10(1), pages 21-31.

2012

  1. Anna Battauz & Marzia De Donno & Alessandro Sbuelz, 2012. "Real options with a double continuation region," Quantitative Finance, Taylor & Francis Journals, vol. 12(3), pages 465-475, April.

2011

  1. Battauz, Anna & De Donno, Marzia & Ortu, Fulvio, 2011. "Intertemporal asset pricing and the marginal utility of wealth," Journal of Mathematical Economics, Elsevier, vol. 47(2), pages 227-244, March.

2008

  1. Mario Anolli & Giovanni Petrella, 2008. "Qualità della negoziazione e tutela dell'investitore," Rivista di Politica Economica, SIPI Spa, vol. 98(1), pages 295-353, January-F.

2005

  1. Mario Anolli & Giovanni Petrella, 2005. "La sospensione della negoziazione di azioni. Evidenze empiriche dal mercato italiano," Banca Impresa Società, Società editrice il Mulino, issue 3, pages 319-350.
  2. De Donno, M. & Guasoni, P. & Pratelli, M., 2005. "Super-replication and utility maximization in large financial markets," Stochastic Processes and their Applications, Elsevier, vol. 115(12), pages 2006-2022, December.

2004

  1. Marzia De Donno, 2004. "A note on completeness in large financial markets," Mathematical Finance, Wiley Blackwell, vol. 14(2), pages 295-315, April.
  2. Marzia Donno & Maurizio Pratelli, 2004. "On the use of measure-valued strategies in bond markets," Finance and Stochastics, Springer, vol. 8(1), pages 87-109, January.

1998

  1. Mario Anolli & Rossella Locatelli, 1998. "Obiettivi e vincoli nella gestione dell'attivo delle fondazioni bancarie," Banca Impresa Società, Società editrice il Mulino, issue 3, pages 453-486.

Books

2013

  1. Mario Anolli & Elena Beccalli & Tommaso Giordani (ed.), 2013. "Retail Credit Risk Management," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, number 978-1-137-00676-9, December.

Chapters

2004

  1. Marzia De Donno, 2004. "The Term Structure of Interest Rates as a Random Field: a Stochastic Integration Approach," World Scientific Book Chapters, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe (ed.), Stochastic Processes And Applications To Mathematical Finance, chapter 2, pages 27-52, World Scientific Publishing Co. Pte. Ltd..

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