Personal Details
First Name: Marianna
Middle Name:
Last Name: Brunetti
Suffix:
RePEc Short-ID: pbr204
Email:
Homepage:
http://www.economia.uniroma2.it/nuovo/facolta/docenti/docenti.asp?IdProfessore=512&IdProfessore=&IdProfessore=&B1=VISUALIZZA
Postal Address:
Phone:
Affiliation
(in no particular order)
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
Facoltà di Economia "Marco Biagi" (Faculty of Economics)
Università degli Studi di Modena e Reggio Emilia
Location: Modena, Italy
Homepage: http://www.cefin.unimore.it/
Email:
Phone:
Fax:
Postal: c/o Dipartimento di Economia Aziendale, v.le Berengario 51, 41100 Modena
Handle: RePEc:edi:cbmodit (registered authors at this institution)
Dipartimento di Studi Economico-Finanziari e Metodi Quantitativi (SEFEMEQ) (Department of Financial Economics and Quantitative Methods)
Facoltà di Economia (Faculty of Economics)
Università degli Studi di Roma "Tor Vergata"
Location: Roma, Italy
Homepage: http://www.economia.uniroma2.it/sefemeq/
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:dsrotit (registered authors at this institution)
Centre for Household, Income, Labour and Demographic Economics (CHILD)
Location: Torino, Italy
Homepage: http://www.child-centre.it/
Email:
Phone: 39-011=6702726
Fax: 39-011-6702762
Postal: Via Po 53 10124 Turin
Handle: RePEc:edi:childit (registered authors at this institution)
Works
| Working papers | Articles | Books | Access
and download statistics | Citations (if
any)| NEP Fields |
Download all references for this author: available formats: HTML
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Working papers
- Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza, 2009.
"Marriage and Other Risky Assets: A Portfolio Approach,"
IZA Discussion Papers
3975, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions:
- Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2009.
"Marriage and Other Risky Assets: A Portfolio Approach,"
CHILD Working Papers
wp03_09, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
[Downloadable!]
- Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2008.
"Marriage and Other Risky Assets: A Portfolio Approach,"
Department of Economics
0606, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!]
- Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2009.
"Marriage and Other Risky Assets: A Portfolio Approach,"
Center for Economic Research (RECent)
030, University of Modena and Reggio E., Dept. of Economics.
[Downloadable!]
- Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza, 2009.
"Marriage and Other Risky Assets: A Portfolio Approach,"
CEPR Discussion Papers
7162, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Marianna Brunetti & Costanza Torricelli, 2007.
"The Effect of Population Ageing on Household Portfolio Choices in Italy,"
Department of Economics
545, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!]
- Marianna Brunetti, 2007.
"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)
07051, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi".
[Downloadable!]
- Marianna Brunetti & Costanza Torricelli, 2007.
"The Effect of Population Ageing on Household Portfolio Choices in Italy,"
Heterogeneity and monetary policy
0702, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
[Downloadable!]
Other versions: - Marianna Brunetti & Costanza Torricelli, 2007.
"The role of demographic variables in explaining financial returns in Italy,"
Heterogeneity and monetary policy
0701, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
[Downloadable!]
- Costanza Torricelli & Marianna Brunetti, 2006.
"Economic activity and Recession Probabilities: spread predictive power in Italy,"
Computing in Economics and Finance 2006
350, Society for Computational Economics.
- Costanza Torricelli & Marianna Brunetti, 2005.
"Economic Growth Rates and Recession Probabilities:the predictive power of the term spread in Italy,"
Department of Economics
518, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!]
- Costanza Torricelli & Marianna Brunetti, 2005.
"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, ,"
Department of Economics
0518, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!]
- Brunetti M. & Torricelli C., 2005.
"The internal efficiency of Index Option Markets,"
Computing in Economics and Finance 2005
158, Society for Computational Economics.
[Downloadable!]
- Costanza Torricelli & Marianna Brunetti, 2004.
"The internal efficiency of Index Option Markets:Tests on the Italian Market,"
Department of Economics
0472, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!]
- Costanza Torricelli & Marianna Brunetti, 2004.
"The internal efficiency of Index Option Markets:Tests on the Italian Market,"
Department of Economics
472, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!]
- Costanza Torricelli & Marianna Brunetti, 2003.
"The Put-Call Parity in the Index Options Markets: Further results for the Italian Mib30 Options market,"
Department of Economics
436, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!]
- Costanza Torricelli & Marianna Brunetti, 2003.
"The Put-Call Parity in the Index Options Markets: Further results for the Italian Mib30 Options market,"
Department of Economics
0436, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!]
Articles
- Marianna Brunetti & Costanza Torricelli, 2009.
"Economic activity and recession probabilities: information content and predictive power of the term spread in Italy,"
Applied Economics,
Taylor and Francis Journals, vol. 41(18), pages 2309-2322.
[Downloadable!] (restricted)
- M. Brunetti & C. Torricelli, 2007.
"The internal and cross market efficiency in index option markets: an investigation of the Italian market,"
Applied Financial Economics,
Taylor and Francis Journals, vol. 17(1), pages 25-33, January.
[Downloadable!] (restricted)
- Brunetti, Marianna & Torricelli, Costanza, 2005.
"Put-call parity and cross-markets efficiency in the index options markets: evidence from the Italian market,"
International Review of Financial Analysis,
Elsevier, vol. 14(5), pages 508-532.
[Downloadable!] (restricted)
Books
- Ignazio Visco & Barry Eichengreen & Gilles Mourre & Declan Costello & Giuseppe Carone & Nuria Diez Guardia & Bartosz Przywara & Aino Salomäki & Vincenzo Galasso & Mark Weth & Sebastian Schich & Etien, 2007.
"Money, Finance and Demography: The Consequences of Ageing,"
SUERF Colloquium Volumes,
SUERF - The European Money and Finance Forum, number 1 edited by Morten Balling & Ernest Gnan & Frank Lierman, November.
NEP Fields
8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-AGE: Economics of Ageing (1) 2007-05-26
- NEP-EEC: European Economics (2) 2007-02-17 2007-05-26 Author is listed
- NEP-LAB: Labour Economics (3) 2009-02-14 2009-02-22 2009-04-13 Author is listed
- NEP-MAC: Macroeconomics (3) 2009-02-22 2009-02-28 2009-02-28 Author is listed
- NEP-PBE: Public Economics (1) 2007-05-26
- NEP-RMG: Risk Management (1) 2007-02-17
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This page was last updated on 2009-11-18.
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