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Publications

by members of

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

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

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

2025

  1. Edoardo Berton & Marzia De Donno & Marco Maggis, 2025, "On consistency of optimal portfolio choice for state-dependent exponential utilities," Papers, arXiv.org, number 2501.01748, Jan.
  2. Alessandro Calvia & Marzia De Donno & Chiara Guardasoni & Simona Sanfelici, 2025, "Short-rate models with stochastic discontinuities: a PDE approach," Papers, arXiv.org, number 2510.04289, Oct, revised Jan 2026.
  3. Davide Arnaudo & Massimiliano Rigon & Paola Rossi, 2025, "Households' use of digital banking," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 976, Nov.

2022

  1. Davide Arnaudo & Silvia Del Prete & Cristina Demma & Marco Manile & Andrea Orame & Marcello Pagnini & Carlotta Rossi & Paola Rossi & Giovanni Soggia, 2022, "The Digital Trasformation in the Italian Banking Sector," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 682, Apr.

2021

  1. Steven Ongena & Sara Pinoli & Paola Rossi & Alessandro Scopelliti, 2021, "Bank credit and market-based finance for corporations: the effects of minibond issuances," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1315, Feb.

2019

  1. Paola Rossi & Diego Scalise, 2019, "Financial development and growth in European regions," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1246, Nov.

2018

  1. Angelo Baglioni & Luca Colombo & Paola Rossi, 2018, "Debt restructuring with multiple bank relationships," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1191, Sep.

2017

  1. 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, arXiv.org, number 1801.00266, Dec, revised Jan 2019.
  2. Silvia Del Prete & Cristina Demma & Paola Rossi, 2017, "From few to many: product differentiation in the Italian mortgage market," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 383, Jun.
  3. Silvia Del Prete & Marcello Pagnini & Paola Rossi & Valerio Vacca, 2017, "Lending organization and credit supply during the 2008-09 crisis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1108, Apr.

2016

  1. Marco Botta & Luca Colombo, 2016, "Macroeconomic and Institutional Determinants of Capital Structure Decisions," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def038, Apr.
  2. Davide Arnaudo & Giacinto Micucci & Massimiliano Rigon & Paola Rossi, 2016, "Should I stay or should I go? Firms’ mobility across banks in the aftermath of financial turmoil," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1086, Oct.

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, London School of Economics and Political Science, LSE Library, number 62936, Sep.
  2. Antonio Accetturo & Luciana Aimone & Enrico Beretta & Silvia Camussi & Luigi Cannari & Daniele Coin & Laura Conti & Roberto Cullino & Alessandro Fabbrini & Cristina Fabrizi & Giovanni Iuzzolino & Ales, 2015, "Deindustrialization and tertiarization: structural changes in North West Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 282, Jul.

2013

  1. Anna Battauz & Marzia De Donno & Alessandro Sbuelz, 2013, "Real Options and American Derivatives: the Double Continuation Region," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 499.
  2. Silvia Del Prete & Marcello Pagnini & Paola Rossi & Valerio Paolo Vacca, 2013, "Getting organized to lend in a period of crisis: findings from a survey of Italian banks," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 154, Apr.
  3. Marcello Pagnini & Silvia Del Prete & Paola Rossi & Valerio Vacca, 2013, "Lending Organization and Credit Supply During the Crisis," ERSA conference papers, European Regional Science Association, number ersa13p673, Nov.

2012

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

2011

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

2010

  1. Luigi Cannari (editor) & Marcello Pagnini (editor) & Paola Rossi (editor), 2010, "Banks, local credit markets and credit supply," Workshop and Conferences, Bank of Italy, Economic Research and International Relations Area, number 5, Aug.
  2. Giacinto Micucci & Paola Rossi, 2010, "Debt restructuring and the role of lending technologies," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 763, Jun.

2009

  1. Chiara Bentivogli & Amanda Carmignani & Diana Marina Del Colle & Roberto Del Giudice & Massimo Gallo & Andrea Generale & Anna Gervasoni & Massimiliano Rigon & Paola Rossi & Enrico Sette & Bruna Szegï¿, 2009, "Private equity and venture capital in Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 41, Feb.
  2. Luigi Infante & Paola Rossi, 2009, "The retail activity of foreign banks in Italy: effects on credit supply to households and firms," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 714, Jun.

2008

  1. Anolli, Mario & Del Giudice, Alfonso, 2008, "Italian Open End Mutual Fund Costs," MPRA Paper, University Library of Munich, Germany, number 8111, Jan.
  2. Giorgio Albareto & Michele Benvenuti & Sauro Mocetti & Marcello Pagnini & Paola Rossi, 2008, "Lending organizational structure and the use of credit scoring: evidence from a survey on Italian banks," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 12, Apr.
  3. Paola Rossi, 2008, "The Italian mortgage market: characteristics, evolution and regional differences. Evidence from a bank survey," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 13, Jun.

2007

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

2006

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

1999

  1. Paolo Finaldi Russo & Paola Rossi, 1999, "The cost and availability of credit for firms in industrial districts," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 360, Dec.

1998

  1. Dario Focarelli & Paola Rossi, 1998, "The demand for bank loans in Italy at national and macro-regional level (1984-96)," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 333, May.

Journal articles

2025

  1. Anna Battauz & Marzia De Donno & Alessandro Sbuelz, 2025, "American options with liquidation penalties," Computational Management Science, Springer, volume 22, issue 1, pages 1-39, June, DOI: 10.1007/s10287-025-00533-6.
  2. Marzia Donno & Mario Menegatti, 2025, "Preferences over risk changes in variance," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 1, pages 59-72, June, DOI: 10.1007/s10203-024-00474-w.
  3. Baglioni, Angelo & Colombo, Luca & Rossi, Paola, 2025, "Debt restructuring with multiple bank relationships," Journal of Banking & Finance, Elsevier, volume 178, issue C, DOI: 10.1016/j.jbankfin.2025.107503.

2024

  1. De Donno, Marzia & Menegatti, Mario, 2024, "Preferences on discounting under time risk," Journal of Mathematical Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.jmateco.2024.103020.

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, volume 16, issue 1, pages 1-16, December, DOI: 10.1007/s12076-023-00335-x.
  2. Enrico Berbenni, 2023, "The pitfalls of multinational banking: The case of Italian banks in Egypt before WWII," Business History, Taylor & Francis Journals, volume 65, issue 4, pages 719-739, May, DOI: 10.1080/00076791.2021.1918675.
  3. Marco Botta, 2023, "Currency change and capital structure decisions: evidence from the birth of the Euro area," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 20, issue 3, pages 821-850, July, DOI: 10.1108/IJMF-04-2022-0153.
  4. 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, volume 8, issue 3, pages 175-194.

2022

  1. Marco Botta & Luca Vittorio Angelo Colombo, 2022, "Non‐linear capital structure dynamics," Journal of Business Finance & Accounting, Wiley Blackwell, volume 49, issue 9-10, pages 1897-1928, October, DOI: 10.1111/jbfa.12596.
  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, volume 62, issue C, DOI: 10.1016/j.najef.2022.101738.
  3. De Donno, Marzia & Menegatti, Mario, 2022, "On the relationship between comparisons of risk aversion of different orders," Journal of Mathematical Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.jmateco.2022.102757.
  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, volume 25, issue 1, pages 23-46, April, DOI: 10.1007/s11147-021-09180-w.
  5. Paola Rossi & Diego Scalise, 2022, "Financial development and growth in European regions," Journal of Regional Science, Wiley Blackwell, volume 62, issue 2, pages 389-411, March, DOI: 10.1111/jors.12572.

2021

  1. Berbenni, Enrico, 2021, "External devaluation and trade balance in 1930s Italy," Structural Change and Economic Dynamics, Elsevier, volume 57, issue C, pages 93-107, DOI: 10.1016/j.strueco.2021.02.001.
  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, volume 48, issue 2, pages 219-243, June, DOI: 10.1007/s40812-021-00182-1.

2020

  1. Marco Botta, 2020, "Financial crises, debt overhang, and firm growth in transition economies," Applied Economics, Taylor & Francis Journals, volume 52, issue 40, pages 4333-4350, August, DOI: 10.1080/00036846.2020.1734184.
  2. 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, volume 30, issue 1, pages 196-227, January, DOI: 10.1111/mafi.12218.
  3. Marzia De Donno & Mario Menegatti, 2020, "Some conditions for the equivalence between risk aversion, prudence and temperance," Theory and Decision, Springer, volume 89, issue 1, pages 39-60, July, DOI: 10.1007/s11238-020-09745-5.
  4. 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, volume 43, issue 1, pages 251-267, June, DOI: 10.1007/s10203-019-00250-1.
  5. Silvia Del Prete & Cristina Demma & Paola Rossi, 2020, "The supply side of product differentiation in the Italian mortgage market," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 14, issue 2, pages 371-393, July, DOI: 10.1108/IJHMA-02-2020-0015.

2019

  1. Botta, Marco, 2019, "First-move advantage in seasoned equity offerings: Evidence from European banks," Global Finance Journal, Elsevier, volume 41, issue C, pages 1-12, DOI: 10.1016/j.gfj.2018.10.003.
  2. Marco Botta & Luca Colombo, 2019, "Seasoned equity offering announcements and the returns on European bank stocks and bonds," Applied Economics, Taylor & Francis Journals, volume 51, issue 13, pages 1339-1359, March, DOI: 10.1080/00036846.2018.1527450.
  3. 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, volume 33, issue 4, pages 447-470, December, DOI: 10.1007/s11408-019-00340-5.
  4. Davide Arnaudo & Giacinto Micucci & Massimiliano Rigon & Paola Rossi, 2019, "Should I Stay or Should I Go? Firms’ Mobility Across Banks in the Aftermath of the Financial Crisis," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 5, issue 1, pages 17-37, March, DOI: 10.1007/s40797-018-0081-7.

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, volume 40, issue 1, pages 31-52, November, DOI: 10.1007/s10203-017-0192-x.
  2. Silvia Del Prete & Marcello Pagnini & Paola Rossi & Valerio Vacca, 2017, "Lending Organization and Credit Supply During the 2008–2009 Crisis," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 46, issue 2, pages 207-236, July.
  3. Marcello Pagnini & Paola Rossi & Valerio Vacca, 2017, "Issue Information (ECNO)," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 46, issue 3, pages 405-408, November.
  4. Marcello Pagnini & Paola Rossi & Valerio Vacca, 2017, "Introduction," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 46, issue 3, pages 409-410, November.
  5. Giacinto Micucci & Paola Rossi, 2017, "Debt Restructuring and the Role of Banks’ Organizational Structure and Lending Technologies," Journal of Financial Services Research, Springer;Western Finance Association, volume 51, issue 3, pages 339-361, June, DOI: 10.1007/s10693-016-0250-5.
  6. Giacinto Micucci & Paola Rossi, 2017, "Financing R&D investments: an analysis on Italian manufacturing firms and their lending banks," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 44, issue 1, pages 23-49, March, DOI: 10.1007/s40812-016-0056-3.

2015

  1. Beccalli, Elena & Anolli, Mario & Borello, Giuliana, 2015, "Are European banks too big? Evidence on economies of scale," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 232-246, DOI: 10.1016/j.jbankfin.2015.04.014.
  2. Baiardi, Donatella & De Donno, Marzia & Magnani, Marco & Menegatti, Mario, 2015, "New results on precautionary saving under two risks," Economics Letters, Elsevier, volume 130, issue C, pages 17-20, DOI: 10.1016/j.econlet.2015.02.025.
  3. Anna Battauz & Marzia De Donno & Alessandro Sbuelz, 2015, "Kim and Omberg Revisited: The Duality Approach," Journal of Probability and Statistics, Hindawi, volume 2015, pages 1-6, August, DOI: 10.1155/2015/581854.
  4. Anna Battauz & Marzia De Donno & Alessandro Sbuelz, 2015, "Real Options and American Derivatives: The Double Continuation Region," Management Science, INFORMS, volume 61, issue 5, pages 1094-1107, May, DOI: 10.1287/mnsc.2013.1891.

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, volume 29, issue C, pages 309-335, DOI: 10.1016/j.intfin.2014.01.003.
  2. Silvia Del Prete & Marcello Pagnini & Paola Rossi & Valerio Vacca, 2014, "Lending organization in Italian banks," BANCARIA, Bancaria Editrice, volume 1, pages 42-80, January.

2013

  1. Luigi Infante & Paola Rossi, 2013, "The Impact of Foreign Banks' Activity on Retail Lending," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 225-246, December.

2012

  1. Anna Battauz & Marzia De Donno & Alessandro Sbuelz, 2012, "Real options with a double continuation region," Quantitative Finance, Taylor & Francis Journals, volume 12, issue 3, pages 465-475, April, DOI: 10.1080/14697688.2010.484024.

2011

  1. Battauz, Anna & De Donno, Marzia & Ortu, Fulvio, 2011, "Intertemporal asset pricing and the marginal utility of wealth," Journal of Mathematical Economics, Elsevier, volume 47, issue 2, pages 227-244, March.
  2. Giorgio Albareto & Michele Benvenuti & Sauro Mocetti & Marcello Pagnini & Paola Rossi, 2011, "The Organization of Lending and the Use of Credit Scoring Techniques in Italian Banks," Journal of Financial Transformation, Capco Institute, volume 32, pages 143-168.

2008

  1. Mario Anolli & Giovanni Petrella, 2008, "Qualità della negoziazione e tutela dell'investitore," Rivista di Politica Economica, SIPI Spa, volume 98, issue 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, volume 115, issue 12, pages 2006-2022, December.
  3. Magri, Silvia & Mori, Alessandra & Rossi, Paola, 2005, "The entry and the activity level of foreign banks in Italy: An analysis of the determinants," Journal of Banking & Finance, Elsevier, volume 29, issue 5, pages 1295-1310, May.

2004

  1. Marzia De Donno, 2004, "A note on completeness in large financial markets," Mathematical Finance, Wiley Blackwell, volume 14, issue 2, pages 295-315, April, DOI: 10.1111/j.0960-1627.2004.00193.x.
  2. Marzia Donno & Maurizio Pratelli, 2004, "On the use of measure-valued strategies in bond markets," Finance and Stochastics, Springer, volume 8, issue 1, pages 87-109, January, DOI: 10.1007/s00780-003-0102-7.

2001

  1. Paolo Finaldi Russo & Paola Rossi, 2001, "Credit constraints in Italian industrial districts," Applied Economics, Taylor & Francis Journals, volume 33, issue 11, pages 1469-1477, DOI: 10.1080/00036840010010467.

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.

1997

  1. Paola Rossi, 1997, "Ristrutturazione del debito e ruolo delle banche nel risanamento delle imprese in crisi," Banca Impresa Società, Società editrice il Mulino, issue 2, pages 283-306.

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, ISBN: ARRAY(0x8d67c5b0), February, DOI: 10.1057/9781137006769.

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, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe, "Stochastic Processes And Applications To Mathematical Finance".

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