Publications
by members of
Facoltà di Economia
Università degli Studi di Perugia
Perugia, Italy
(Faculty of Economics, University of Perugia)
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 |
Working papers
2022
- Abbritti, Mirko & Consolo, Agostino, 2022. "Labour market skills, endogenous productivity and business cycles," Working Paper Series 2651, European Central Bank.
2021
- Abbritti, Mirko & Consolo, Agostino & Weber, Sebastian, 2021. "Endogenous growth, downward wage rigidity and optimal inflation," Working Paper Series 2635, European Central Bank.
- Mirko Abbritti & Agostino Consolo & Mr. Sebastian Weber, 2021. "Endogenous Growth, Downward Wage Rigidities and Optimal Inflation," IMF Working Papers 2021/208, International Monetary Fund.
2020
- Mirko Abbritti, Ivan Kim, Tommaso Trani, 2020. "Trade Relationships, Bargaining and Export Dynamics," NCID Working Papers 04/2020, Navarra Center for International Development, University of Navarra.
- Roy Cerqueti & Rocco Ciciretti & Ambrogio Dalò & Marco Nicolosi, 2020.
"ESG Investing: A Chance To Reduce Systemic Risk,"
CEIS Research Paper
498, Tor Vergata University, CEIS, revised 04 Aug 2020.
- Cerqueti, Roy & Ciciretti, Rocco & Dalò, Ambrogio & Nicolosi, Marco, 2021. "ESG investing: A chance to reduce systemic risk," Journal of Financial Stability, Elsevier, vol. 54(C).
- Roy Cerqueti & R. Ciciretti & A. Dalo & M. Nicolosi, 2021. "ESG Investing: A Chance To Reduce Systemic Risk," Post-Print hal-03789135, HAL.
- Roy Cerqueti & Rocco Ciciretti & Ambrogio Dalò & Marco Nicolosi, 2020. "The Resilience of the Socially Responsible Investment Networks," CEIS Research Paper 495, Tor Vergata University, CEIS, revised 17 Jun 2020.
- Flavio Angelini & Katia Colaneri & Stefano Herzel & Marco Nicolosi, 2020.
"Implicit Incentives for Fund Managers with Partial Information,"
Papers
2011.07871, arXiv.org.
- Flavio Angelini & Katia Colaneri & Stefano Herzel & Marco Nicolosi, 2021. "Implicit incentives for fund managers with partial information," Computational Management Science, Springer, vol. 18(4), pages 539-561, October.
2019
- Mirko Abbritti & Mr. Sebastian Weber, 2019. "Market Regulation, Cycles and Growth in a Monetary Union," IMF Working Papers 2019/123, International Monetary Fund.
- Mirko Abbritti & Asier Aguilera-Bravo & TommasoTrani, 2019.
"Long-term business relationships, bargaining and monetary policy,"
Faculty Working Papers
03/19, School of Economics and Business Administration, University of Navarra.
- Abbritti, Mirko & Aguilera-Bravo, Asier & Trani, Tommaso, 2021. "Long-term business relationships, bargaining and monetary policy," Economic Modelling, Elsevier, vol. 101(C).
2018
- Mirko Abbritti & Hector Carcel & Luis Gil-Alana & Antonio Moreno, 2018. "Term Premium and Quantitative Easing in a Fractionally Cointegrated Yield Curve," Bank of Lithuania Working Paper Series 50, Bank of Lithuania.
2014
- Mirko Abbritti & Tommaso Trani, 2014. "Search and Bargaining in the Product Market and Price Rigidities," Faculty Working Papers 09/14, School of Economics and Business Administration, University of Navarra.
2013
- Giovanna Devetag & Sibilla Di Guida & Luca Polonio, 2013.
"An Eye-Tracking Study of Feature-Based Choice in One-Shot Games,"
Working Papers ECARES
ECARES 2013-06, ULB -- Universite Libre de Bruxelles.
- Giovanna Devetag & Sibilla Guida & Luca Polonio, 2016. "An eye-tracking study of feature-based choice in one-shot games," Experimental Economics, Springer;Economic Science Association, vol. 19(1), pages 177-201, March.
- Giovanna Devetag & Sibilla Di Guida & Luca Polonio, 2016. "An eye-tracking study of feature-based choice in one-shot games," ULB Institutional Repository 2013/232013, ULB -- Universite Libre de Bruxelles.
- Giovanna Devetag & Sibilla Di Guida & Luca Polonio, 2013. "An eye-tracking study of feature-based choice in one-shot games," CEEL Working Papers 1301, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Giovanna Devetag & Sibilla Di Guida & Luca Polonio, 2013. "An eye-tracking study of feature-based choice in one-shot games," LEM Papers Series 2013/05, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giovanna Devetag & Francesca Ceccacci & Paola De Salvo, 2013. "Do Reputation Concerns Make Behavioral Biases Disappear? The Conjunction Fallacy on Facebook and Mechanical Turk," CEEL Working Papers 1303, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Mirko Abbritti & Mr. Salvatore Dell'Erba & Mr. Antonio Moreno & Mr. Sergio Sola, 2013.
"Global Factors in the Term Structure of Interest Rates,"
IMF Working Papers
2013/223, International Monetary Fund.
- Mirko Abbritti & Salvatore Dell’Erba & Antonio Moreno & Sergio Sola, 2018. "Global Factors in the Term Structure of Interest Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 14(2), pages 301-340, March.
- Mirko Abbritti & Salvatore Dell'Erba & ​Antonio Moreno & Sergio Sola, 2014. "Global Factors in the Term Structure of Interest Rates," Faculty Working Papers 01/14, School of Economics and Business Administration, University of Navarra.
- Flavio ANGELINI & Stefano HERZEL & Marco NICOLOSI, 2013. "Costi impliciti e profilo rischio-convenienza di prodotti finanziari illiquidi," Quaderni del Dipartimento di Economia, Finanza e Statistica 118/2013, Università di Perugia, Dipartimento Economia.
2012
- Giovanna Devetag & Hykel Hosni & Giacomo Sillari, 2012.
"You Better Play 7: Mutual versus Common Knowledge of Advice in a Weak-link Experiment,"
LEM Papers Series
2012/01, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giovanna Devetag & Hykel Hosni & Giacomo Sillari, 2012. "You Better Play 7: Mutual versus Common Knowledge of Advice in a Weak-link Experiment," CEEL Working Papers 1201, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Devetag, Giovanna & Hosni, Hykel & Sillari, Giacomo, 2013. "You better play 7: mutual versus common knowledge of advice in a weak-link experiment," LSE Research Online Documents on Economics 47260, London School of Economics and Political Science, LSE Library.
- Abbritti, Mirko & Mueller, Andreas I., 2012.
"Asymmetric Labor Market Institutions in the EMU and the Volatility of Inflation and Unemployment Differentials,"
IZA Discussion Papers
6488, Institute of Labor Economics (IZA).
- Mirko Abbritti & Andreas I. Mueller, 2013. "Asymmetric Labor Market Institutions in the EMU and the Volatility of Inflation and Unemployment Differentials," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1165-1186, September.
- Mirko Abbritti & Andreas I. Mueller, 2013. "Asymmetric Labor Market Institutions in the EMU and the Volatility of Inflation and Unemployment Differentials," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1165-1186, September.
- Mirko Abbritti, 2012. "Product Market Frictions, Bargaining and Pass-Through," Faculty Working Papers 19/12, School of Economics and Business Administration, University of Navarra.
- Mirko Abbritti & Luis Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2012.
"Term Structure Persistence,"
Faculty Working Papers
26/12, School of Economics and Business Administration, University of Navarra.
- Mirko Abbritti & Luis A. Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2016. "Term Structure Persistence," Journal of Financial Econometrics, Oxford University Press, vol. 14(2), pages 331-352.
2011
- Giovanna Devetag & Francesca Pancotto & Thomas Brenner, 2011.
"The Minority Game Unpacked: Coordination and Competition in a Team-based Experiment,"
CEEL Working Papers
1102, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- G. Devetag & F. Pancotto & T. Brenner, 2011. "The Minority Game Unpacked: Coordination and Competition in a Team-based Experiment," Working Papers wp770, Dipartimento Scienze Economiche, Universita' di Bologna.
- Giovanna Devetag & Francesca Pancotto & Thomas Brenner, 2011. "The Minority Game Unpacked: Coordination and Competition in a Team-based Experiment," LEM Papers Series 2011/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Fahr, Stephan & Abbritti, Mirko, 2011.
"Macroeconomic implications of downward wage rigidities,"
Working Paper Series
1321, European Central Bank.
- Fahr Staphen & Abbritti Mirko, 2011. "Macroeconomic implications of downward wage rigidities," wp.comunite 0088, Department of Communication, University of Teramo.
- Marco Nicolosi & Stefano Grassi & Elena Stanghellini, 2011. "How to measure Corporate Social Responsibility," Quaderni del Dipartimento di Economia, Finanza e Statistica 96/2011, Università di Perugia, Dipartimento Economia.
- Stefano Herzel & Marco Nicolosi & Catalin Starica, 2011.
"The cost of sustainability on optimal portfolio choices,"
Quaderni del Dipartimento di Economia, Finanza e Statistica
84/2011, Università di Perugia, Dipartimento Economia.
- Stefano Herzel & Marco Nicolosi & Cătălin Stărică, 2012. "The cost of sustainability in optimal portfolio decisions," The European Journal of Finance, Taylor & Francis Journals, vol. 18(3-4), pages 333-349, May.
- Stefano Herzel, Stefano & Marco Nicolosi, Marco & Starica, Catalin, 2010. "The cost of sustainability on optimal portfolio choices," Sustainable Investment and Corporate Governance Working Papers 2010/15, Sustainable Investment Research Platform.
2010
- Giovanna Devetag & Sibilla Di Guida, 2010.
"Feature-based Choice and Similarity in Normal-form Games: An Experimental Study,"
LEM Papers Series
2010/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giovanna Devetag & Sibilla Di Guida, 2010. "Feature-based Choice and Similarity in Normal-form Games: An Experimental Study," DISA Working Papers 1007, Department of Computer and Management Sciences, University of Trento, Italy, revised 03 Nov 2010.
- Abbritti, Mirko & Weber, Sebastian, 2010. "Labor market institutions and the business cycle - unemployment rigidities vs. real wage rigidities," Working Paper Series 1183, European Central Bank.
2009
- Stefania Bortolotti & Giovanna Devetag & Andreas Ortmann, 2009. "Exploring the effects of real effort in a weak-link experiment," CEEL Working Papers 0901, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto, 2009.
"Does Volatility matter? Expectations of price return and variability in an asset pricing experiment,"
LEM Papers Series
2009/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Devetag, Giovanna & Pancotto, Francesca, 2011. "Does volatility matter? Expectations of price return and variability in an asset pricing experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 77(2), pages 124-146, February.
- Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto, 2008. "Does Volatility matter? Expectations of price return and variability in an asset pricing experiment," CEEL Working Papers 0801, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
2008
- Mirko Abbritti & Andrea Boitani & Mirella Damiani, 2008.
"Labour market imperfections, "divine coincidence" and the volatility of employment and inflation,"
DISCE - Quaderni dell'Istituto di Economia e Finanza
ief0078, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Mirko Abbritti & Andrea Boitani & Mirella Damiani, 2012. "Labour Market Imperfections, "Divine Coincidence" and Volatility of Employment and Inflation," Review of Economics and Institutions, Università di Perugia, vol. 3(1).
- Mirko Abbritti; Sebastian Weber, 2008. "Labor Market Rigidities and the Business Cycle: Price vs. Quantity Restricting Institutions," IHEID Working Papers 01-2008, Economics Section, The Graduate Institute of International Studies, revised Jan 2008.
- Flavio Angelini & Marco Nicolosi, 2008.
"Hedging error in Lévy models with a Fast Fourier Transform approach,"
Quaderni del Dipartimento di Economia, Finanza e Statistica
43/2008, Università di Perugia, Dipartimento Economia.
- Flavio Angelini & Marco Nicolosi, 2010. "On the Effect of Skewness and Kurtosis Misspecification on the Hedging Error," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 39(3), pages 203-226, November.
2007
- Giovanna Devetag & Andreas Ortmann, 2007.
"Classic coordination failures revisited: the effects of deviation costs and loss avoidance,"
CEEL Working Papers
0703, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Giovanna Devetag & Andreas Ortmann, 2010. "Classic coordination failures revisited: the effects of deviation costs and loss avoidance," Economics Bulletin, AccessEcon, vol. 30(2), pages 1633-1641.
- Giovanna Devetag & Andreas Ortmann, 2007. "Classic Coordination Failures Revisited: The Effects of Deviation Costs and Loss Avoidance," CERGE-EI Working Papers wp327, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Mirko Abbritti & Andreas Mueller, 2007.
"Asymmetric Labor Market Institutions in the EMU: Positive and Normative Implications,"
IHEID Working Papers
02-2009, Economics Section, The Graduate Institute of International Studies, revised Apr 2009.
- Mirko Abbritti & Andreas Mueller, 2007. "Asymmetric Labor Market Institutions in the EMU: positive and normative implications," Economics wp37, Department of Economics, Central bank of Iceland.
- Mirko Abbritti, 2007.
"Unemployment, Inflation and Monetary Policy in a Dynamic New Keynesian Model with Hiring Costs,"
IHEID Working Papers
07-2007, Economics Section, The Graduate Institute of International Studies.
- Mirko ABBRITTI & Andrea BOITANI & Mirella DAMIANI, 2006. "Unemployment, inflation and monetary policy in a dynamic New Keynesian model with hiring costs," Quaderni del Dipartimento di Economia, Finanza e Statistica 22/2006, Università di Perugia, Dipartimento Economia.
- Abbritti, Mirko & Boitani, Andrea & Damiani, Mirella, 2006. "Unemployment, Inflation and Monetary Policy in a Dynamic New Keynesian Model with Hiring Costs," MPRA Paper 2252, University Library of Munich, Germany, revised Jan 2007.
- Mirko Abbritti, 2007. "A "Simple" Currency Union Model with Labor Market Frictions, Real Wage Rigidities and Equilibrium Unemployment," IHEID Working Papers 09-2007, Economics Section, The Graduate Institute of International Studies.
2006
- Giovanna Devetag & Andreas Ortmann, 2006.
"When and Why? A Critical Survey on Coordination Failure in the Laboratory,"
CEEL Working Papers
0605, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Giovanna Devetag & Andreas Ortmann, 2007. "When and why? A critical survey on coordination failure in the laboratory," Experimental Economics, Springer;Economic Science Association, vol. 10(3), pages 331-344, September.
- Giovanna Devetag & Andreas Ortmann, 2006. "When and Why? A Critical Survey on Coordination Failure in the Laboratory," CERGE-EI Working Papers wp302, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
2005
- Giovanna Devetag & Massimo Warglien, 2005.
"Playing the wrong game: An experimental analysis of relational complexity and strategic misrepresentation,"
CEEL Working Papers
0504, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Devetag, Giovanna & Warglien, Massimo, 2008. "Playing the wrong game: An experimental analysis of relational complexity and strategic misrepresentation," Games and Economic Behavior, Elsevier, vol. 62(2), pages 364-382, March.
2003
- Giulio Bottazzi & Maria Giovanna Devetag, 2003.
"Expectations Structure in Asset Pricing Experiments,"
LEM Papers Series
2003/19, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Giovanna Devetag, 2005. "Expectations Structure in Asset Pricing Experiments," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 11-26, Springer.
- Giulio Bottazzi & Giovanna Devetag, 2005. "Expectations structure in asset pricing experiments," CEEL Working Papers 0503, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Giulio Bottazzi & Giovanna Devetag, 2003. "Expectations Structure in Asset Pricing Experiments," ROCK Working Papers 022, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Jun 2008.
2002
- Maria Giovanna Devetag, 2002.
"Coordination and information in critical mass games: an experimental study,"
CEEL Working Papers
0214, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Giovanna Devetag, 2003. "Coordination and Information in Critical Mass Games: An Experimental Study," Experimental Economics, Springer;Economic Science Association, vol. 6(1), pages 53-73, June.
- Maria Giovanna Devetag, 2002. "Precedent transfer in coordination games: experimental evidence," CEEL Working Papers 0207, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Maria Giovanna Devetag & Massimo Warglien, 2002.
"Games and phone numbers: do short term memory bounds affect strategic behavior?,"
CEEL Working Papers
0211, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Devetag, Giovanna & Warglien, Massimo, 2003. "Games and phone numbers: Do short-term memory bounds affect strategic behavior?," Journal of Economic Psychology, Elsevier, vol. 24(2), pages 189-202, April.
- Giovanna Devetag & Massimo Warglien, 2002. "Games and Phone Numbers: Do Short Term Memory Bounds Affect Strategy Behavior?," ROCK Working Papers 018, Department of Computer and Management Sciences, University of Trento, Italy, revised 13 Jun 2008.
- Giulio Bottazzi & Giovanna Devetag, 2002.
"Coordination and self-organization in minority games: experimental evidence,"
CEEL Working Papers
0215, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Giulio Bottazzi & Giovanna Devetag, 2002. "Coordination and Self-Organization in Minority Games: Experimental Evidence," ROCK Working Papers 019, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Jun 2008.
- Giulio Bottazzi & Giovanna Devetag, 2002. "Coordination and Self-Organization in Minority Games: Experimental Evidence," LEM Papers Series 2002/09, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Maria Giovanna Devetag & Massimo Warglien, 2002. "Representing others' preferences in mixed motive games: was Schelling right," CEEL Working Papers 0208, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
2001
- Giulio Bottazzi, Giovanna Devetag, Giovanni Dosi, 2001.
"Adaptive Learning and Emergent Coordination in Minority Games,"
Computing in Economics and Finance 2001
20, Society for Computational Economics.
- Giulio Bottazzi & Giovanna Devetag & Giovanni Dosi, 1999. "Adaptive Learning and Emergent Coordination in Minority Games," LEM Papers Series 1999/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giovanna Devetag & Enrico Zaninotto, 2001. "The imperfect hiding: Some introductory concepts and preliminary issues on modularity," ROCK Working Papers 010, Department of Computer and Management Sciences, University of Trento, Italy, revised 13 Jun 2008.
2000
- Giovanna Devetag, 2000. "Coordination in "Critical Mass" Games: An Experimental Study," LEM Papers Series 2000/03, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giovanna Devetag, 2000. "Transfer, Focality and Coordination: Some Experimental Results," LEM Papers Series 2000/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
1999
- Maria Giovanna Devetag, 1999.
"From utilities to mental models: A critical survey on decision rules and cognition in consumer choice,"
CEEL Working Papers
9902, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Devetag, M Giovanna, 1999. "From Utilities to Mental Models: A Critical Survey on Decision Rules and Cognition in Consumer Choice," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 8(2), pages 289-351, June.
- Maria Giovanna Devetag, 2001. "From utilities to mental models: A critical survey on decision rules and cognition in consumer choice," Experimental 0109001, University Library of Munich, Germany.
- Giulio Bottazzi & Giovanna Devetag, 1999. "Probabilistic learning and emergent coordination in a non-cooperative game with heterogeneous agents: An exploration of minority game dynamics," ROCK Working Papers 007, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Jun 2008.
Journal articles
2024
- Mirko Abbritti & Juan Equiza & Antonio Moreno & Tommaso Trani, 2024. "Downturns and changes in the yield slope," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(3), pages 673-701, April.
2023
- Abbritti, Mirko & Carcel, Hector & Gil-Alana, Luis & Moreno, Antonio, 2023. "Term premium in a fractionally cointegrated yield curve," Journal of Banking & Finance, Elsevier, vol. 149(C).
2022
- Abbritti, Mirko & Trani, Tommaso, 2022. "On Price Dynamics With Search And Bargaining In The Product Market," Macroeconomic Dynamics, Cambridge University Press, vol. 26(3), pages 545-578, April.
- Cerqueti, Roy & Ciciretti, Rocco & Dalò, Ambrogio & Nicolosi, Marco, 2022.
"A new measure of the resilience for networks of funds with applications to socially responsible investments,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 593(C).
- Roy Cerqueti & R. Ciciretti A. Dalo, M. Nicolosi, 2022. "A new measure of the resilience for networks of funds with applications to socially responsible investments," Post-Print hal-03789131, HAL.
- Roy Cerqueti & Rocco Ciciretti & Ambrogio Dalò & Marco Nicolosi, 2022.
"Mitigating Contagion Risk by ESG Investing,"
Sustainability, MDPI, vol. 14(7), pages 1-13, March.
- Roy Cerqueti & R. Ciciretti & A. Dalo & M. Nicolosi, 2022. "Mitigating contagion risk by ESG investing," Post-Print hal-03788991, HAL.
2021
- Abbritti, Mirko & Aguilera-Bravo, Asier & Trani, Tommaso, 2021.
"Long-term business relationships, bargaining and monetary policy,"
Economic Modelling, Elsevier, vol. 101(C).
- Mirko Abbritti & Asier Aguilera-Bravo & TommasoTrani, 2019. "Long-term business relationships, bargaining and monetary policy," Faculty Working Papers 03/19, School of Economics and Business Administration, University of Navarra.
- Katia Colaneri & Stefano Herzel & Marco Nicolosi, 2021.
"The value of knowing the market price of risk,"
Annals of Operations Research, Springer, vol. 299(1), pages 101-131, April.
- Katia Colaneri & Stefano Herzel & Marco Nicolosi, 2019. "The value of knowing the market price of risk," Papers 1909.07837, arXiv.org, revised Sep 2019.
- Cerqueti, Roy & Ciciretti, Rocco & Dalò, Ambrogio & Nicolosi, Marco, 2021.
"ESG investing: A chance to reduce systemic risk,"
Journal of Financial Stability, Elsevier, vol. 54(C).
- Roy Cerqueti & Rocco Ciciretti & Ambrogio Dalò & Marco Nicolosi, 2020. "ESG Investing: A Chance To Reduce Systemic Risk," CEIS Research Paper 498, Tor Vergata University, CEIS, revised 04 Aug 2020.
- Roy Cerqueti & R. Ciciretti & A. Dalo & M. Nicolosi, 2021. "ESG Investing: A Chance To Reduce Systemic Risk," Post-Print hal-03789135, HAL.
- Flavio Angelini & Katia Colaneri & Stefano Herzel & Marco Nicolosi, 2021.
"Implicit incentives for fund managers with partial information,"
Computational Management Science, Springer, vol. 18(4), pages 539-561, October.
- Flavio Angelini & Katia Colaneri & Stefano Herzel & Marco Nicolosi, 2020. "Implicit Incentives for Fund Managers with Partial Information," Papers 2011.07871, arXiv.org.
2020
- Mirko Abbritti & Juan Equiza-Goñi & Fernando Perez Gracia & Tommaso Trani, 2020. "The effect of oil price shocks on economic activity: a local projections approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(4), pages 708-723, October.
2019
- Stefano Herzel & Marco Nicolosi, 2019. "Optimal strategies with option compensation under mean reverting returns or volatilities," Computational Management Science, Springer, vol. 16(1), pages 47-69, February.
- Buccioli, Alice & Kokholm, Thomas & Nicolosi, Marco, 2019. "Expected shortfall and portfolio management in contagious markets," Journal of Banking & Finance, Elsevier, vol. 102(C), pages 100-115.
2018
- Mirko Abbritti & Sebastian Weber, 2018. "Reassessing the Role of Labor Market Institutions for the Business Cycle," International Journal of Central Banking, International Journal of Central Banking, vol. 14(1), pages 1-34, January.
- Mirko Abbritti & Salvatore Dell’Erba & Antonio Moreno & Sergio Sola, 2018.
"Global Factors in the Term Structure of Interest Rates,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(2), pages 301-340, March.
- Mirko Abbritti & Salvatore Dell'Erba & ​Antonio Moreno & Sergio Sola, 2014. "Global Factors in the Term Structure of Interest Rates," Faculty Working Papers 01/14, School of Economics and Business Administration, University of Navarra.
- Mirko Abbritti & Mr. Salvatore Dell'Erba & Mr. Antonio Moreno & Mr. Sergio Sola, 2013. "Global Factors in the Term Structure of Interest Rates," IMF Working Papers 2013/223, International Monetary Fund.
- Marco Nicolosi & Flavio Angelini & Stefano Herzel, 2018. "Portfolio management with benchmark related incentives under mean reverting processes," Annals of Operations Research, Springer, vol. 266(1), pages 373-394, July.
- Marco Nicolosi, 2018. "Optimal strategy for a fund manager with option compensation," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(1), pages 1-17, May.
2017
- Stefano Herzel & Marco Nicolosi, 2017. "Portfolio allocation in actively managed funds," Economics Bulletin, AccessEcon, vol. 37(3), pages 1688-1693.
2016
- Bortolotti, Stefania & Devetag, Giovanna & Ortmann, Andreas, 2016. "Group incentives or individual incentives? A real-effort weak-link experiment," Journal of Economic Psychology, Elsevier, vol. 56(C), pages 60-73.
- Giovanna Devetag & Sibilla Guida & Luca Polonio, 2016.
"An eye-tracking study of feature-based choice in one-shot games,"
Experimental Economics, Springer;Economic Science Association, vol. 19(1), pages 177-201, March.
- Giovanna Devetag & Sibilla Di Guida & Luca Polonio, 2016. "An eye-tracking study of feature-based choice in one-shot games," ULB Institutional Repository 2013/232013, ULB -- Universite Libre de Bruxelles.
- Giovanna Devetag & Sibilla Di Guida & Luca Polonio, 2013. "An Eye-Tracking Study of Feature-Based Choice in One-Shot Games," Working Papers ECARES ECARES 2013-06, ULB -- Universite Libre de Bruxelles.
- Giovanna Devetag & Sibilla Di Guida & Luca Polonio, 2013. "An eye-tracking study of feature-based choice in one-shot games," CEEL Working Papers 1301, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Giovanna Devetag & Sibilla Di Guida & Luca Polonio, 2013. "An eye-tracking study of feature-based choice in one-shot games," LEM Papers Series 2013/05, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Mirko Abbritti & Luis A. Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2016.
"Term Structure Persistence,"
Journal of Financial Econometrics, Oxford University Press, vol. 14(2), pages 331-352.
- Mirko Abbritti & Luis Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2012. "Term Structure Persistence," Faculty Working Papers 26/12, School of Economics and Business Administration, University of Navarra.
- Meucci, A. & Nicolosi, M., 2016. "Dynamic portfolio management with views at multiple horizons," Applied Mathematics and Computation, Elsevier, vol. 274(C), pages 495-518.
2014
- Giovanna Devetag & Francesca Pancotto & Thomas Brenner, 2014. "The minority game unpacked:," Journal of Evolutionary Economics, Springer, vol. 24(4), pages 761-797, September.
2013
- Sibilla Di Guida & Giovanna Devetag, 2013. "Feature-Based Choice and Similarity Perception in Normal-Form Games: An Experimental Study," Games, MDPI, vol. 4(4), pages 1-19, December.
- Abbritti, Mirko & Fahr, Stephan, 2013. "Downward wage rigidity and business cycle asymmetries," Journal of Monetary Economics, Elsevier, vol. 60(7), pages 871-886.
- Mirko Abbritti & Andreas I. Mueller, 2013.
"Asymmetric Labor Market Institutions in the EMU and the Volatility of Inflation and Unemployment Differentials,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1165-1186, September.
- Mirko Abbritti & Andreas I. Mueller, 2013. "Asymmetric Labor Market Institutions in the EMU and the Volatility of Inflation and Unemployment Differentials," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1165-1186, September.
- Abbritti, Mirko & Mueller, Andreas I., 2012. "Asymmetric Labor Market Institutions in the EMU and the Volatility of Inflation and Unemployment Differentials," IZA Discussion Papers 6488, Institute of Labor Economics (IZA).
2012
- Mirko Abbritti & Andrea Boitani & Mirella Damiani, 2012.
"Labour Market Imperfections, "Divine Coincidence" and Volatility of Employment and Inflation,"
Review of Economics and Institutions, Università di Perugia, vol. 3(1).
- Mirko Abbritti & Andrea Boitani & Mirella Damiani, 2008. "Labour market imperfections, "divine coincidence" and the volatility of employment and inflation," DISCE - Quaderni dell'Istituto di Economia e Finanza ief0078, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Stefano Herzel & Marco Nicolosi & Cătălin Stărică, 2012.
"The cost of sustainability in optimal portfolio decisions,"
The European Journal of Finance, Taylor & Francis Journals, vol. 18(3-4), pages 333-349, May.
- Stefano Herzel, Stefano & Marco Nicolosi, Marco & Starica, Catalin, 2010. "The cost of sustainability on optimal portfolio choices," Sustainable Investment and Corporate Governance Working Papers 2010/15, Sustainable Investment Research Platform.
- Stefano Herzel & Marco Nicolosi & Catalin Starica, 2011. "The cost of sustainability on optimal portfolio choices," Quaderni del Dipartimento di Economia, Finanza e Statistica 84/2011, Università di Perugia, Dipartimento Economia.
2011
- Bottazzi, Giulio & Devetag, Giovanna & Pancotto, Francesca, 2011.
"Does volatility matter? Expectations of price return and variability in an asset pricing experiment,"
Journal of Economic Behavior & Organization, Elsevier, vol. 77(2), pages 124-146, February.
- Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto, 2009. "Does Volatility matter? Expectations of price return and variability in an asset pricing experiment," LEM Papers Series 2009/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto, 2008. "Does Volatility matter? Expectations of price return and variability in an asset pricing experiment," CEEL Working Papers 0801, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
2010
- Devetag, Giovanna, 2010. "Experiments in Economics: Playing Fair with Money, Ananish Chaudhuri. Routledge, 270 Madison Ave., New York, NY 10016. 2009, 272 pp., $41.95 (pb), ISBN: 978-0-415-47631-7," Journal of Economic Psychology, Elsevier, vol. 31(1), pages 149-150, February.
- Giovanna Devetag & Andreas Ortmann, 2010.
"Classic coordination failures revisited: the effects of deviation costs and loss avoidance,"
Economics Bulletin, AccessEcon, vol. 30(2), pages 1633-1641.
- Giovanna Devetag & Andreas Ortmann, 2007. "Classic Coordination Failures Revisited: The Effects of Deviation Costs and Loss Avoidance," CERGE-EI Working Papers wp327, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Giovanna Devetag & Andreas Ortmann, 2007. "Classic coordination failures revisited: the effects of deviation costs and loss avoidance," CEEL Working Papers 0703, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Flavio Angelini & Marco Nicolosi, 2010.
"On the Effect of Skewness and Kurtosis Misspecification on the Hedging Error,"
Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 39(3), pages 203-226, November.
- Flavio Angelini & Marco Nicolosi, 2008. "Hedging error in Lévy models with a Fast Fourier Transform approach," Quaderni del Dipartimento di Economia, Finanza e Statistica 43/2008, Università di Perugia, Dipartimento Economia.
2008
- Devetag, Giovanna & Warglien, Massimo, 2008.
"Playing the wrong game: An experimental analysis of relational complexity and strategic misrepresentation,"
Games and Economic Behavior, Elsevier, vol. 62(2), pages 364-382, March.
- Giovanna Devetag & Massimo Warglien, 2005. "Playing the wrong game: An experimental analysis of relational complexity and strategic misrepresentation," CEEL Working Papers 0504, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
2007
- Giulio Bottazzi & Giovanna Devetag, 2007. "Competition and coordination in experimental minority games," Journal of Evolutionary Economics, Springer, vol. 17(3), pages 241-275, June.
- Giovanna Devetag & Andreas Ortmann, 2007.
"When and why? A critical survey on coordination failure in the laboratory,"
Experimental Economics, Springer;Economic Science Association, vol. 10(3), pages 331-344, September.
- Giovanna Devetag & Andreas Ortmann, 2006. "When and Why? A Critical Survey on Coordination Failure in the Laboratory," CERGE-EI Working Papers wp302, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Giovanna Devetag & Andreas Ortmann, 2006. "When and Why? A Critical Survey on Coordination Failure in the Laboratory," CEEL Working Papers 0605, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
2006
- Devetag, Giovanna, 2006. "Tilmann Betsch and Susanne Haberstroh, Editors, The Routines of Decision Making, Lawrence Erlbaum Associates, Mahwah, NJ (2005) pp. xxx + 392, $45," Journal of Economic Psychology, Elsevier, vol. 27(3), pages 459-461, June.
2005
- Devetag, Giovanna, 2005. "Precedent transfer in coordination games: An experiment," Economics Letters, Elsevier, vol. 89(2), pages 227-232, November.
- Devetag, Giovanna, 2005. "Models of a Man: Essays in Memory of Herbert A. Simon by Mie Augier, James G. March, The MIT Press Cambridge, Massachusetts, 2004. pp. xiv + 553, $45 (hbk), ISBN 0-262-01208-1," Journal of Economic Psychology, Elsevier, vol. 26(4), pages 603-606, August.
2004
- Giovanna Devetag, 2004. "A Note on the Experimental Study of Markets," Revue d'Économie Industrielle, Programme National Persée, vol. 107(1), pages 75-87.
2003
- Devetag, Giovanna & Warglien, Massimo, 2003.
"Games and phone numbers: Do short-term memory bounds affect strategic behavior?,"
Journal of Economic Psychology, Elsevier, vol. 24(2), pages 189-202, April.
- Giovanna Devetag & Massimo Warglien, 2002. "Games and Phone Numbers: Do Short Term Memory Bounds Affect Strategy Behavior?," ROCK Working Papers 018, Department of Computer and Management Sciences, University of Trento, Italy, revised 13 Jun 2008.
- Maria Giovanna Devetag & Massimo Warglien, 2002. "Games and phone numbers: do short term memory bounds affect strategic behavior?," CEEL Working Papers 0211, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Giovanna Devetag, 2003.
"Coordination and Information in Critical Mass Games: An Experimental Study,"
Experimental Economics, Springer;Economic Science Association, vol. 6(1), pages 53-73, June.
- Maria Giovanna Devetag, 2002. "Coordination and information in critical mass games: an experimental study," CEEL Working Papers 0214, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Bottazzi, Giulio & Devetag, Giovanna, 2003. "A laboratory experiment on the minority game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 324(1), pages 124-132.
1999
- Devetag, M Giovanna, 1999.
"From Utilities to Mental Models: A Critical Survey on Decision Rules and Cognition in Consumer Choice,"
Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 8(2), pages 289-351, June.
- Maria Giovanna Devetag, 2001. "From utilities to mental models: A critical survey on decision rules and cognition in consumer choice," Experimental 0109001, University Library of Munich, Germany.
- Maria Giovanna Devetag, 1999. "From utilities to mental models: A critical survey on decision rules and cognition in consumer choice," CEEL Working Papers 9902, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.