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Marianna Brunetti

Personal Details

First Name:Marianna
Middle Name:
Last Name:Brunetti
Suffix:
RePEc Short-ID:pbr204
http://www.economia.uniroma2.it/nuovo/facolta/docenti/docenti.asp?IdProfessore=512&IdProfessore=&IdProfessore=&B1=VISUALIZZA
Via Columbia, 2 00133, Rome, Italy
Terminal Degree:2006 Facoltà di Economia; Università degli Studi di Bergamo (from RePEc Genealogy)

Affiliation

(45%) Dipartimento di Economia e Finanza
Facoltà di Economia
Università degli Studi di Roma "Tor Vergata"

Roma, Italy
http://www.economia.uniroma2.it/def/
RePEc:edi:dsrotit (more details at EDIRC)

(45%) Facoltà di Economia
Università degli Studi di Roma "Tor Vergata"

Roma, Italy
http://www.economia.uniroma2.it/
RePEc:edi:ferotit (more details at EDIRC)

(10%) Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS)
Facoltà di Economia
Università degli Studi di Roma "Tor Vergata"

Roma, Italy
http://www.ceistorvergata.it/
RePEc:edi:csrotit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. Marianna Brunetti & Roberta De Luca, 2022. "Sensitivity of Profitability in Cointegration-Based Pairs Trading," CEIS Research Paper 540, Tor Vergata University, CEIS, revised 11 Apr 2022.
  2. Marianna Brunetti & Roberta De Luca, 2021. "Pairs Trading In The Index Options Market," CEIS Research Paper 512, Tor Vergata University, CEIS, revised 02 Sep 2021.
  3. Marianna Brunetti & Roberta De Luca, 2020. "Pre-selection in Cointegration-based Pairs Trading," CEIS Research Paper 500, Tor Vergata University, CEIS, revised 10 Mar 2021.
  4. Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2020. "Financial fragility across Europe and the US: The role of portfolio choices, household features and economic-institutional setup," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0081, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  5. Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2018. "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," Center for Economic Research (RECent) 137, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  6. Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2018. "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," Department of Economics 0138, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
  7. Marianna Brunetti & Rocco Ciciretti & Ljubica Djordjevic, 2016. "Till Mortgage Do Us Part: Mortgage Switching Costs and Household’s Bank Switching," CEIS Research Paper 364, Tor Vergata University, CEIS, revised 28 May 2020.
  8. Marco Angrisani & Vincenzo Atella & Marianna Brunetti, 2016. "Public Health Insurance and Household Portfolio Choices: Unraveling Financial “Side Effects” of Medicare," CEIS Research Paper 382, Tor Vergata University, CEIS, revised 07 Feb 2017.
  9. Marianna Brunetti & Rocco Ciciretti & Ljubica Djordjevic, 2014. "The Determinants of Household's Bank Switching," CEIS Research Paper 322, Tor Vergata University, CEIS, revised 11 Nov 2015.
  10. Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2012. "Is it money or brains? The determinants of intra-family decision power," Center for Economic Research (RECent) 083, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  11. Marianna Brunetti & Costanza Torricelli, 2012. "Second Homes: Households' Life Dream or (Wrong) Investment?," CEIS Research Paper 351, Tor Vergata University, CEIS, revised 04 Aug 2012.
  12. Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2012. "Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households," CEIS Research Paper 242, Tor Vergata University, CEIS, revised 18 Jul 2012.
  13. Vincenzo Atella & Marianna Brunetti & Nicole Maestas, 2011. "Household Portfolio Choices, Health status and Health Care Systems A Cross-Country Analysis Based on SHARE," CEIS Research Paper 183, Tor Vergata University, CEIS, revised 21 Jan 2011.
  14. Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza, 2009. "Marriage and Other Risky Assets: A Portfolio Approach," IZA Discussion Papers 3975, Institute of Labor Economics (IZA).
  15. 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.
  16. 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) 0001, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  17. 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.
  18. 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.
  19. Brunetti M. & Torricelli C., 2005. "The internal efficiency of Index Option Markets," Computing in Economics and Finance 2005 158, Society for Computational Economics.
  20. 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".
  21. 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".
  22. 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".

Articles

  1. Brunetti, M. & Ciciretti, R. & Djordjevic, Lj., 2020. "Till mortgage do us part: Mortgage switching costs and household's bank switching," Journal of Banking & Finance, Elsevier, vol. 119(C).
  2. Angrisani, Marco & Atella, Vincenzo & Brunetti, Marianna, 2018. "Public health insurance and household portfolio Choices: Unravelling financial “Side Effects” of Medicare," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 198-212.
  3. Marianna Brunetti & Costanza Torricelli, 2017. "Second homes in Italy: every household’s dream or (un)profitable investments?," Housing Studies, Taylor & Francis Journals, vol. 32(2), pages 168-185, February.
  4. Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2016. "Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(4), pages 628-649, December.
  5. Brunetti, M. & Ciciretti, R. & Djordjevic, Lj., 2016. "The determinants of household’s bank switching," Journal of Financial Stability, Elsevier, vol. 26(C), pages 175-189.
  6. Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza, 2014. "Who holds the purse strings within the household? The determinants of intra-family decision making," Journal of Economic Behavior & Organization, Elsevier, vol. 101(C), pages 65-86.
  7. Atella, Vincenzo & Brunetti, Marianna & Maestas, Nicole, 2012. "Household portfolio choices, health status and health care systems: A cross-country analysis based on SHARE," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1320-1335.
  8. Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza, 2011. "Marriage and other risky assets: A portfolio approach," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2902-2915, November.
  9. Marianna Brunetti & Costanza Torricelli, 2010. "Demographics and asset returns: does the dynamics of population ageing matter?," Annals of Finance, Springer, vol. 6(2), pages 193-219, March.
  10. Marianna Brunetti & Costanza Torricelli, 2010. "Population age structure and household portfolio choices in Italy," The European Journal of Finance, Taylor & Francis Journals, vol. 16(6), pages 481-502.
  11. Marianna Brunetti & Costanza Torricelli, 2009. "Economic activity and recession probabilities: information content and predictive power of the term spread in Italy," Applied Economics, Taylor & Francis Journals, vol. 41(18), pages 2309-2322.
  12. Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2008. "Portfolio Choices, Gender and Marital Status," Rivista di Politica Economica, SIPI Spa, vol. 98(5), pages 119-154, September.
  13. Marianna Brunetti, 2007. "Population Ageing, Household Portfolios and Financial Asset Returns: a Survey of the Literature," Politica economica, Società editrice il Mulino, issue 2, pages 171-208.
  14. 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.
    RePEc:taf:apfiec:v:17:y:2007:i:1:p:25-33 is not listed on IDEAS

Books

  1. Ignazio Visco & Barry Eichengreen & Gilles Mourre & Declan Costello & Giuseppe Carone & Nuria Diez Guardia & Bartosz Przywara & Aino Salomäki & Vincenzo Galasso & Mark Weth & Sebastian Schich & Etienn, 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, March.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 27 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (7) 2009-02-22 2009-02-28 2009-02-28 2018-12-03 2018-12-17 2019-01-21 2019-02-04. Author is listed
  2. NEP-URE: Urban and Real Estate Economics (7) 2012-07-23 2016-02-12 2018-12-03 2018-12-10 2018-12-17 2019-01-21 2019-02-04. Author is listed
  3. NEP-DEM: Demographic Economics (6) 2012-06-25 2012-06-25 2012-07-01 2012-07-14 2012-10-27 2013-04-20. Author is listed
  4. NEP-EUR: Microeconomic European Issues (4) 2011-01-30 2018-12-03 2020-06-08 2021-02-15
  5. NEP-LAB: Labour Economics (3) 2009-02-14 2009-02-22 2009-04-13
  6. NEP-MIG: Economics of Human Migration (3) 2018-12-03 2018-12-10 2018-12-17
  7. NEP-BAN: Banking (2) 2014-08-25 2015-07-11
  8. NEP-EEC: European Economics (2) 2007-02-17 2021-10-11
  9. NEP-HEA: Health Economics (2) 2011-01-30 2016-06-04
  10. NEP-HME: Heterodox Microeconomics (2) 2012-07-01 2012-10-27
  11. NEP-AGE: Economics of Ageing (1) 2016-06-04
  12. NEP-CFN: Corporate Finance (1) 2021-10-11
  13. NEP-CWA: Central and Western Asia (1) 2021-10-11
  14. NEP-IAS: Insurance Economics (1) 2016-06-04
  15. NEP-ORE: Operations Research (1) 2022-05-09
  16. NEP-PBE: Public Economics (1) 2012-07-01
  17. NEP-RMG: Risk Management (1) 2007-02-17

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