Giuliano Curatola

University of Siena - Department of Economics and Statistics

Piazza San Francesco 7

Siena, Siena 53100

Italy

Goethe University Frankfurt - Research Center SAFE

(http://www.safe-frankfurt.de)

Theodor-W.-Adorno-Platz 3

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

15

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CITATIONS
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9

Scholarly Papers (15)

Direct and Indirect Risk-Taking Incentives of Inside Debt

Number of pages: 61 Posted: 10 Sep 2013 Last Revised: 16 Jul 2016
Stefano Colonnello, Giuliano Curatola and Ngoc Giang Hoang
Otto-von-Guericke-Universität Magdeburg, University of Siena - Department of Economics and Statistics and Utrecht University School of Economics
Downloads 185 (161,053)

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Inside Debt, Credit Spreads, Risk-Taking

Direct and Indirect Risk-Taking Incentives of Inside Debt

SAFE Working Paper No. 60
Number of pages: 64 Posted: 10 Jul 2014 Last Revised: 20 Jul 2016
Stefano Colonnello, Giuliano Curatola and Ngoc Giang Hoang
Otto-von-Guericke-Universität Magdeburg, University of Siena - Department of Economics and Statistics and Utrecht University School of Economics
Downloads 164 (179,383)
Citation 3

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Inside Debt, Credit Spreads, Risk-Taking

Direct and Indirect Risk-Taking Incentives of Inside Debt

Number of pages: 61 Posted: 04 Oct 2013 Last Revised: 16 Jul 2016
Stefano Colonnello, Giuliano Curatola and Ngoc Giang Hoang
Otto-von-Guericke-Universität Magdeburg, University of Siena - Department of Economics and Statistics and Utrecht University School of Economics
Downloads 82 (299,810)

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Inside Debt, Credit Spreads, Risk-Taking

2.

Austerity, Fiscal Uncertainty, and Economic Growth: Insights from Fiscally Weak EU Countries

SAFE Working Paper No. 56
Number of pages: 42 Posted: 27 Jun 2014 Last Revised: 25 Feb 2015
University of Siena - Department of Economics and Statistics, Goethe University Frankfurt - Research Center SAFE, University of Florence - Department of Economics and Management and Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER)
Downloads 284 (105,689)

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Austerity Measures, Fiscal Policy, Endogenous Growth, R&D

Investment-Specific Shocks, Business Cycles, and Asset Prices

Number of pages: 59 Posted: 11 Jun 2015 Last Revised: 20 Dec 2017
University of Siena - Department of Economics and Statistics, Goethe University Frankfurt - Research Center SAFE, Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER) and Deutsche Bundesbank
Downloads 204 (147,016)

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General Equilibrium Asset Pricing, Production Economy, Long-Run Risk, Investment-Specific Shocks

Investment-Specific Shocks, Business Cycles, and Asset Prices

SAFE Working Paper No. 129
Number of pages: 36 Posted: 14 Mar 2016
University of Siena - Department of Economics and Statistics, Goethe University Frankfurt - Research Center SAFE, Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER) and Deutsche Bundesbank
Downloads 78 (309,066)

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General Equilibrium Asset Pricing, Production Economy, Long-Run Risk, Investment-Specific Shocks, Nominal Rigidities

Optimal Consumption and Portfolio Choice with Loss Aversion

Number of pages: 38 Posted: 24 Nov 2012 Last Revised: 29 Jul 2015
Giuliano Curatola
University of Siena - Department of Economics and Statistics
Downloads 157 (186,220)
Citation 1

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stock allocation, consumption, loss-aversion, transform analysis

Optimal Consumption and Portfolio Choice with Loss Aversion

SAFE Working Paper No. 130
Number of pages: 40 Posted: 19 Mar 2016
Giuliano Curatola
University of Siena - Department of Economics and Statistics
Downloads 112 (243,416)

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Loss-aversion, Habit-formation, Consumption-portfolio choice

5.

Consumption Risk, Preference Heterogeneity and Asset Prices

Number of pages: 55 Posted: 28 Mar 2011 Last Revised: 16 Oct 2014
Giuliano Curatola and Roberto Marfè
University of Siena - Department of Economics and Statistics and University of Turin - Collegio Carlo Alberto
Downloads 225 (134,157)
Citation 2

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equilibrium asset pricing, heterogeneous preferences, external habit, portfolio strategies, closed form expression

Consumption-Based Asset Pricing with Herd Behavior

Number of pages: 54 Posted: 11 Jun 2012
Giuliano Curatola
University of Siena - Department of Economics and Statistics
Downloads 107 (251,487)

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Asset Pricing, Herd Behavior, Interdependent Preferences, Heterogeneity

Preference Evolution and the Dynamics of Capital Markets

Number of pages: 48 Posted: 11 Jun 2012 Last Revised: 02 Sep 2015
Giuliano Curatola
University of Siena - Department of Economics and Statistics
Downloads 98 (267,370)

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Asset pricing, general equilibrium, heterogeneous investors, interdependent preferences, portfolio choice

CEO Investment of Deferred Compensation Plans and Firm Performance

Number of pages: 67 Posted: 08 Jun 2016 Last Revised: 08 Apr 2019
Università degli Studi della Calabria, Otto-von-Guericke-Universität Magdeburg, University of Siena - Department of Economics and Statistics and Swansea University
Downloads 99 (265,518)
Citation 1

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Executive Compensation, Deferred Compensation, Corporate Distress

CEO Investment of Deferred Compensation Plans and Firm Performance

SAFE Working Paper No. 160
Number of pages: 69 Posted: 14 Dec 2016 Last Revised: 16 Apr 2019
Università degli Studi della Calabria, Otto-von-Guericke-Universität Magdeburg, University of Siena - Department of Economics and Statistics and Swansea University
Downloads 70 (329,114)

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Executive Compensation, Deferred Compensation, Corporate Distress

Pricing Sin Stocks: Ethical Preference vs. Risk Aversion

Number of pages: 60 Posted: 20 Mar 2017 Last Revised: 20 May 2018
Stefano Colonnello, Giuliano Curatola and Alessandro Gioffré
Otto-von-Guericke-Universität Magdeburg, University of Siena - Department of Economics and Statistics and University of Florence - Department of Economics and Management
Downloads 131 (216,259)

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Asset Pricing, General Equilibrium, Sin Stocks

Pricing Sin Stocks: Ethical Preference vs. Risk Aversion

SAFE Working Paper No. 216
Number of pages: 63 Posted: 12 Jul 2018
Stefano Colonnello, Giuliano Curatola and Alessandro Gioffré
Otto-von-Guericke-Universität Magdeburg, University of Siena - Department of Economics and Statistics and University of Florence - Department of Economics and Management
Downloads 36 (445,338)

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Asset Pricing, General Equilibrium, Sin Stocks

9.

Asset Prices with Heterogeneous Loss Averse Investors

Number of pages: 44 Posted: 21 Jun 2012 Last Revised: 01 Nov 2012
Giuliano Curatola
University of Siena - Department of Economics and Statistics
Downloads 155 (187,920)
Citation 1

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equilibrium, heterogeneity, loss aversion, local time, trading volume

10.

Loss Aversion, Habit Formation and the Term Structures of Equity and Interest Rates

Number of pages: 34 Posted: 17 Mar 2014
Giuliano Curatola
University of Siena - Department of Economics and Statistics
Downloads 123 (226,065)
Citation 9

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Loss-aversion, Habit Formation, Yield curve, Dividend strips, General Equilibrium.

International Capital Markets with Time-Varying Preferences

SAFE Working Paper No. 176
Number of pages: 69 Posted: 04 Aug 2017
Giuliano Curatola and Ilya Dergunov
University of Siena - Department of Economics and Statistics and Goethe University Frankfurt - Research Center SAFE
Downloads 72 (323,919)

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Asset pricing, general equilibrium, heterogeneous agents, interdependent preferences, portfolio choice

International Capital Markets with Time-Varying Preferences

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 68 Posted: 04 Jun 2018
Giuliano Curatola and Ilya Dergunov
University of Siena - Department of Economics and Statistics and Goethe University Frankfurt - Research Center SAFE
Downloads 9 (605,637)

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Asset pricing, general equilibrium, heterogeneous agents, interdependent preferences, portfolio choice.

12.

Technology Trade with Asymmetric Tax Regimes and Heterogeneous Labor Markets: Implications for Macro Quantities and Asset Prices

SAFE Working Paper No. 163
Number of pages: 36 Posted: 18 Jan 2017 Last Revised: 18 Oct 2017
Giuliano Curatola, Michael Donadelli and Patrick Grüning
University of Siena - Department of Economics and Statistics, Goethe University Frankfurt - Research Center SAFE and Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER)
Downloads 70 (325,376)

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Technology Adoption, R&D Investment, Asymmetric Tax Regimes, Asset Prices

13.

Preference Evolution and the Dynamics of Capital Markets

SAFE Working Paper No. 128
Number of pages: 52 Posted: 14 Mar 2016
Giuliano Curatola
University of Siena - Department of Economics and Statistics
Downloads 66 (335,791)

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Asset pricing, general equilibrium, heterogeneous investors, interdependent preferences, portfolio choice

14.

Portfolio Choice of Large Investors Who Interact Strategically

Number of pages: 55 Posted: 20 Jun 2019
Giuliano Curatola
University of Siena - Department of Economics and Statistics
Downloads 16 (538,472)

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Portfolio Choice; Price Impact; Strategic Interaction

15.

Divergent Reference-Dependent Risk-Attitudes and Endogenous Collateral Constraints

CEPR Discussion Paper No. DP11678
Number of pages: 70 Posted: 20 Sep 2017 Last Revised: 10 Sep 2018
Giuliano Curatola and Ester Faia
University of Siena - Department of Economics and Statistics and Goethe University Frankfurt
Downloads 0 (661,936)
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endogenous price of risk, excessive leverage, loss averse borrowers, occasionally binding constraints, risk-tolerance