Giuliano Curatola

University of Siena - Department of Economics and Statistics

Piazza San Francesco 7

Siena, Siena 53100

Italy

Leibniz Institute for Financial Research SAFE

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

Theodor-W.-Adorno-Platz 3

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

16

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6

CROSSREF CITATIONS

10

Scholarly Papers (16)

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
Ca Foscari University of Venice, University of Siena - Department of Economics and Statistics and Utrecht University School of Economics
Downloads 189 (180,849)

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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
Ca Foscari University of Venice, University of Siena - Department of Economics and Statistics and Utrecht University School of Economics
Downloads 167 (201,741)
Citation 1

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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
Ca Foscari University of Venice, University of Siena - Department of Economics and Statistics and Utrecht University School of Economics
Downloads 84 (336,004)

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Inside Debt, Credit Spreads, Risk-Taking

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, Leibniz Institute for Financial Research SAFE, Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER) and Deutsche Bundesbank
Downloads 227 (151,982)

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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, Leibniz Institute for Financial Research SAFE, Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER) and Deutsche Bundesbank
Downloads 82 (340,995)

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

3.

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, Leibniz Institute for Financial Research SAFE, University of Florence - Department of Economics and Management and Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER)
Downloads 296 (116,491)
Citation 1

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

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 158 (211,603)
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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 124 (257,283)
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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 232 (149,308)
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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 112 (277,347)

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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 102 (296,335)

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

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
Ca Foscari University of Venice, University of Siena - Department of Economics and Statistics and University of Florence - Department of Economics and Management
Downloads 153 (217,448)

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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
Ca Foscari University of Venice, University of Siena - Department of Economics and Statistics and University of Florence - Department of Economics and Management
Downloads 46 (459,094)

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Asset Pricing, General Equilibrium, Sin Stocks

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, Ca Foscari University of Venice, University of Siena - Department of Economics and Statistics and Swansea University
Downloads 109 (282,747)
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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, Ca Foscari University of Venice, University of Siena - Department of Economics and Statistics and Swansea University
Downloads 76 (356,851)

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Executive Compensation, Deferred Compensation, Corporate Distress

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 163 (205,740)
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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 132 (244,391)
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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 Australian National University (ANU)
Downloads 84 (336,004)

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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 Australian National University (ANU)
Downloads 11 (672,617)

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

12.

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 79 (345,385)

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

13.

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, Leibniz Institute for Financial Research SAFE and Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER)
Downloads 78 (347,959)

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

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 58 (407,030)

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Portfolio Choice; Price Impact; Strategic Interaction

15.

CEO Investment of Deferred Compensation Plans and Firm Performance

Journal of Business Finance & Accounting, Vol. 46, Issue 7-8, pp. 944-976, 2019
Number of pages: 33 Posted: 27 May 2020
Bocconi University, Ca Foscari University of Venice, University of Siena - Department of Economics and Statistics and Swansea University
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corporate distress, deferred compensation, executive compensation

16.

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
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endogenous price of risk, excessive leverage, loss averse borrowers, occasionally binding constraints, risk-tolerance