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

  • University of Siena - Department of Economics and Statistics

  • Leibniz Institute for Financial Research SAFE

SCHOLARLY PAPERS

18

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4,236

TOTAL CITATIONS
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Top 19,225

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12

Scholarly Papers (18)

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1.

Direct and Indirect Risk-Taking Incentives of Inside Debt

Downloads 544 (109,595)
Citation 1

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 219 (295,461)

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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 204 (316,403)
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 121 (497,162)

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Inside Debt, Credit Spreads, Risk-Taking

2.

Investment-Specific Shocks, Business Cycles, and Asset Prices

Downloads 402 (157,234)

Investment-Specific Shocks, Business Cycles, and Asset Prices

Number of pages: 59 Posted: 11 Jun 2015 Last Revised: 20 Dec 2017
Giuliano Curatola, Michael Donadelli, Patrick Grüning and Christoph Meinerding
University of Siena - Department of Economics and Statistics, University of Brescia, Latvijas Banka and Deutsche Bundesbank
Downloads 289 (223,485)

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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
Giuliano Curatola, Michael Donadelli, Patrick Grüning and Christoph Meinerding
University of Siena - Department of Economics and Statistics, University of Brescia, Latvijas Banka and Deutsche Bundesbank
Downloads 113 (524,333)

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

3.

Optimal Consumption and Portfolio Choice with Loss Aversion

Downloads 378 (168,417)
Citation 2

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 198 (325,281)
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 180 (355,546)
Citation 1

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

4.

Consumption-Based Asset Pricing with Herd Behavior

Downloads 371 (171,931)

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 223 (290,296)

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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 148 (421,796)

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

5.

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
Giuliano Curatola, Michael Donadelli, Alessandro Gioffré and Patrick Grüning
University of Siena - Department of Economics and Statistics, University of Brescia, University of Florence - Department of Economics and Management and Latvijas Banka
Downloads 354 (181,112)
Citation 1

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

6.

Pricing Sin Stocks: Ethical Preference vs. Risk Aversion

Downloads 316 (204,636)

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 196 (328,437)

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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 120 (500,472)

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Asset Pricing, General Equilibrium, Sin Stocks

7.

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 295 (220,294)
Citation 2

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

8.

CEO Investment of Deferred Compensation Plans and Firm Performance

Downloads 281 (231,816)
Citation 1

CEO Investment of Deferred Compensation Plans and Firm Performance

Number of pages: 67 Posted: 08 Jun 2016 Last Revised: 08 Apr 2019
Domenico Cambrea, Stefano Colonnello, Giuliano Curatola and Giulia Fantini
Università degli Studi della Calabria, Ca Foscari University of Venice, University of Siena - Department of Economics and Statistics and Swansea University
Downloads 150 (417,167)
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
Domenico Cambrea, Stefano Colonnello, Giuliano Curatola and Giulia Fantini
Università degli Studi della Calabria, Ca Foscari University of Venice, University of Siena - Department of Economics and Statistics and Swansea University
Downloads 131 (466,344)

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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 203 (319,123)
Citation 1

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

10.

Optimistic and Pessimistic Disagreement and the Cross Section of Stock Returns

Number of pages: 83 Posted: 25 Oct 2021
Ilya Dergunov, Giuliano Curatola and Christian Schlag
HSE University, University of Siena - Department of Economics and Statistics and Goethe University Frankfurt
Downloads 197 (327,974)

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Forecast disagreement, heterogeneous beliefs, asset pricing

11.

International Capital Markets with Time-Varying Preferences

Downloads 188 (342,483)

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 HSE University
Downloads 140 (441,443)

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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 HSE University
Downloads 48 (869,514)

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

12.

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 184 (349,403)
Citation 4

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

13.

Trading Away Incentives

Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2024
Number of pages: 45 Posted: 06 Sep 2022 Last Revised: 15 Nov 2024
Stefano Colonnello, Giuliano Curatola and Shuo Xia
Ca Foscari University of Venice, University of Siena - Department of Economics and Statistics and Halle Institute for Economic Research
Downloads 116 (510,763)

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Executive Compensation, Equity Incentives, Insider Trading, Hedging, Dynamic Contracting

14.

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 116 (510,763)

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

15.

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, University of Brescia and Latvijas Banka
Downloads 108 (538,836)

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

16.

Whose forecaster matters? The risk premium of optimistic & pessimistic disagreement

Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2023
Number of pages: 83 Posted: 31 Oct 2023
Giuliano Curatola, Ilya Dergunov and Christian Schlag
University of Siena - Department of Economics and Statistics, HSE University and Goethe University Frankfurt
Downloads 92 (601,382)

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17.

When Does Linking Pay to Default Reduce Bank Risk?

Downloads 89 (613,858)

When Does Linking Pay to Default Reduce Bank Risk?

Number of pages: 58 Posted: 16 Apr 2024
Giuliano Curatola, Stefano Colonnello and Shuo Xia
University of Siena - Department of Economics and Statistics, Ca Foscari University of Venice and Halle Institute for Economic Research
Downloads 51 (844,834)

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Bank Risk-Taking, Banking Regulation, Default-Linked Compensation

When Does Linking Pay to Default Reduce Bank Risk?

Ca' Foscari University of Venice, Department of Economics Research Paper Series No. 07/2024
Number of pages: 60 Posted: 22 Apr 2024
Stefano Colonnello, Giuliano Curatola and Shuo Xia
Ca Foscari University of Venice, University of Siena - Department of Economics and Statistics and Halle Institute for Economic Research
Downloads 38 (962,685)

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Bank Risk-Taking, Banking Regulation, Default-Linked Compensation

18.

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 2 (1,312,634)
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endogenous price of risk, excessive leverage, loss averse borrowers, occasionally binding constraints, risk-tolerance