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

17

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36

CROSSREF CITATIONS

10

Scholarly Papers (17)

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1.

Direct and Indirect Risk-Taking Incentives of Inside Debt

Downloads 493 (100,109)
Citation 10

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 207 (251,107)

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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 184 (279,504)
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 102 (447,848)

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Inside Debt, Credit Spreads, Risk-Taking

2.

Investment-Specific Shocks, Business Cycles, and Asset Prices

Downloads 367 (140,939)
Citation 1

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 269 (194,578)

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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 98 (460,364)

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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 330 (158,124)
Citation 1

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 177 (289,337)
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 153 (328,046)
Citation 1

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

4.

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 328 (159,182)
Citation 1

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

5.

Consumption-Based Asset Pricing with Herd Behavior

Downloads 268 (196,322)

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 145 (342,975)

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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 123 (390,051)

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

6.

Pricing Sin Stocks: Ethical Preference vs. Risk Aversion

Downloads 267 (197,082)

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 184 (279,504)

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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 83 (512,496)

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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 265 (198,588)
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 241 (218,012)
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 133 (367,188)
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 108 (429,586)

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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 185 (278,418)
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 164 (309,117)
Citation 4

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

11.

International Capital Markets with Time-Varying Preferences

Downloads 150 (333,138)

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 118 (402,292)

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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 32 (801,462)

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

12.

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 136 (360,004)

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Forecast disagreement, heterogeneous beliefs, asset pricing

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 94 (469,641)

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

14.

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 91 (479,529)

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

15.

Trading Away Incentives

Number of pages: 45 Posted: 06 Sep 2022 Last Revised: 19 Oct 2022
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 69 (563,605)

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

16.

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

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 30 (795,078)

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17.

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 (1,058,168)
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endogenous price of risk, excessive leverage, loss averse borrowers, occasionally binding constraints, risk-tolerance