Giuliano Curatola

Goethe University Frankfurt - Research Center SAFE

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

Theodor-W.-Adorno-Platz 3

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

12

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CITATIONS

2

Scholarly Papers (12)

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, Goethe University Frankfurt - Research Center SAFE and Utrecht University School of Economics
Downloads 170 (144,801)

Abstract:

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, Goethe University Frankfurt - Research Center SAFE and Utrecht University School of Economics
Downloads 137 (174,307)

Abstract:

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, Goethe University Frankfurt - Research Center SAFE and Utrecht University School of Economics
Downloads 73 (270,792)

Abstract:

Inside Debt, Credit Spreads, Risk-Taking

Optimal Consumption and Portfolio Choice with Loss Aversion

Number of pages: 38 Posted: 24 Nov 2012 Last Revised: 29 Jul 2015
Giuliano Curatola
Goethe University Frankfurt - Research Center SAFE
Downloads 146 (165,440)

Abstract:

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
Goethe University Frankfurt - Research Center SAFE
Downloads 78 (260,201)

Abstract:

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

Investment-Specific Shocks, Business Cycles, and Asset Prices

Number of pages: 33 Posted: 11 Jun 2015 Last Revised: 11 Jan 2016
Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Research Center SAFE, Bank of Lithuania - CEFER and Deutsche Bundesbank
Downloads 151 (161,641)

Abstract:

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

Investment-Specific Shocks, Business Cycles, and Asset Prices

SAFE Working Paper No. 129
Number of pages: 36 Posted: 14 Mar 2016
Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Research Center SAFE, Bank of Lithuania - CEFER and Deutsche Bundesbank
Downloads 60 (301,480)

Abstract:

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

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
Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Research Center SAFE and Bank of Lithuania - CEFER
Downloads 187 (99,028)

Abstract:

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

Consumption-Based Asset Pricing with Herd Behavior

Number of pages: 54 Posted: 11 Jun 2012
Giuliano Curatola
Goethe University Frankfurt - Research Center SAFE
Downloads 95 (229,363)

Abstract:

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
Goethe University Frankfurt - Research Center SAFE
Downloads 88 (241,306)

Abstract:

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

6.

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
Goethe University Frankfurt - Research Center SAFE and University of Torino - Collegio Carlo Alberto
Downloads 170 (125,343)
Citation 1

Abstract:

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

7.

Asset Prices with Heterogeneous Loss Averse Investors

Number of pages: 44 Posted: 21 Jun 2012 Last Revised: 01 Nov 2012
Giuliano Curatola
Goethe University Frankfurt - Research Center SAFE
Downloads 103 (172,832)
Citation 1

Abstract:

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

Abandon Ship: Deferred Compensation and Risk-Taking Incentives in Bad Times

Number of pages: 45 Posted: 08 Jun 2016 Last Revised: 24 May 2017
Università degli Studi della Calabria, Otto-von-Guericke Universität Magdeburg, Goethe University Frankfurt - Research Center SAFE and Swansea University
Downloads 52 (323,799)

Abstract:

Executive Compensation, Deferred Compensation, Corporate Distress

Abandon Ship: Deferred Compensation and Risk-Taking Incentives in Bad Times

SAFE Working Paper No. 160
Number of pages: 48 Posted: 14 Dec 2016 Last Revised: 24 May 2017
Università degli Studi della Calabria, Otto-von-Guericke Universität Magdeburg, Goethe University Frankfurt - Research Center SAFE and Swansea University
Downloads 36 (377,685)

Abstract:

Inside Debt, Executive Compensation, Corporate Distress

9.

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

Number of pages: 34 Posted: 17 Mar 2014
Giuliano Curatola
Goethe University Frankfurt - Research Center SAFE
Downloads 77 (214,159)

Abstract:

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

10.

Pricing Sin Stocks: Ethical Preference vs. Risk Aversion

Number of pages: 54 Posted: 20 Mar 2017 Last Revised: 31 May 2017
Stefano Colonnello, Giuliano Curatola and Alessandro Gioffré
Otto-von-Guericke Universität Magdeburg, Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt - Research Center SAFE
Downloads 0 (349,111)

Abstract:

Asset Pricing, General Equilibrium, Sin Stocks

11.

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: 31 Posted: 18 Jan 2017
Giuliano Curatola, Michael Donadelli and Patrick Grüning
Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Research Center SAFE and Bank of Lithuania - CEFER
Downloads 0 (380,781)

Abstract:

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

12.

Preference Evolution and the Dynamics of Capital Markets

SAFE Working Paper No. 128
Number of pages: 52 Posted: 14 Mar 2016
Giuliano Curatola
Goethe University Frankfurt - Research Center SAFE
Downloads 0 (345,905)

Abstract:

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