Giovanni Guazzarotti

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

16

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2,334

SSRN CITATIONS
Rank 1,868

SSRN RANKINGS

Top 1,868

in Total Papers Citations

450

CROSSREF CITATIONS

239

Scholarly Papers (16)

1.

An Analysis of the Determinants of Credit Default Swap Spread Changes Before and During the Subprime Financial Turmoil

Bank of Italy Temi di Discussione (Working Paper) No. 749
Number of pages: 45 Posted: 01 Sep 2010
Antonio Di Cesare and Giovanni Guazzarotti
Bank of Italy and Bank of Italy
Downloads 867 (38,795)
Citation 1

Abstract:

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Credit Default Swaps, Bond Spreads, Credit Risk, Merton Model

Information Uncertainty and the Reaction of Stock Prices to News

Number of pages: 38 Posted: 13 Feb 2009
Paolo Angelini and Giovanni Guazzarotti
Bank of Italy and Bank of Italy
Downloads 171 (239,916)

Abstract:

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Overconfidence, Stock price continuation, Stock price reaction to news

Information Uncertainty and the Reaction of Stock Prices to News

Bank of Italy Temi di Discussione (Working Paper) No. 765
Number of pages: 69 Posted: 29 Oct 2010
Paolo Angelini and Giovanni Guazzarotti
Bank of Italy and Bank of Italy
Downloads 149 (269,386)
Citation 23

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stock price continuation, price adjustment speed, news, earnings announcements, analysts forecasts, post-earnings announcement drift, post-analyst forecast revisions drift, managers incentives

Information Uncertainty and the Reaction of Stock Prices to News

Number of pages: 37 Posted: 19 Mar 2009
Paolo Angelini and Giovanni Guazzarotti
Bank of Italy and Bank of Italy
Downloads 87 (394,783)
Citation 1

Abstract:

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stock price anomalies, price continuation, price reaction to news

3.

The Impact of the Financial Crisis on Inter-Bank Funding: Evidence from Italian Balance Sheet Data

Bank of Italy Occasional Paper No. 95
Number of pages: 32 Posted: 07 Dec 2011
Bank of Italy, Bank of Italy, Bank of Italy and Board of Governors of the Federal Reserve System
Downloads 152 (264,306)
Citation 8

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interbank market, financial crisis

4.

What Determines Annuity Demand at Retirement?

Bank of Italy Temi di Discussione (Working Paper) No. 805
Number of pages: 38 Posted: 23 May 2011
Giuseppe Cappelletti, Giovanni Guazzarotti and Pietro Tommasino
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 129 (300,346)
Citation 31

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annuities, retirement, life cycle model

5.
Downloads 108 (340,679)
Citation 1

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long-term financing, investments, infrastructures, small and medium enterprises

6.
Downloads 95 (370,420)
Citation 106

Informational Contagion in the Laboratory

FRB of New York Staff Report No. 715
Number of pages: 62 Posted: 07 Mar 2015
Federal Reserve Bank of New York, University College London - Centre for Economic Learning and Social Evolution (ELSE), Bank of Italy, University College London and University of Newcastle - Economics
Downloads 43 (562,647)

Abstract:

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information contagion, laboratory experiment

Informational Contagion in the Laboratory

Bank of Italy Temi di Discussione (Working Paper) No. 1063
Number of pages: 75 Posted: 20 Oct 2016
Federal Reserve Bank of New York, University College London - Centre for Economic Learning and Social Evolution (ELSE), Bank of Italy, University College London and University of Newcastle - Economics
Downloads 30 (639,229)
Citation 106

Abstract:

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informational contagion, laboratory experiment

Informational Contagion in the Laboratory

FRB of New York Staff Report No. 715
Number of pages: 62 Posted: 18 Aug 2015
Federal Reserve Bank of New York, University College London - Centre for Economic Learning and Social Evolution (ELSE), Bank of Italy, University College London and University of Newcastle - Economics
Downloads 22 (699,314)

Abstract:

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information contagion, laboratory experiment

7.

Il Mercato Del Private Placement Per Il Finanziamento Delle Imprese (The Private Placement Market for Firm Debt Financing)

Bank of Italy Occasional Paper No. 262
Number of pages: 27 Posted: 02 May 2015
Nicola Branzoli and Giovanni Guazzarotti
Bank of Italy and Bank of Italy
Downloads 92 (378,022)
Citation 1

Abstract:

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debt financing, corporate bonds, private placement

8.

First-Time Corporate Bond Issuers in Italy

Bank of Italy Occasional Paper No. 269
Number of pages: 35 Posted: 23 May 2015
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 80 (411,014)
Citation 9

Abstract:

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bond market, debt financing, corporate bonds

9.

The Stock Market Effects of a Securities Transaction Tax: Quasi-Experimental Evidence from Italy

ECB Working Paper No. 1949
Number of pages: 32 Posted: 30 Aug 2016
Giuseppe Cappelletti, Giovanni Guazzarotti and Pietro Tommasino
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 74 (429,453)
Citation 1

Abstract:

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securities transaction tax, market liquidity, market volatility

10.

The Effect of Age on Portfolio Choices: Evidence Form an Italian Pension Fund

Bank of Italy Temi di Discussione (Working Paper) No. 768
Number of pages: 37 Posted: 20 Mar 2011
Giuseppe Cappelletti, Giovanni Guazzarotti and Pietro Tommasino
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 68 (449,257)
Citation 22

Abstract:

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pension funds, portfolio choice

11.

Retirement Savings in the Survey on Household Income and Wealth

Bank of Italy Occasional Paper No. 77
Number of pages: 45 Posted: 04 May 2011
Giuseppe Cappelletti and Giovanni Guazzarotti
Bank of Italy and Bank of Italy
Downloads 48 (527,971)
Citation 2

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supplementary pension funds, occupational pension funds, retirement savings, replacement rate, annuity

Tax Deferral and Mutual Fund Inflows: Evidence from a Quasi-Natural Experiment

Bank of Italy Temi di Discussione (Working Paper) No. 938
Number of pages: 41 Posted: 07 Mar 2014
Giuseppe Cappelletti, Giovanni Guazzarotti and Pietro Tommasino
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 25 (675,395)
Citation 87

Abstract:

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mutual funds, net flows, taxation

Tax Deferral and Mutual Fund Inflows - Evidence from a Quasi-Natural Experiment

ECB Working Paper No. 1664
Number of pages: 34 Posted: 17 Apr 2014
Giuseppe Cappelletti, Giovanni Guazzarotti and Pietro Tommasino
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 22 (699,314)

Abstract:

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mutual funds, capital income taxation

13.

Liquidity Transformation and Financial Stability: Evidence from the Cash Management of Open-End Italian Mutual Funds

Bank of Italy Temi di Discussione (Working Paper) No. 1113
Number of pages: 49 Posted: 08 May 2017
Nicola Branzoli and Giovanni Guazzarotti
Bank of Italy and Bank of Italy
Downloads 44 (546,512)
Citation 23

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liquidity transformation, open-end mutual funds, financial stability

14.

The Role of Counterparty Risk and Asymmetric Information in the Interbank Market

ECB Working Paper No. 2022
Number of pages: 33 Posted: 24 Feb 2017
Giuseppe Cappelletti and Giovanni Guazzarotti
Bank of Italy and Bank of Italy
Downloads 44 (546,512)

Abstract:

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interbank market, counterparty risk, financial crisis

15.

Missing Investors in the Italian Corporate Bond Market

Bank of Italy Occasional Paper No. 450, July 2018
Number of pages: 35 Posted: 09 Jul 2019
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 42 (556,390)

Abstract:

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corporate bond market, risk allocation, corporate bond holders

16.

Insurers’ Investments before and After the Covid-19 Outbreak

Bank of Italy Temi di Discussione (Working Paper) No. 1363
Number of pages: 34 Posted: 14 Feb 2022
Federico Apicella, Raffaele Gallo and Giovanni Guazzarotti
Bank of Italy, Bank of Italy - Research Department and Bank of Italy
Downloads 37 (582,135)

Abstract:

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insurance companies, investments, pandemic, financial stability, solvency ratio