Giovanni Guazzarotti

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

14

DOWNLOADS
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1,956

SSRN CITATIONS
Rank 1,652

SSRN RANKINGS

Top 1,652

in Total Papers Citations

128

CROSSREF CITATIONS

482

Scholarly Papers (14)

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 739 (33,476)
Citation 255

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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 167 (180,254)

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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 136 (214,201)
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 85 (299,319)

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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 137 (212,372)
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 120 (235,116)
Citation 30

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annuities, retirement, life cycle model

5.
Downloads 95 (276,604)
Citation 1

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

6.

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 79 (310,073)

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debt financing, corporate bonds, private placement

7.
Downloads 70 (332,235)
Citation 53

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 33 (468,872)

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 23 (525,370)
Citation 53

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 14 (584,593)

Abstract:

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information contagion, laboratory experiment

8.

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 64 (348,322)
Citation 22

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pension funds, portfolio choice

9.

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 58 (365,850)
Citation 5

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bond market, debt financing, corporate bonds

10.

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 50 (391,798)

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securities transaction tax, market liquidity, market volatility

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 46 (405,682)
Citation 1

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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 23 (525,370)
Citation 31

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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 19 (551,456)

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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 35 (448,837)
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 33 (457,585)

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interbank market, counterparty risk, financial crisis