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

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 21,356

SSRN RANKINGS

Top 21,356

in Total Papers Downloads

2,849

SSRN CITATIONS
Rank 47,417

SSRN RANKINGS

Top 47,417

in Total Papers Citations

4

CROSSREF CITATIONS

10

Scholarly Papers (16)

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 189 (194,257)

Abstract:

Loading...

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 167 (216,516)
Citation 1

Abstract:

Loading...

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 85 (356,378)

Abstract:

Loading...

Inside Debt, Credit Spreads, Risk-Taking

Investment-Specific Shocks, Business Cycles, and Asset Prices

Number of pages: 59 Posted: 11 Jun 2015 Last Revised: 20 Dec 2017
University of Siena - Department of Economics and Statistics, University of Brescia, Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER) and Deutsche Bundesbank
Downloads 237 (156,744)

Abstract:

Loading...

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
University of Siena - Department of Economics and Statistics, University of Brescia, Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER) and Deutsche Bundesbank
Downloads 85 (356,378)

Abstract:

Loading...

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

3.

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
University of Siena - Department of Economics and Statistics, University of Brescia, University of Florence - Department of Economics and Management and Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER)
Downloads 302 (122,928)
Citation 1

Abstract:

Loading...

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

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 160 (224,701)
Citation 1

Abstract:

Loading...

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 127 (270,739)
Citation 1

Abstract:

Loading...

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

5.

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 240 (155,362)
Citation 2

Abstract:

Loading...

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

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 113 (294,932)

Abstract:

Loading...

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 105 (310,595)

Abstract:

Loading...

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

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 158 (227,172)

Abstract:

Loading...

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 48 (480,898)

Abstract:

Loading...

Asset Pricing, General Equilibrium, Sin Stocks

CEO Investment of Deferred Compensation Plans and Firm Performance

Number of pages: 67 Posted: 08 Jun 2016 Last Revised: 08 Apr 2019
Università degli Studi della Calabria, Ca Foscari University of Venice, University of Siena - Department of Economics and Statistics and Swansea University
Downloads 111 (298,598)
Citation 1

Abstract:

Loading...

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
Università degli Studi della Calabria, Ca Foscari University of Venice, University of Siena - Department of Economics and Statistics and Swansea University
Downloads 80 (369,853)

Abstract:

Loading...

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 166 (217,365)
Citation 1

Abstract:

Loading...

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 136 (256,188)
Citation 4

Abstract:

Loading...

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

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 Australian National University (ANU)
Downloads 89 (346,299)

Abstract:

Loading...

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 Australian National University (ANU)
Downloads 13 (697,753)

Abstract:

Loading...

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

12.

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 81 (363,583)

Abstract:

Loading...

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

13.

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 Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER)
Downloads 80 (366,219)

Abstract:

Loading...

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

14.

Portfolio Choice of Large Investors Who Interact Strategically

Number of pages: 55 Posted: 20 Jun 2019
Giuliano Curatola
University of Siena - Department of Economics and Statistics
Downloads 77 (374,397)

Abstract:

Loading...

Portfolio Choice; Price Impact; Strategic Interaction

15.

CEO Investment of Deferred Compensation Plans and Firm Performance

Journal of Business Finance & Accounting, Vol. 46, Issue 7-8, pp. 944-976, 2019
Number of pages: 33 Posted: 27 May 2020
Bocconi University, Ca Foscari University of Venice, University of Siena - Department of Economics and Statistics and Swansea University
Downloads 0 (787,863)
Citation 1
  • Add to Cart

Abstract:

Loading...

corporate distress, deferred compensation, executive compensation

16.

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 (787,863)
  • Add to Cart

Abstract:

Loading...

endogenous price of risk, excessive leverage, loss averse borrowers, occasionally binding constraints, risk-tolerance