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Austerity, Fiscal Uncertainty, and Economic Growth: Insights from Fiscally Weak EU Countries 

Curatola, Giuliano; Donadelli, Michael; Gioffré, Alessandro; Grüning, Patrick (2014-08-08)
Recent empirical evidence suggests that during the last years fiscally weak European countries significantly cut their R&D budgets in an effort to reduce their deficit, according to the spirit of the Fiscal Compact. We ...
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Investment-Specific Shocks, Business Cycles, and Asset Prices 

Curatola, Giuliano; Donadelli, Michael; Grüning, Patrick; Meinerding, Christoph (2016-03-14)
We introduce long-run investment productivity risk in a two-sector production economy to explain the joint behavior of macroeconomic quantities and asset prices. Long-run productivity risk in both sectors, for which we ...
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Optimal Consumption and Portfolio Choice with Loss Aversion 

Curatola, Giuliano (2016-05-16)
This paper analyses the consumption-investment problem of a loss averse investor equipped with s-shaped utility over consumption relative to a time-varying reference level. Optimal consumption exceeds the reference level ...
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Technology Trade with Asymmetric Tax Regimes and Heterogeneous Labor Markets: Implications for Macro Quantities and Asset Prices 

Curatola, Giuliano; Donadelli, Michael; Grüning, Patrick (2017-10-05)
The international diffusion of technology plays a key role in stimulating global growth and explaining co-movements of international equity returns. Existing empirical evidence suggests that countries are heterogeneous in ...
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International Capital Markets with Time-Varying Preferences 

Curatola, Giuliano; Dergunov, Ilya (2017-08-02)
We propose a 2-country asset-pricing model where agents' preferences change endogenously as a function of the popularity of internationally traded goods. We determine the effect of the time-variation of preferences on ...
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Pricing Sin Stocks: Ethical Preference vs. Risk Aversion 

Colonnello, Stefano; Curatola, Giuliano; Gioffré, Alessandro (2018-06-14)
We develop a model that reproduces the average return and volatility spread between sin and non-sin stocks. Our investors do not necessarily boycott sin companies. Rather, they are open to invest in any company while trading ...
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Curatola, Giuliano (6)
Donadelli, Michael (3)Grüning, Patrick (3)... mehrForschungsbereich
Financial Markets (6)
Household Finance (1)... mehrJEL-KlassifizierungG12 (5)D51 (2)E20 (2)... mehrThemenConsumption (4)Macro Finance (4)Monetary Policy (3)... mehrSchlagwortasset pricing (2)general equilibrium (2)assetprices (1)... mehrErscheinungsdatum2016 (2)2017 (2)2014 (1)Has File(s)Yes (6)
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