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Details about Michael Donadelli

Homepage:https://sites.google.com/site/michdonadelli/home
Postal address:Goethe University Frankfurt Grüneburgplatz 1, 60323 Frankfurt am Main, Germany
Workplace:Leibniz-Institut für Finanzforschung SAFE (Sustainable Architecture for Finance in Europe) (Leibniz Institute for Financial Research), (more information at EDIRC)

Access statistics for papers by Michael Donadelli.

Last updated 2019-01-05. Update your information in the RePEc Author Service.

Short-id: pdo301


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Working Papers

2018

  1. Global temperature, R&D expenditure, and growth
    Bank of Lithuania Discussion Paper Series, Bank of Lithuania Downloads
    Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2017) Downloads View citations (1)

2017

  1. Innovation Dynamics and Fiscal Policy: Implications for Growth, Asset Prices, and Welfare
    Bank of Lithuania Working Paper Series, Bank of Lithuania Downloads View citations (1)
    Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2017) Downloads View citations (1)
  2. Technology Trade with Asymmetric Tax Regimes and Heterogeneous Labor Markets: Implications for Macro Quantities and Asset Prices
    Bank of Lithuania Working Paper Series, Bank of Lithuania Downloads
    Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2017) Downloads
  3. Temperature shocks and welfare costs
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE Downloads View citations (12)
    See also Journal Article in Journal of Economic Dynamics and Control (2017)

2016

  1. A quasi real-time leading indicator for the EU industrial production
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE Downloads
  2. Globally dangerous diseases: Bad news for Main Street, good news for Wall Street?
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE Downloads View citations (1)
  3. Investment-Specific Shocks, Business Cycles, and Asset Prices
    Bank of Lithuania Working Paper Series, Bank of Lithuania Downloads
    Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2016) Downloads
  4. Which market integration measure?
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE Downloads View citations (1)
    See also Journal Article in Journal of Banking & Finance (2017)

2015

  1. A novel ex-ante leading indicator for the EU industrial production
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE
  2. Austerity, fiscal uncertainty, and economic growth: Insights from fiscally weak EU countries
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE Downloads
  3. Measuring Financial Integration: Lessons from the Correlation
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads
  4. Technological Progress, Investment Frictions and Business Cycle: New Insights from a Neoclassical Growth Model
    Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli Downloads

2014

  1. International Capital Markets Structure, Preferences and Puzzles: The US-China Case
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (10)
    Also in CESifo Working Paper Series, CESifo Group Munich (2014) Downloads View citations (7)

2013

  1. On the Dynamics of Industrial Stock Market Excess Returns
    Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli Downloads View citations (1)

2012

  1. Education vs TFP: Empirical Evidence from The Sub-Saharan Countries
    Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli Downloads View citations (2)
    Also in Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2012) Downloads
  2. Emerging Stock Premia: Do Industries Matter?
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (1)
  3. The Equity Risk Premium: Empirical Evidence from Emerging Markets
    Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli Downloads View citations (3)

2010

  1. Understanding the Global Demand Collapse: Empirical Analysis and Optimal Policy Response
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (2)
  2. Why Should Naive Investors Avoid Stock Markets ?
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads

Journal Articles

2017

  1. Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street?
    Journal of Financial Markets, 2017, 35, (C), 84-103 Downloads View citations (1)
  2. Temperature shocks and welfare costs
    Journal of Economic Dynamics and Control, 2017, 82, (C), 331-355 Downloads View citations (9)
    See also Working Paper (2017)
  3. Which market integration measure?
    Journal of Banking & Finance, 2017, 76, (C), 150-174 Downloads View citations (6)
    See also Working Paper (2016)

2016

  1. Differences in measures of the fiscal multiplier and the reduced-form vector autoregression
    Applied Economics Letters, 2016, 23, (17), 1215-1218 Downloads
  2. Investor Sentiment and Sectoral Stock Returns: Evidence from World Cup Games
    Finance Research Letters, 2016, 17, (C), 267-274 Downloads View citations (5)
  3. Labor market dynamics, endogenous growth, and asset prices
    Economics Letters, 2016, 143, (C), 32-37 Downloads View citations (10)

2015

  1. Asian stock markets, US economic policy uncertainty and US macro-shocks
    New Zealand Economic Papers, 2015, 49, (2), 103-133 Downloads View citations (4)
  2. Google search-based metrics, policy-related uncertainty and macroeconomic conditions
    Applied Economics Letters, 2015, 22, (10), 801-807 Downloads View citations (10)
  3. International capital markets structure, preferences and puzzles: A “US–China World”
    Journal of International Financial Markets, Institutions and Money, 2015, 36, (C), 85-99 Downloads View citations (2)
  4. Matching the BRIC equity premium: A structural approach
    Emerging Markets Review, 2015, 22, (C), 65-75 Downloads
  5. Uncertainty shocks and policymakers’ behavior: evidence from the subprime crisis era
    Journal of Economic Studies, 2015, 42, (4), 578-607 Downloads

2014

  1. Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?
    The North American Journal of Economics and Finance, 2014, 28, (C), 206-220 Downloads View citations (3)
  2. Is there heterogeneity in financial integration dynamics? Evidence from country and industry emerging market equity indexes
    Journal of International Financial Markets, Institutions and Money, 2014, 32, (C), 184-218 Downloads View citations (10)
  3. Understanding emerging market equity risk premia: Industries, governance and macroeconomic policy uncertainty
    Research in International Business and Finance, 2014, 30, (C), 284-309 Downloads View citations (18)

2013

  1. Economic growth and poverty traps in sub-Saharan Africa: The role of education and TFP shocks
    Research in Economics, 2013, 67, (3), 226-242 Downloads View citations (2)
  2. Emerging Stock Premia: Some Evidence From Industrial Stock Market Data
    Asian Economic and Financial Review, 2013, 3, (4), 398-422 Downloads
  3. Global integration and emerging stock market excess returns
    Macroeconomics and Finance in Emerging Market Economies, 2013, 6, (2), 244-279 Downloads View citations (10)
  4. Movements and co-movements across the European asset classes: portfolio allocations and policy implications
    Rivista Bancaria - Minerva Bancaria, 2013, (1-2) Downloads

2012

  1. On the role of liquidity in emerging markets stock prices
    Research in Economics, 2012, 66, (4), 320-348 Downloads View citations (8)
  2. The Equity Premium Puzzle: Pitfalls in Estimating the Coefficient of Relative Risk Aversion
    Journal of Applied Finance & Banking, 2012, 2, (2), 7 Downloads View citations (2)

2011

  1. Is Stock Always the Right Choice? Should Naive Investors Avoid Stock Markets?
    Advances in Management and Applied Economics, 2011, 1, (3), 5 Downloads

Chapters

2014

  1. Measuring Financial Integration: Evidence from Ten Industries in a “US-Emerging World”
    A chapter in Risk Management Post Financial Crisis: A Period of Monetary Easing, 2014, vol. 96, pp 153-178 Downloads
 
Page updated 2020-02-21