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Details about Michael Donadelli

Homepage:https://sites.google.com/site/michdonadelli/home
Postal address:University of Brescia Department of Economics and Management Via San Faustino 74/b Brescia (Italy)
Workplace:Dipartimento di Economia e Management (Department of Economics and Management), Università degli Studi di Brescia (University of Brescia), (more information at EDIRC)

Access statistics for papers by Michael Donadelli.

Last updated 2024-05-20. Update your information in the RePEc Author Service.

Short-id: pdo301


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Working Papers

2021

  1. The Quadrilemma of a Small Open Circular Economy Through a Prism of the 9R Strategies
    Bank of Lithuania Working Paper Series, Bank of Lithuania Downloads View citations (2)

2019

  1. Monetary policy, trade, and endogenous growth under different international financial market structures
    Bank of Lithuania Working Paper Series, Bank of Lithuania Downloads
  2. Risk weighting, private lending and macroeconomic dynamics
    Discussion Papers, Deutsche Bundesbank Downloads
  3. Temperature Volatility Risk
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (23)
  4. Understanding Macro and Asset Price Dynamics During the Climate Transition
    Bank of Lithuania Discussion Paper Series, Bank of Lithuania Downloads View citations (9)

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 (4)

    See also Journal Article Global temperature, R&D expenditure, and growth, Energy Economics, Elsevier (2021) Downloads View citations (7) (2021)
  2. Migration Fear, Uncertainty, and Macroeconomic Dynamics
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads

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)

    See also Journal Article Innovation dynamics and fiscal policy: Implications for growth, asset prices, and welfare, The North American Journal of Economics and Finance, Elsevier (2021) Downloads View citations (1) (2021)
  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

    See also Journal Article Technology trade with asymmetric tax regimes and heterogeneous labour markets: Implications for macro quantities and asset prices, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2022) Downloads (2022)
  3. Temperature shocks and welfare costs
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE Downloads View citations (60)
    See also Journal Article Temperature shocks and welfare costs, Journal of Economic Dynamics and Control, Elsevier (2017) Downloads View citations (60) (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
    See also Journal Article A Quasi Real‐Time Leading Indicator for the EU Industrial Production, Manchester School, University of Manchester (2019) Downloads View citations (1) (2019)
  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 (6)
  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 Which market integration measure?, Journal of Banking & Finance, Elsevier (2017) Downloads View citations (38) (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 View citations (4)
  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 (20)
    Also in CESifo Working Paper Series, CESifo (2014) Downloads View citations (20)

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 (2)

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 (3)
    Also in Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2012) Downloads View citations (3)
  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 (4)

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 (4)
  2. Why Should Naive Investors Avoid Stock Markets ?
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads

Journal Articles

2024

  1. Financial market integration: A complex and controversial journey
    International Review of Financial Analysis, 2024, 92, (C) Downloads

2022

  1. European green policy announcements and sectoral stock returns
    Energy Policy, 2022, 166, (C) Downloads View citations (3)
  2. Global risks, the macroeconomy, and asset prices
    Empirical Economics, 2022, 63, (5), 2357-2388 Downloads View citations (2)
  3. Technology trade with asymmetric tax regimes and heterogeneous labour markets: Implications for macro quantities and asset prices
    International Journal of Finance & Economics, 2022, 27, (4), 3805-3831 Downloads
    See also Working Paper Technology Trade with Asymmetric Tax Regimes and Heterogeneous Labor Markets: Implications for Macro Quantities and Asset Prices, Bank of Lithuania Working Paper Series (2017) Downloads (2017)
  4. Temperature Variability and the Macroeconomy: A World Tour
    Environmental & Resource Economics, 2022, 83, (1), 221-259 Downloads View citations (12)

2021

  1. Computing Macro-Effects and Welfare Costs of Temperature Volatility: A Structural Approach
    Computational Economics, 2021, 58, (2), 347-394 Downloads View citations (16)
  2. Consumption smoothing, risk sharing and financial integration
    The World Economy, 2021, 44, (1), 143-187 Downloads View citations (3)
  3. From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions
    International Review of Financial Analysis, 2021, 74, (C) Downloads View citations (36)
  4. Global temperature, R&D expenditure, and growth
    Energy Economics, 2021, 104, (C) Downloads View citations (7)
    See also Working Paper Global temperature, R&D expenditure, and growth, Bank of Lithuania Discussion Paper Series (2018) Downloads (2018)
  5. Innovation dynamics and fiscal policy: Implications for growth, asset prices, and welfare
    The North American Journal of Economics and Finance, 2021, 57, (C) Downloads View citations (1)
    See also Working Paper Innovation Dynamics and Fiscal Policy: Implications for Growth, Asset Prices, and Welfare, Bank of Lithuania Working Paper Series (2017) Downloads View citations (1) (2017)
  6. Using past epidemics to estimate the macroeconomic implications of COVID-19: A bad idea!
    Structural Change and Economic Dynamics, 2021, 57, (C), 214-224 Downloads View citations (6)

2020

  1. Immigration, uncertainty and macroeconomic dynamics
    The World Economy, 2020, 43, (2), 326-354 Downloads View citations (2)
  2. On the role of domestic and international financial cyclical factors in driving economic growth
    Applied Economics, 2020, 52, (11), 1272-1297 Downloads View citations (2)
  3. Sex and “the City”: Financial stress and online pornography consumption
    Journal of Behavioral and Experimental Finance, 2020, 27, (C) Downloads
  4. The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index
    Economics Letters, 2020, 197, (C) Downloads View citations (4)
  5. Tornado activity, house prices, and stock returns
    The North American Journal of Economics and Finance, 2020, 52, (C) Downloads View citations (8)

2019

  1. A Quasi Real‐Time Leading Indicator for the EU Industrial Production
    Manchester School, 2019, 87, (4), 510-542 Downloads View citations (1)
    See also Working Paper A quasi real-time leading indicator for the EU industrial production, SAFE Working Paper Series (2016) Downloads (2016)
  2. Adding cycles into the neoclassical growth model
    Economic Modelling, 2019, 78, (C), 162-171 Downloads View citations (1)
  3. Non-macro-based Google searches, uncertainty, and real economic activity
    Research in International Business and Finance, 2019, 48, (C), 111-142 Downloads View citations (11)

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 (47)
  2. Temperature shocks and welfare costs
    Journal of Economic Dynamics and Control, 2017, 82, (C), 331-355 Downloads View citations (60)
    See also Working Paper Temperature shocks and welfare costs, SAFE Working Paper Series (2017) Downloads View citations (60) (2017)
  3. Which market integration measure?
    Journal of Banking & Finance, 2017, 76, (C), 150-174 Downloads View citations (38)
    See also Working Paper Which market integration measure?, SAFE Working Paper Series (2016) Downloads View citations (1) (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 (14)
  3. Labor market dynamics, endogenous growth, and asset prices
    Economics Letters, 2016, 143, (C), 32-37 Downloads View citations (14)

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 (8)
  2. Google search-based metrics, policy-related uncertainty and macroeconomic conditions
    Applied Economics Letters, 2015, 22, (10), 801-807 Downloads View citations (28)
  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 (4)
  4. Matching the BRIC equity premium: A structural approach
    Emerging Markets Review, 2015, 22, (C), 65-75 Downloads View citations (1)
  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 (7)
  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 (27)
  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 (32)

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 (4)
  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 (11)
  4. Movements and co-movements across the European asset classes: portfolio allocations and policy implications
    Rivista Bancaria - Minerva Bancaria, 2013, (1-2) Downloads View citations (1)

2012

  1. On the role of liquidity in emerging markets stock prices
    Research in Economics, 2012, 66, (4), 320-348 Downloads View citations (13)
  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 (4)

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 2024-05-22