Details about Michael Donadelli
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Last updated 2024-05-20. Update your information in the RePEc Author Service.
Short-id: pdo301
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Working Papers
2021
- The Quadrilemma of a Small Open Circular Economy Through a Prism of the 9R Strategies
Bank of Lithuania Working Paper Series, Bank of Lithuania  View citations (2)
2019
- Monetary policy, trade, and endogenous growth under different international financial market structures
Bank of Lithuania Working Paper Series, Bank of Lithuania
- Risk weighting, private lending and macroeconomic dynamics
Discussion Papers, Deutsche Bundesbank View citations (1)
- Temperature Volatility Risk
Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (29)
- Understanding Macro and Asset Price Dynamics During the Climate Transition
Bank of Lithuania Discussion Paper Series, Bank of Lithuania View citations (9)
2018
- Global temperature, R&D expenditure, and growth
Bank of Lithuania Discussion Paper Series, Bank of Lithuania
Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2017) View citations (4)
See also Journal Article Global temperature, R&D expenditure, and growth, Energy Economics, Elsevier (2021) View citations (8) (2021)
- Migration Fear, Uncertainty, and Macroeconomic Dynamics
Working Papers, Department of Economics, University of Venice "Ca' Foscari"
2017
- Innovation Dynamics and Fiscal Policy: Implications for Growth, Asset Prices, and Welfare
Bank of Lithuania Working Paper Series, Bank of Lithuania View citations (1)
Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2017) 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) View citations (1) (2021)
- 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
Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2017)
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) (2022)
- Temperature shocks and welfare costs
SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE View citations (74)
See also Journal Article Temperature shocks and welfare costs, Journal of Economic Dynamics and Control, Elsevier (2017) View citations (74) (2017)
2016
- A quasi real-time leading indicator for the EU industrial production
SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE
See also Journal Article A Quasi Real‐Time Leading Indicator for the EU Industrial Production, Manchester School, University of Manchester (2019) View citations (1) (2019)
- Globally dangerous diseases: Bad news for Main Street, good news for Wall Street?
SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE View citations (6)
- Investment-Specific Shocks, Business Cycles, and Asset Prices
Bank of Lithuania Working Paper Series, Bank of Lithuania
Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2016)
- Which market integration measure?
SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE View citations (1)
See also Journal Article Which market integration measure?, Journal of Banking & Finance, Elsevier (2017) View citations (45) (2017)
2015
- A novel ex-ante leading indicator for the EU industrial production
SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE
- Austerity, fiscal uncertainty, and economic growth: Insights from fiscally weak EU countries
SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE
- Measuring Financial Integration: Lessons from the Correlation
Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (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
2014
- International Capital Markets Structure, Preferences and Puzzles: The US-China Case
Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (20)
Also in CESifo Working Paper Series, CESifo (2014) View citations (20)
2013
- On the Dynamics of Industrial Stock Market Excess Returns
Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli View citations (2)
2012
- Education vs TFP: Empirical Evidence from The Sub-Saharan Countries
Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli View citations (3)
Also in Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2012) View citations (3)
- Emerging Stock Premia: Do Industries Matter?
Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (1)
- The Equity Risk Premium: Empirical Evidence from Emerging Markets
Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli View citations (4)
2010
- Understanding the Global Demand Collapse: Empirical Analysis and Optimal Policy Response
Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (4)
- Why Should Naive Investors Avoid Stock Markets ?
Working Papers, Department of Economics, University of Venice "Ca' Foscari"
Journal Articles
2024
- Financial market integration: A complex and controversial journey
International Review of Financial Analysis, 2024, 92, (C)
2022
- European green policy announcements and sectoral stock returns
Energy Policy, 2022, 166, (C) View citations (3)
- Global risks, the macroeconomy, and asset prices
Empirical Economics, 2022, 63, (5), 2357-2388 View citations (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
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) (2017)
- Temperature Variability and the Macroeconomy: A World Tour
Environmental & Resource Economics, 2022, 83, (1), 221-259 View citations (19)
2021
- Computing Macro-Effects and Welfare Costs of Temperature Volatility: A Structural Approach
Computational Economics, 2021, 58, (2), 347-394 View citations (19)
- Consumption smoothing, risk sharing and financial integration
The World Economy, 2021, 44, (1), 143-187 View citations (4)
- 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) View citations (38)
- Global temperature, R&D expenditure, and growth
Energy Economics, 2021, 104, (C) View citations (8)
See also Working Paper Global temperature, R&D expenditure, and growth, Bank of Lithuania Discussion Paper Series (2018) (2018)
- Innovation dynamics and fiscal policy: Implications for growth, asset prices, and welfare
The North American Journal of Economics and Finance, 2021, 57, (C) 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) View citations (1) (2017)
- Using past epidemics to estimate the macroeconomic implications of COVID-19: A bad idea!
Structural Change and Economic Dynamics, 2021, 57, (C), 214-224 View citations (7)
2020
- Immigration, uncertainty and macroeconomic dynamics
The World Economy, 2020, 43, (2), 326-354 View citations (2)
- On the role of domestic and international financial cyclical factors in driving economic growth
Applied Economics, 2020, 52, (11), 1272-1297 View citations (2)
- Sex and “the City”: Financial stress and online pornography consumption
Journal of Behavioral and Experimental Finance, 2020, 27, (C)
- 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) View citations (4)
- Tornado activity, house prices, and stock returns
The North American Journal of Economics and Finance, 2020, 52, (C) View citations (9)
2019
- A Quasi Real‐Time Leading Indicator for the EU Industrial Production
Manchester School, 2019, 87, (4), 510-542 View citations (1)
See also Working Paper A quasi real-time leading indicator for the EU industrial production, SAFE Working Paper Series (2016) (2016)
- Adding cycles into the neoclassical growth model
Economic Modelling, 2019, 78, (C), 162-171 View citations (1)
- Non-macro-based Google searches, uncertainty, and real economic activity
Research in International Business and Finance, 2019, 48, (C), 111-142 View citations (13)
2017
- Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street?
Journal of Financial Markets, 2017, 35, (C), 84-103 View citations (51)
- Temperature shocks and welfare costs
Journal of Economic Dynamics and Control, 2017, 82, (C), 331-355 View citations (74)
See also Working Paper Temperature shocks and welfare costs, SAFE Working Paper Series (2017) View citations (74) (2017)
- Which market integration measure?
Journal of Banking & Finance, 2017, 76, (C), 150-174 View citations (45)
See also Working Paper Which market integration measure?, SAFE Working Paper Series (2016) View citations (1) (2016)
2016
- Differences in measures of the fiscal multiplier and the reduced-form vector autoregression
Applied Economics Letters, 2016, 23, (17), 1215-1218
- Investor Sentiment and Sectoral Stock Returns: Evidence from World Cup Games
Finance Research Letters, 2016, 17, (C), 267-274 View citations (15)
- Labor market dynamics, endogenous growth, and asset prices
Economics Letters, 2016, 143, (C), 32-37 View citations (14)
2015
- Asian stock markets, US economic policy uncertainty and US macro-shocks
New Zealand Economic Papers, 2015, 49, (2), 103-133 View citations (9)
- Google search-based metrics, policy-related uncertainty and macroeconomic conditions
Applied Economics Letters, 2015, 22, (10), 801-807 View citations (30)
- International capital markets structure, preferences and puzzles: A “US–China World”
Journal of International Financial Markets, Institutions and Money, 2015, 36, (C), 85-99 View citations (4)
- Matching the BRIC equity premium: A structural approach
Emerging Markets Review, 2015, 22, (C), 65-75 View citations (1)
- Uncertainty shocks and policymakers’ behavior: evidence from the subprime crisis era
Journal of Economic Studies, 2015, 42, (4), 578-607
2014
- 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 View citations (8)
- 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 View citations (28)
- Understanding emerging market equity risk premia: Industries, governance and macroeconomic policy uncertainty
Research in International Business and Finance, 2014, 30, (C), 284-309 View citations (32)
2013
- Economic growth and poverty traps in sub-Saharan Africa: The role of education and TFP shocks
Research in Economics, 2013, 67, (3), 226-242 View citations (4)
- Emerging Stock Premia: Some Evidence From Industrial Stock Market Data
Asian Economic and Financial Review, 2013, 3, (4), 398-422
- Global integration and emerging stock market excess returns
Macroeconomics and Finance in Emerging Market Economies, 2013, 6, (2), 244-279 View citations (11)
- Movements and co-movements across the European asset classes: portfolio allocations and policy implications
Rivista Bancaria - Minerva Bancaria, 2013, (1-2) View citations (1)
2012
- On the role of liquidity in emerging markets stock prices
Research in Economics, 2012, 66, (4), 320-348 View citations (13)
- The Equity Premium Puzzle: Pitfalls in Estimating the Coefficient of Relative Risk Aversion
Journal of Applied Finance & Banking, 2012, 2, (2), 7 View citations (4)
2011
- Is Stock Always the Right Choice? Should Naive Investors Avoid Stock Markets?
Advances in Management and Applied Economics, 2011, 1, (3), 5
Chapters
2014
- 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
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