Michael Donadelli

Goethe University Frankfurt - Research Center SAFE

(http://www.safe-frankfurt.de)

Theodor-W.-Adorno-Platz 3

Frankfurt am Main, 60323

Germany

  • Goethe University Frankfurt - Research Center SAFE

SCHOLARLY PAPERS

20

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13

Scholarly Papers (20)

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1.

The Equity Risk Premium: Empirical Evidence from Emerging Markets

Number of pages: 43 Posted: 23 Jul 2011 Last Revised: 15 Mar 2015
Michael Donadelli and Lorenzo Prosperi
Goethe University Frankfurt - Research Center SAFE and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 808 (29,599)
Citation 4

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Stock Market Returns, Equity Premium Puzzle, Equity Risk Premium

2.

Investment-Specific Shocks, Business Cycles, and Asset Prices

Downloads 286 (107,054)

Investment-Specific Shocks, Business Cycles, and Asset Prices

Number of pages: 59 Posted: 11 Jun 2015 Last Revised: 20 Dec 2017
Giuliano Curatola, Michael Donadelli, Patrick Grüning and Christoph Meinerding
University of Siena - Department of Economics and Statistics, Goethe University Frankfurt - Research Center SAFE, Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER) and Deutsche Bundesbank
Downloads 207 (147,905)

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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
Giuliano Curatola, Michael Donadelli, Patrick Grüning and Christoph Meinerding
University of Siena - Department of Economics and Statistics, Goethe University Frankfurt - Research Center SAFE, Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER) and Deutsche Bundesbank
Downloads 79 (312,880)

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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
Giuliano Curatola, Michael Donadelli, Alessandro Gioffré and Patrick Grüning
University of Siena - Department of Economics and Statistics, Goethe University Frankfurt - Research Center SAFE, University of Florence - Department of Economics and Management and Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER)
Downloads 286 (107,054)

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

4.

Understanding Emerging Market Equity Risk Premia: Industries, Governance and Macroeconomic Policy Uncertainty

Number of pages: 46 Posted: 06 Sep 2013
Michael Donadelli and Lauren Persha
Goethe University Frankfurt - Research Center SAFE and University of North Carolina (UNC) at Chapel Hill
Downloads 178 (170,230)

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Emerging ERP, Industrial Stock Markets, Governance Indicators, Policy Uncertainty

5.

Measuring Financial Integration: Lessons from the Correlation

University Ca' Foscari of Venice, Dept. of Economics Working Paper Series No. 23/WP/2015
Number of pages: 41 Posted: 13 Jul 2015
Monica Billio, Antonio Paradiso, Michael Donadelli and Max Riedel
Ca Foscari University of Venice - Dipartimento di Economia, Ca Foscari University of Venice - Dipartimento di Economia, Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt - Research Center SAFE
Downloads 170 (177,294)

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Equity market integration, dynamic correlation, principal components, RER volatility

6.

Innovation Dynamics and Fiscal Policy: Implications for Growth, Asset Prices, and Welfare

Downloads 139 (209,690)
Citation 1

Innovation Dynamics and Fiscal Policy: Implications for Growth, Asset Prices, and Welfare

SAFE Working Paper No. 171
Number of pages: 66 Posted: 20 Apr 2017
Michael Donadelli and Patrick Grüning
Goethe University Frankfurt - Research Center SAFE and Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER)
Downloads 95 (278,455)
Citation 1

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Endogenous growth, Asset pricing, Government, Fiscal policy, Heterogeneous innovation

Innovation Dynamics and Fiscal Policy: Implications for Growth, Asset Prices, and Welfare

Number of pages: 39 Posted: 20 Oct 2016 Last Revised: 02 Feb 2017
Michael Donadelli and Patrick Grüning
Goethe University Frankfurt - Research Center SAFE and Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER)
Downloads 44 (420,638)

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Endogenous Growth, Asset Pricing, Government, Fiscal Policy, Heterogeneous Innovation

7.

Which Market Integration Measure?

SAFE Working Paper No. 159, Forthcoming, Journal of Banking and Finance
Number of pages: 62 Posted: 13 Dec 2016
Monica Billio, Michael Donadelli, Antonio Paradiso and Max Riedel
Ca Foscari University of Venice - Dipartimento di Economia, Goethe University Frankfurt - Research Center SAFE, Ca Foscari University of Venice - Dipartimento di Economia and Goethe University Frankfurt - Research Center SAFE
Downloads 98 (270,806)

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Equity market integration, dynamic correlation, principal components, international diversification benefits

8.

Global Temperature, R&D Expenditure, and Growth

SAFE Working Paper No. 188
Number of pages: 41 Posted: 25 Nov 2017
Michael Donadelli, Patrick Grüning, Marcus Jüppner and Renatas Kizys
Goethe University Frankfurt - Research Center SAFE, Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER), Goethe University Frankfurt - Research Center SAFE and Southampton Business School
Downloads 87 (292,357)
Citation 1

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Global Temperature, R&D, Welfare Costs

9.

A Quasi Real-Time Leading Indicator for the EU Industrial Production

SAFE Working Paper No. 118
Number of pages: 26 Posted: 24 Nov 2015 Last Revised: 19 Nov 2016
Michael Donadelli, Antonio Paradiso and Max Riedel
Goethe University Frankfurt - Research Center SAFE, Ca' Foscari University of Venice and Goethe University Frankfurt - Research Center SAFE
Downloads 82 (303,207)

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Leading indicator, EU industrial production, Granger causality, Turning points, Forward-looking Taylor rule

10.

Movements and Co-Movements Across European Asset Classes: Portfolio Allocation and Policy Implications

Number of pages: 28 Posted: 18 Jan 2013
Michael Donadelli, Lorenzo Prosperi, Federica Romei and Federico Silvestri
Goethe University Frankfurt - Research Center SAFE, University of Toulouse 1 - Toulouse School of Economics (TSE), LUISS Guido Carli University and Allianz Investment Management Spa
Downloads 76 (317,044)
Citation 1

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time-varying correlation coefficients, mean-variance optimization, sovereign crisis, stressed assets

11.

Temperature Shocks and Welfare Costs

SAFE Working Paper No. 177
Number of pages: 49 Posted: 07 Aug 2017
Michael Donadelli, Marcus Jüppner, Max Riedel and Christian Schlag
Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt - Research Center SAFE
Downloads 75 (319,488)
Citation 1

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Temperature shocks, long-run growth, asset prices, welfare costs, adaptation

12.

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, Goethe University Frankfurt - Research Center SAFE and Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER)
Downloads 72 (326,876)

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

13.

Globally Dangerous Diseases: Bad News for Main Street, Good News for Wall Street?

SAFE Working Paper No. 158
Number of pages: 41 Posted: 06 Dec 2016
Michael Donadelli, Renatas Kizys and Max Riedel
Goethe University Frankfurt - Research Center SAFE, Southampton Business School and Goethe University Frankfurt - Research Center SAFE
Downloads 71 (329,457)

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WHO alerts, investor sentiment, pharmaceutical industry, trading strategies

14.

International Capital Markets Structure, Preferences and Puzzles: The US-China Case

Downloads 71 (329,457)
Citation 6

International Capital Markets Structure, Preferences and Puzzles: The US-China Case

DIW Berlin Discussion Paper No. 1362
Number of pages: 32 Posted: 13 Feb 2014
Guglielmo Maria Caporale, Michael Donadelli and Alessia Varani
Brunel University London - Department of Economics and Finance, Goethe University Frankfurt - Research Center SAFE and HEC Montreal
Downloads 42 (428,678)
Citation 5

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Financial autarky, complete markets, long-run risk, anomalies

International Capital Markets Structure, Preferences and Puzzles: The US-China Case

CESifo Working Paper Series No. 4669
Number of pages: 31 Posted: 20 Mar 2014
Guglielmo Maria Caporale, Michael Donadelli and Alessia Varani
Brunel University London - Department of Economics and Finance, Goethe University Frankfurt - Research Center SAFE and HEC Montreal
Downloads 29 (489,074)
Citation 2

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financial autarky, complete markets, long-run risk, anomalies

15.

Temperature Volatility Risk

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. No. 05/WP/2019
Number of pages: 53 Posted: 14 Feb 2019 Last Revised: 05 Mar 2019
Michael Donadelli, Marcus Jüppner, Antonio Paradiso and Christian Schlag
Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Research Center SAFE, Ca Foscari University of Venice - Dipartimento di Economia and Goethe University Frankfurt - Research Center SAFE
Downloads 55 (375,129)
Citation 1

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temperature volatility, TFP, asset prices, and welfare costs

16.

Uncertainty Shocks and Policymakers’ Behavior: Evidence from the Subprime Crisis Era

Number of pages: 25 Posted: 23 Jul 2011 Last Revised: 17 Apr 2015
Michael Donadelli
Goethe University Frankfurt - Research Center SAFE
Downloads 52 (384,758)

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Economic and Financial Crisis, Credit Crunch, Optimal Monetary Policy

17.

Financial Cyclical Factors and Growth: Insights from an Augmented Stochastic Solow Growth Model

Number of pages: 33 Posted: 19 Jul 2016
Michael Donadelli, Giulia Livieri and Antonio Paradiso
Goethe University Frankfurt - Research Center SAFE, Scuola Normale Superiore and Ca Foscari University of Venice - Dipartimento di Economia
Downloads 45 (408,959)

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Stochastic Growth Model, Cyclical Fluctuations, Financial Factors, State Space Model

18.

Emerging Stock Premia: Do Industries Matter?

Ca’ Foscari University of Venice Department of Economics Working Paper No. 22/WP/2012
Number of pages: 18 Posted: 03 Oct 2012
Michael Donadelli and Marcella Lucchetta
Goethe University Frankfurt - Research Center SAFE and Ca Foscari University of Venice
Downloads 32 (461,748)
Citation 1

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industry excess returns, emerging stock premia, time-varying performances

19.

Education vs TFP: Empirical Evidence from The Sub-Saharan Countries

Ca' Foscari University of Venice Department of Economics Working Paper No. 27
Number of pages: 25 Posted: 05 Dec 2012
Guido Cazzavillan and Michael Donadelli
Ca Foscari University of Venice - Dipartimento di Economia and Goethe University Frankfurt - Research Center SAFE
Downloads 26 (491,874)

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Education, Average Years of Schooling, TFP Shocks, Poverty Trap

20.

The Agency Problem, Financial Performance and Corruption: Country, Industry and Firm Level Perspectives

European Management Review, Vol. 11, Issue 3-4, pp. 259-272, 2014
Number of pages: 14 Posted: 24 Dec 2014
Michael Donadelli, Marco Fasan and Barbara Sveva Magnanelli
Goethe University Frankfurt - Research Center SAFE, Ca Foscari University of Venice - Department of Management and LUISS Guido Carli University
Downloads 1 (656,915)
Citation 2
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corruption, financial performance, agency problem, industry