Michael Donadelli

Leibniz Institute for Financial Research SAFE

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

Theodor-W.-Adorno-Platz 3

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

21

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2,813

SSRN CITATIONS
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Top 30,588

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9

CROSSREF CITATIONS

13

Scholarly Papers (21)

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
Leibniz Institute for Financial Research SAFE and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 827 (29,687)
Citation 4

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Stock Market Returns, Equity Premium Puzzle, Equity Risk Premium

Investment-Specific Shocks, Business Cycles, and Asset Prices

Number of pages: 59 Posted: 11 Jun 2015 Last Revised: 20 Dec 2017
University of Siena - Department of Economics and Statistics, Leibniz Institute for Financial Research SAFE, Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER) and Deutsche Bundesbank
Downloads 214 (147,814)

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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
University of Siena - Department of Economics and Statistics, Leibniz Institute for Financial Research SAFE, Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER) and Deutsche Bundesbank
Downloads 80 (319,860)

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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
University of Siena - Department of Economics and Statistics, Leibniz Institute for Financial Research SAFE, University of Florence - Department of Economics and Management and Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER)
Downloads 292 (108,117)

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

4.

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, Leibniz Institute for Financial Research SAFE and Leibniz Institute for Financial Research SAFE
Downloads 183 (171,269)

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

5.

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
Leibniz Institute for Financial Research SAFE and University of North Carolina (UNC) at Chapel Hill
Downloads 179 (174,693)

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

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
Leibniz Institute for Financial Research SAFE and Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER)
Downloads 104 (269,705)
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
Leibniz Institute for Financial Research SAFE and Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER)
Downloads 45 (429,025)

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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, Leibniz Institute for Financial Research SAFE, Ca Foscari University of Venice - Dipartimento di Economia and Leibniz Institute for Financial Research SAFE
Downloads 113 (252,894)

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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
Leibniz Institute for Financial Research SAFE, Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER), Leibniz Institute for Financial Research SAFE and Southampton Business School
Downloads 90 (294,665)
Citation 2

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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
Leibniz Institute for Financial Research SAFE, Ca' Foscari University of Venice and Leibniz Institute for Financial Research SAFE
Downloads 82 (312,217)

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

10.

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
Leibniz Institute for Financial Research SAFE, Leibniz Institute for Financial Research SAFE, Leibniz Institute for Financial Research SAFE and Leibniz Institute for Financial Research SAFE
Downloads 77 (323,924)
Citation 2

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

11.

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

Number of pages: 28 Posted: 18 Jan 2013
Leibniz Institute for Financial Research SAFE, University of Toulouse 1 - Toulouse School of Economics (TSE), Luiss Guido Carli University and Allianz Investment Management Spa
Downloads 77 (323,924)
Citation 1

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

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, Leibniz Institute for Financial Research SAFE and Bank of Lithuania - Center of Excellence for Finance and Economic Research (CEFER)
Downloads 75 (328,947)

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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
Leibniz Institute for Financial Research SAFE, Southampton Business School and Leibniz Institute for Financial Research SAFE
Downloads 74 (331,483)

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WHO alerts, investor sentiment, pharmaceutical industry, trading strategies

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, Leibniz Institute for Financial Research SAFE and HEC Montreal
Downloads 42 (441,382)
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, Leibniz Institute for Financial Research SAFE and HEC Montreal
Downloads 29 (503,603)
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
Leibniz Institute for Financial Research SAFE, Leibniz Institute for Financial Research SAFE, Ca Foscari University of Venice - Dipartimento di Economia and Leibniz Institute for Financial Research SAFE
Downloads 65 (355,560)
Citation 2

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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
Leibniz Institute for Financial Research SAFE
Downloads 52 (396,043)

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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
Leibniz Institute for Financial Research SAFE, Scuola Normale Superiore and Ca Foscari University of Venice - Dipartimento di Economia
Downloads 47 (413,518)

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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
Leibniz Institute for Financial Research SAFE and Ca Foscari University of Venice
Downloads 32 (475,468)
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 Leibniz Institute for Financial Research SAFE
Downloads 27 (500,854)

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

20.

Risk Weighting, Private Lending and Macroeconomic Dynamics

Deutsche Bundesbank Discussion Paper No. 30/2019
Number of pages: 34 Posted: 11 Nov 2019
Michael Donadelli, Marcus Jüppner and Lorenzo Prosperi
Leibniz Institute for Financial Research SAFE, Deutsche Bundesbank and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 6 (631,919)

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sovereign bonds, risk weighting, RBC, lending

21.

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
Leibniz Institute for Financial Research SAFE, Ca Foscari University of Venice - Department of Management and Luiss Guido Carli University
Downloads 1 (675,288)
Citation 2
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corruption, financial performance, agency problem, industry