Lorenzo Prosperi

Personal Details

First Name:	Lorenzo
Middle Name:
Last Name:	Prosperi
Suffix:
RePEc Short-ID:	ppr245
	[This author has chosen not to make the email address public]
	https://sites.google.com/site/lorenzoprosperi/home?pli=1
Terminal Degree:	2019 Toulouse School of Economics (TSE) (from RePEc Genealogy)

Affiliation

Prometeia

Bologna, Italy
http://www.prometeia.it/
RePEc:edi:promeit (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Michael Donadelli & Lorenzo Prosperi, 2012. "The Equity Risk Premium: Empirical Evidence from Emerging Markets," Working Papers CASMEF 1201, Dipartimento di Economia e Finanza, LUISS Guido Carli.

   Cited by:

   1. Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016. "Applying exogenous variables and regime switching to multi-factor models on equity indices," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 47.
      • Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016. "Applying Exogenous Variables and Regime Switching To Multifactor Models on Equity Indices," Working Papers 2016-10, Faculty of Economic Sciences, University of Warsaw.
   2. Donadelli, Michael & Persha, Lauren, 2014. "Understanding emerging market equity risk premia: Industries, governance and macroeconomic policy uncertainty," Research in International Business and Finance, Elsevier, vol. 30(C), pages 284-309.
   3. Michael Donadelli, 2013. "On the Dynamics of Industrial Stock Market Excess Returns," Working Papers CASMEF 1301, Dipartimento di Economia e Finanza, LUISS Guido Carli.
   4. Marcella Lucchetta & Michael Donadelli, 2012. "Emerging Stock Premia: Do Industries Matter?," Working Papers 2012_22, Department of Economics, University of Venice "Ca' Foscari".

Articles

1. Pancrazi, Roberto & Prosperi, Lorenzo, 2020. "Transparency, political conflict, and debt," Journal of International Economics, Elsevier, vol. 126(C).

   Cited by:

   1. Liu, Ailan & Wang, Zhixuan & Wang, Ping, 2024. "Official or unofficial? extreme bounds analysis on the determinants of sovereign default," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
   2. Scholl, Almuth, 2023. "The politics of redistribution and sovereign default," Working Papers 13, University of Konstanz, Cluster of Excellence "The Politics of Inequality. Perceptions, Participation and Policies".
      • Scholl, Almuth, 2024. "The politics of redistribution and sovereign default," Journal of International Economics, Elsevier, vol. 148(C).
   3. Sonenshine, Ralph & Erickson, Bradley O., 2022. "Institutional determinants of emerging market returns and flows," Emerging Markets Review, Elsevier, vol. 51(PB).
   4. Zheng, Huanhuan, 2023. "Sovereign debt responses to the COVID-19 pandemic," Journal of International Economics, Elsevier, vol. 143(C).
   5. Ji, Xiaoqing & Liu, Shuai & Lang, Jingyi, 2022. "Assessing the impact of officials' turnover on urban economic efficiency: From the perspective of political promotion incentive and power rent-seeking incentive," Socio-Economic Planning Sciences, Elsevier, vol. 82(PB).

2. Michael Donadelli & Lorenzo Prosperi & Federica Romei & Federico Silvestri, 2013. "Movements and co-movements across the European asset classes: portfolio allocations and policy implications," Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo, issue 1-2, May.

   Cited by:

   1. Sakemoto, Ryuta, 2018. "Co-movement between equity and bond markets," International Review of Economics & Finance, Elsevier, vol. 53(C), pages 25-38.

3. Donadelli, Michael & Prosperi, Lorenzo, 2012. "On the role of liquidity in emerging markets stock prices," Research in Economics, Elsevier, vol. 66(4), pages 320-348.

   Cited by:

   1. Ayad Assoil & Ndéné Ka & Jules Sadefo-Kamdem, 2021. "Analysis of the dynamic relationship between liquidity proxies and returns on the French CAC 40 index," SN Business & Economics, Springer, vol. 1(10), pages 1-23, October.
      • Ayad Assoil & Ndéné Ka & Jules Sadefo-Kamdem, 2021. "Analysis of the Dynamic Relationship between Liquidityproxies and returns on French CAC 40 index," Post-Print hal-03282991, HAL.
   2. Donadelli, Michael & Persha, Lauren, 2014. "Understanding emerging market equity risk premia: Industries, governance and macroeconomic policy uncertainty," Research in International Business and Finance, Elsevier, vol. 30(C), pages 284-309.
   3. Priyanka Naik & B G Poornima & Y V Reddy, 2020. "Measuring liquidity in Indian stock market: A dimensional perspective," PLOS ONE, Public Library of Science, vol. 15(9), pages 1-17, September.
   4. Michael Donadelli, 2013. "Global integration and emerging stock market excess returns," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 6(2), pages 244-279, September.
   5. Hassan Zada & Huma Maqsood & Shakeel Ahmed & Muhammad Zeb Khan, 2023. "Information shocks, market returns and volatility: a comparative analysis of developed equity markets in Asia," SN Business & Economics, Springer, vol. 3(1), pages 1-22, January.
   6. Michael Donadelli, 2013. "On the Dynamics of Industrial Stock Market Excess Returns," Working Papers CASMEF 1301, Dipartimento di Economia e Finanza, LUISS Guido Carli.
   7. Şahin, Baki Cem & Danışoğlu, Seza, 2022. "Ambiguity and asset pricing: An empirical investigation for an emerging market," International Review of Financial Analysis, Elsevier, vol. 84(C).
   8. Kim Hiang Liow & Yuting Huang & Kai Li Heng, 2019. "Relationship between Foreign Macroeconomic Conditions and Asian-Pacific Public Real Estate Markets: The Relative Influence of the US and China," IJFS, MDPI, vol. 7(4), pages 1-28, October.
   9. Donadelli, Michael & Paradiso, Antonio, 2014. "Is there heterogeneity in financial integration dynamics? Evidence from country and industry emerging market equity indexes," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 184-218.
   10. Marcella Lucchetta & Michael Donadelli, 2012. "Emerging Stock Premia: Do Industries Matter?," Working Papers 2012_22, Department of Economics, University of Venice "Ca' Foscari".
   11. Mousumi Bhattacharya & Sharad Nath Bhattacharya & Sumit Kumar Jha, 2022. "Does time-varying illiquidity matter for the Indian stock market? Evidence from high-frequency data," Australian Journal of Management, Australian School of Business, vol. 47(2), pages 251-272, May.
   12. Smimou, K., 2014. "Consumer attitudes, stock market liquidity, and the macro economy: A Canadian perspective," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 186-209.

4. Michael Donadelli & Lorenzo Prosperi, 2012. "The Equity Premium Puzzle: Pitfalls in Estimating the Coefficient of Relative Risk Aversion," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 2(2), pages 1-7.

   Cited by:

   1. Othieno, Ferdinand & Biekpe, Nicholas, 2019. "Estimating the conditional equity risk premium in African frontier markets," Research in International Business and Finance, Elsevier, vol. 47(C), pages 538-551.
   2. Rishma Vedd & Paul Lazarony, 2014. "The Risk-Return Trade-Off Of Investing In Latin American Emerging Stock Markets," Accounting & Taxation, The Institute for Business and Finance Research, vol. 6(1), pages 93-104.
   3. Curatola, Giuliano & Donadelli, Michael & Grüning, Patrick, 2015. "Matching the BRIC equity premium: A structural approach," Emerging Markets Review, Elsevier, vol. 22(C), pages 65-75.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-BAN: Banking (1) 2019-09-30
2. NEP-CWA: Central and Western Asia (1) 2012-02-08
3. NEP-DGE: Dynamic General Equilibrium (1) 2019-09-30
4. NEP-FDG: Financial Development and Growth (1) 2019-09-30
5. NEP-FMK: Financial Markets (1) 2012-02-08
6. NEP-IFN: International Finance (1) 2012-02-08
7. NEP-MAC: Macroeconomics (1) 2019-09-30
8. NEP-RMG: Risk Management (1) 2019-09-30

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