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Publications

by alumni of

Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS) → Dipartimento di Economia e Finanza (DEF) → Lab of European Economics

International Free University of Social Sciences Guido Carli → Department of Economics and Finance

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2024

  1. Cacciotti, Marco & Cole, Alexandre Lucas & Gabbriellini, Cecilia & Giachin Ricca, Elena & Padrini, Flavio, 2024, "The New EU Stability and Growth Pact and its Fiscal Implications for Italy," MPRA Paper, University Library of Munich, Germany, number 121503, Jul.

2021

  1. Patrick Grüning & Justina Banionienė & Lina Dagilienė & Michael Donadelli & Marcus Jüppner & Renatas Kizys & Kai Lessmann, 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, number 96, Nov.

2019

  1. Michael Donadelli & Patrick Grüning & Steffen Hitzemann, 2019, "Understanding Macro and Asset Price Dynamics During the Climate Transition," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 18, Dec.
  2. Michael Donadelli & Patrick Grüning & Aurelija Proskute, 2019, "Monetary policy, trade, and endogenous growth under different international financial market structures," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 57, Jan.
  3. Michael Donadelli & Marcus Jüppner & Antonio Paradiso & Christian Schlag, 2019, "Temperature Volatility Risk," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2019:05.
  4. Donadelli, Michael & Jüppner, Marcus & Prosperi, Lorenzo, 2019, "Risk weighting, private lending and macroeconomic dynamics," Discussion Papers, Deutsche Bundesbank, number 30/2019.

2018

  1. Michael Donadelli & Patrick Grüning & Marcus Jüppner & Renatas Kizys, 2018, "Global temperature, R&D expenditure, and growth," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 9, Jun.
  2. Michael Donadelli & Luca Gerotto & Marcella Lucchetta & Daniela Arzu, 2018, "Migration Fear, Uncertainty, and Macroeconomic Dynamics," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:29.

2017

  1. Michael Donadelli & Patrick Gruning, 2017, "Innovation Dynamics and Fiscal Policy: Implications for Growth, Asset Prices, and Welfare," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 43, Apr.
  2. Giuliano Curatola & Michael Donadelli & Patrick Grüning, 2017, "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, number 47, Oct.
  3. Donadelli, Michael & Jüppner, Marcus & Riedel, Max & Schlag, Christian, 2017, "Temperature shocks and welfare costs," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 177, DOI: 10.2139/ssrn.3013537.

2016

  1. Alexandre Lucas Cole & Chiara Guerello & Guido Traficante, 2016, "One EMU Fiscal Policy for the EURO," Working Papers CELEG, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1602.
  2. Alexandre Lucas Cole & Chiara Guerello & Guido Traficante, 2016, "Government Debt Deleveraging in the EMU," Working Papers CELEG, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1603.
  3. Giuliano Curatola & Michael Donadelli & Patrick Gruning & Christoph Meinerding, 2016, "Investment-Specific Shocks, Business Cycles, and Asset Prices," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 36, Nov.
  4. Donadelli, Michael & Paradiso, Antonio & Riedel, Max, 2016, "A quasi real-time leading indicator for the EU industrial production," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 118 [rev.], revised 2016, DOI: 10.2139/ssrn.2694608.
  5. Donadelli, Michael & Kizys, Renatas & Riedel, Max, 2016, "Globally dangerous diseases: Bad news for Main Street, good news for Wall Street?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 158, DOI: 10.2139/ssrn.2881220.
  6. Billio, Monica & Donadelli, Michael & Paradiso, Antonio & Riedel, Max, 2016, "Which market integration measure?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 159, DOI: 10.2139/ssrn.2883995.

2015

  1. Michael Donadelli & Vahid Mojtahed & Antonio Paradiso, 2015, "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, number 15119.
  2. Monica Billio & Michael Donadelli & Antonio Paradiso & Max Riedel, 2015, "Measuring Financial Integration: Lessons from the Correlation," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:23.
  3. Donadelli, Michael & Paradiso, Antonio & Riedel, Max, 2015, "A novel ex-ante leading indicator for the EU industrial production," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 118, DOI: 10.2139/ssrn.2694608.
  4. Curatola, Giuliano & Donadelli, Michael & Gioffré, Alessandro & Grüning, Patrick, 2015, "Austerity, fiscal uncertainty, and economic growth: Insights from fiscally weak EU countries," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 56, revised 2015, DOI: 10.2139/ssrn.2458855.

2014

  1. Guglielmo Maria Caporale & Michael Donadelli & Alessia Varani, 2014, "International Capital Markets Structure, Preferences and Puzzles: The US-China Case," CESifo Working Paper Series, CESifo, number 4669.

2013

  1. Michael Donadelli, 2013, "On the Dynamics of Industrial Stock Market Excess Returns," Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1301.

2012

  1. Michael Donadelli & Lorenzo Prosperi, 2012, "The Equity Risk Premium: Empirical Evidence from Emerging Markets," Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1201.
  2. Michael Donadelli, 2012, "Education vs TFP: Empirical Evidence from The Sub-Saharan Countries," Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1299.
  3. Marcella Lucchetta & Michael Donadelli, 2012, "Emerging Stock Premia: Do Industries Matter?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_22.

2010

  1. Guido Cazzavillan & Michael Donadelli, 2010, "Understanding the Global Demand Collapse: Empirical Analysis and Optimal Policy Response," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2010_18.
  2. Michael Donadelli & Federico Silvestri, 2010, "Why Should Naive Investors Avoid Stock Markets ?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2010_19.

Journal articles

2025

  1. Donadelli, Michael & Gerotto, Luca, 2025, "Who is Googling Trump’s tariffs—And why that matters," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112513.
  2. Comincioli, Nicola & Donadelli, Michael & Rizzati, Massimiliano, 2025, "Weapons and wealth: Market reaction to Europe’s defense push," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112538.

2024

  1. Michael Donadelli & Ivan Gufler, 2024, "Economic and financial integration, capital controls, and risk sharing," Economica, London School of Economics and Political Science, volume 91, issue 364, pages 1482-1520, October, DOI: 10.1111/ecca.12545.
  2. Donadelli, M. & Gufler, I. & Paradiso, A., 2024, "Financial market integration: A complex and controversial journey," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103100.

2023

  1. Cole, Alexandre Lucas & Guerello, Chiara & Traficante, Guido, 2023, "Government debt deleveraging in the EMU," International Economics, Elsevier, volume 173, issue C, pages 296-324, DOI: 10.1016/j.inteco.2023.01.002.

2022

  1. Borghesi, S. & Castellini, M. & Comincioli, N. & Donadelli, M. & Gufler, I. & Vergalli, S., 2022, "European green policy announcements and sectoral stock returns," Energy Policy, Elsevier, volume 166, issue C, DOI: 10.1016/j.enpol.2022.113004.
  2. Michael Donadelli & Marcus Jüppner & Sergio Vergalli, 2022, "Temperature Variability and the Macroeconomy: A World Tour," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 83, issue 1, pages 221-259, September, DOI: 10.1007/s10640-021-00579-5.
  3. Michele Costola & Michael Donadelli & Luca Gerotto & Ivan Gufler, 2022, "Global risks, the macroeconomy, and asset prices," Empirical Economics, Springer, volume 63, issue 5, pages 2357-2388, November, DOI: 10.1007/s00181-022-02205-9.
  4. Giuliano Curatola & Michael Donadelli & Patrick Grüning, 2022, "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., volume 27, issue 4, pages 3805-3831, October, DOI: 10.1002/ijfe.2188.

2021

  1. Michael Donadelli & Ivan Gufler, 2021, "Consumption smoothing, risk sharing and financial integration," The World Economy, Wiley Blackwell, volume 44, issue 1, pages 143-187, January, DOI: 10.1111/twec.12996.
  2. Donadelli, Michael & Grüning, Patrick, 2021, "Innovation dynamics and fiscal policy: Implications for growth, asset prices, and welfare," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101430.
  3. Donadelli, Michael & Grüning, Patrick & Jüppner, Marcus & Kizys, Renatas, 2021, "Global temperature, R&D expenditure, and growth," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105608.
  4. Kizys, Renatas & Tzouvanas, Panagiotis & Donadelli, Michael, 2021, "From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101663.
  5. Donadelli, Michael & Ferranna, Licia & Gufler, Ivan & Paradiso, Antonio, 2021, "Using past epidemics to estimate the macroeconomic implications of COVID-19: A bad idea!," Structural Change and Economic Dynamics, Elsevier, volume 57, issue C, pages 214-224, DOI: 10.1016/j.strueco.2021.03.002.
  6. Michael Donadelli & Marcus Jüppner & Antonio Paradiso & Christian Schlag, 2021, "Computing Macro-Effects and Welfare Costs of Temperature Volatility: A Structural Approach," Computational Economics, Springer;Society for Computational Economics, volume 58, issue 2, pages 347-394, August, DOI: 10.1007/s10614-020-10031-3.

2020

  1. Cole, Alexandre Lucas & Guerello, Chiara & Traficante, Guido, 2020, "One Emu Fiscal Policy For The Euro," Macroeconomic Dynamics, Cambridge University Press, volume 24, issue 6, pages 1437-1477, September.
  2. Michael Donadelli & Luca Gerotto & Marcella Lucchetta & Daniela Arzu, 2020, "Immigration, uncertainty and macroeconomic dynamics," The World Economy, Wiley Blackwell, volume 43, issue 2, pages 326-354, February, DOI: 10.1111/twec.12865.
  3. Donadelli, Michael & Lalanne, Marie, 2020, "Sex and “the City”: Financial stress and online pornography consumption," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100379.
  4. Donadelli, M. & Jüppner, M. & Paradiso, A. & Ghisletti, M., 2020, "Tornado activity, house prices, and stock returns," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101162.
  5. Donadelli, Michael & Gufler, Ivan & Pellizzari, Paolo, 2020, "The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index," Economics Letters, Elsevier, volume 197, issue C, DOI: 10.1016/j.econlet.2020.109606.
  6. M. Billio & M. Donadelli & G. Livieri & A. Paradiso, 2020, "On the role of domestic and international financial cyclical factors in driving economic growth," Applied Economics, Taylor & Francis Journals, volume 52, issue 11, pages 1272-1297, March, DOI: 10.1080/00036846.2019.1659934.

2019

  1. Michael Donadelli & Antonio Paradiso & Max Riedel, 2019, "A Quasi Real‐Time Leading Indicator for the EU Industrial Production," Manchester School, University of Manchester, volume 87, issue 4, pages 510-542, July, DOI: 10.1111/manc.12233.
  2. Donadelli, M. & Paradiso, A. & Livieri, G., 2019, "Adding cycles into the neoclassical growth model," Economic Modelling, Elsevier, volume 78, issue C, pages 162-171, DOI: 10.1016/j.econmod.2018.09.018.
  3. Donadelli, Michael & Gerotto, Luca, 2019, "Non-macro-based Google searches, uncertainty, and real economic activity," Research in International Business and Finance, Elsevier, volume 48, issue C, pages 111-142, DOI: 10.1016/j.ribaf.2018.12.007.

2017

  1. Donadelli, M. & Jüppner, M. & Riedel, M. & Schlag, C., 2017, "Temperature shocks and welfare costs," Journal of Economic Dynamics and Control, Elsevier, volume 82, issue C, pages 331-355, DOI: 10.1016/j.jedc.2017.07.003.
  2. Donadelli, Michael & Kizys, Renatas & Riedel, Max, 2017, "Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street?," Journal of Financial Markets, Elsevier, volume 35, issue C, pages 84-103, DOI: 10.1016/j.finmar.2016.12.003.
  3. Billio, M. & Donadelli, M. & Paradiso, A. & Riedel, M., 2017, "Which market integration measure?," Journal of Banking & Finance, Elsevier, volume 76, issue C, pages 150-174, DOI: 10.1016/j.jbankfin.2016.12.002.

2016

  1. Donadelli, Michael & Grüning, Patrick, 2016, "Labor market dynamics, endogenous growth, and asset prices," Economics Letters, Elsevier, volume 143, issue C, pages 32-37, DOI: 10.1016/j.econlet.2016.03.020.
  2. CURATOLA, Giuliano & DONADELLI, Michael & KIZYS, Renatas & RIEDEL, Max, 2016, "Investor Sentiment and Sectoral Stock Returns: Evidence from World Cup Games," Finance Research Letters, Elsevier, volume 17, issue C, pages 267-274, DOI: 10.1016/j.frl.2016.03.023.
  3. Michael Donadelli & Adriana Grasso & Jean-Paul L’Huillier & Valentina Milano, 2016, "Differences in measures of the fiscal multiplier and the reduced-form vector autoregression," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 17, pages 1215-1218, November, DOI: 10.1080/13504851.2016.1145342.

2015

  1. Curatola, Giuliano & Donadelli, Michael & Grüning, Patrick, 2015, "Matching the BRIC equity premium: A structural approach," Emerging Markets Review, Elsevier, volume 22, issue C, pages 65-75, DOI: 10.1016/j.ememar.2014.12.001.
  2. Caporale, Guglielmo Maria & Donadelli, Michael & Varani, Alessia, 2015, "International capital markets structure, preferences and puzzles: A “US–China World”," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 36, issue C, pages 85-99, DOI: 10.1016/j.intfin.2014.12.006.
  3. Michael Donadelli, 2015, "Uncertainty shocks and policymakers’ behavior: evidence from the subprime crisis era," Journal of Economic Studies, Emerald Group Publishing Limited, volume 42, issue 4, pages 578-607, September, DOI: 10.1108/JES-01-2014-0016.
  4. Michael Donadelli, 2015, "Google search-based metrics, policy-related uncertainty and macroeconomic conditions," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 10, pages 801-807, July, DOI: 10.1080/13504851.2014.978070.
  5. Michael Donadelli, 2015, "Asian stock markets, US economic policy uncertainty and US macro-shocks," New Zealand Economic Papers, Taylor & Francis Journals, volume 49, issue 2, pages 103-133, August, DOI: 10.1080/00779954.2014.890024.

2014

  1. Donadelli, Michael & Paradiso, Antonio, 2014, "Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 206-220, DOI: 10.1016/j.najef.2014.03.001.
  2. 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, volume 32, issue C, pages 184-218, DOI: 10.1016/j.intfin.2014.06.003.
  3. Donadelli, Michael & Persha, Lauren, 2014, "Understanding emerging market equity risk premia: Industries, governance and macroeconomic policy uncertainty," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 284-309, DOI: 10.1016/j.ribaf.2013.09.008.

2013

  1. Donadelli, Michael & Lucchetta, Marcella, 2013, "Emerging Stock Premia: Some Evidence From Industrial Stock Market Data," Asian Economic and Financial Review, Asian Economic and Social Society, volume 3, issue 4, pages 398-422.
  2. Cazzavillan, Guido & Donadelli, Michael & Persha, Lauren, 2013, "Economic growth and poverty traps in sub-Saharan Africa: The role of education and TFP shocks," Research in Economics, Elsevier, volume 67, issue 3, pages 226-242, DOI: 10.1016/j.rie.2013.05.001.
  3. 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.
  4. Michael Donadelli, 2013, "Global integration and emerging stock market excess returns," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 6, issue 2, pages 244-279, September, DOI: 10.1080/17520843.2013.782885.

2012

  1. Donadelli, Michael & Prosperi, Lorenzo, 2012, "On the role of liquidity in emerging markets stock prices," Research in Economics, Elsevier, volume 66, issue 4, pages 320-348, DOI: 10.1016/j.rie.2012.06.001.
  2. 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, volume 2, issue 2, pages 1-7.

2011

  1. Michael Donadelli, 2011, "Is Stock Always the Right Choice? Should Naive Investors Avoid Stock Markets?," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 1, issue 3, pages 1-5.

Books

2025

  1. Michael Donadelli & Michele Costola & Ivan Gufler, 2025, "Essentials of Financial Economics," Springer Texts in Business and Economics, Springer, number 978-3-031-86189-5, ISBN: ARRAY(0x503b5db8), December, DOI: 10.1007/978-3-031-86189-5.

Chapters

2025

  1. Michael Donadelli & Michele Costola & Ivan Gufler, 2025, "Choice Under Uncertainty," Springer Texts in Business and Economics, Springer, chapter 1, "Essentials of Financial Economics", DOI: 10.1007/978-3-031-86189-5_1.
  2. Michael Donadelli & Michele Costola & Ivan Gufler, 2025, "Modern Portfolio Theory," Springer Texts in Business and Economics, Springer, chapter 2, "Essentials of Financial Economics", DOI: 10.1007/978-3-031-86189-5_2.
  3. Michael Donadelli & Michele Costola & Ivan Gufler, 2025, "The Capital Asset Pricing Model," Springer Texts in Business and Economics, Springer, chapter 3, "Essentials of Financial Economics", DOI: 10.1007/978-3-031-86189-5_3.
  4. Michael Donadelli & Michele Costola & Ivan Gufler, 2025, "Empirical Analysis of the CAPM," Springer Texts in Business and Economics, Springer, chapter 4, "Essentials of Financial Economics", DOI: 10.1007/978-3-031-86189-5_4.
  5. Michael Donadelli & Michele Costola & Ivan Gufler, 2025, "The Consumption CAPM," Springer Texts in Business and Economics, Springer, chapter 5, "Essentials of Financial Economics", DOI: 10.1007/978-3-031-86189-5_5.
  6. Michael Donadelli & Michele Costola & Ivan Gufler, 2025, "Arbitrage Pricing Theory and Multifactor Models," Springer Texts in Business and Economics, Springer, chapter 6, "Essentials of Financial Economics", DOI: 10.1007/978-3-031-86189-5_6.
  7. Michael Donadelli & Michele Costola & Ivan Gufler, 2025, "Empirical Cross-Sectional Asset Pricing," Springer Texts in Business and Economics, Springer, chapter 7, "Essentials of Financial Economics", DOI: 10.1007/978-3-031-86189-5_7.
  8. Michael Donadelli & Michele Costola & Ivan Gufler, 2025, "The Black–Litterman Model," Springer Texts in Business and Economics, Springer, chapter 8, "Essentials of Financial Economics", DOI: 10.1007/978-3-031-86189-5_8.
  9. Michael Donadelli & Michele Costola & Ivan Gufler, 2025, "Event-Study Analysis," Springer Texts in Business and Economics, Springer, chapter 9, "Essentials of Financial Economics", DOI: 10.1007/978-3-031-86189-5_9.

2014

  1. Michael Donadelli, 2014, "Measuring Financial Integration: Evidence from Ten Industries in a “US-Emerging World”," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Risk Management Post Financial Crisis: A Period of Monetary Easing", DOI: 10.1108/S1569-375920140000096005.

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