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Asian stock markets, US economic policy uncertainty and US macro-shocks

Donadelli, Michael - In: New Zealand economic papers 49 (2015) 2, pp. 103-133

Persistent link: https://www.econbiz.de/10011405080

Understanding emerging market equity risk premia : industries, governance and macroeconomic policy uncertainty

Donadelli, Michael; Persha, Lauren - In: Research in international business and finance 30 (2014), pp. 283-309

Persistent link: https://www.econbiz.de/10010391759

Financial market integration : a complex and controversial journey

Donadelli, Michael; Gufler, I.; Paradiso, Antonio - In: International review of financial analysis 92 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10014492428

Temperature Volatility Risk

Donadelli, Michael - 2019

a production economy featuring long-run productivity and temperature volatility risk. In the model temperature …

Persistent link: https://www.econbiz.de/10012892874

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

Donadelli, Michael - 2015

real economic activity. In a Brainard (1967)'s parameter uncertainty framework, we investigate the potential effects of …

Persistent link: https://www.econbiz.de/10013037786

The macro and asset pricing implications of rising Italian uncertainty : evidence from a novel news-based macroeconomic policy uncertainty index

Donadelli, Michael; Gufler, Ivan; Pellizzari, Paolo - In: Economics letters 197 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012511031

Uncertainty shocks and policymakers' behavior : evidence from the subprime crisis era

Donadelli, Michael - In: Journal of economic studies 42 (2015) 4, pp. 578-607

Persistent link: https://www.econbiz.de/10011348963

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

Donadelli, Michael - 2013

The average equity risk premium (ERP) in emerging markets is well-known to be significantly higher than in developed … markets. But, key reasons for this remain unclear, contributing to investment strategy uncertainty. Here, we use industry … to explore the relative importance of country-level governance and macroeconomic policy uncertainty in explaining both …

Persistent link: https://www.econbiz.de/10013076604

Global risks, the macroeconomy, and asset prices

Costola, Michele; Donadelli, Michael; Gerotto, Luca; … - In: Empirical economics : a quarterly journal of the … 63 (2022) 5, pp. 2357-2388

Persistent link: https://www.econbiz.de/10013440484