Research

Working Papers

  • Bonagura, G., D'Amico L., Iacopino A., Prosperi L., Zicchino L. (2020)"The resilience of green stocks during COVID-19: a clustering approach", Working paper available in Prometeia website

  • Barbieri P., Lusignani G., Prosperi L., Zicchino L. (2019) ”Model-based approach for scenario design: stress test severity and banks’ resiliency”, Working paper available on EBA 2020 research workshop website

  • Perdichizzi S., Priola M. P., Prosperi L., Tizzanini G., Zicchino (2018) ”Fed Rate Hikes and the Effects on Turkish Banking System. Could It Catch a Cold This Time?”, available in SSRN

  • Donadelli M., Juppner M., Prosperi L. (2017) ”Risk Weighting, Private Lending and Macroeconomic Dynamics”, Discussion paper 30/2019 Deutsche Bundesbank link

  • De Meo E., Prosperi L., Tizzanini G., Zicchino L. (2018) ”Forecasting Macro-Financial Variables in an International Data-Rich Environment Vector Autoregressive Model (iDREAM)”, available on SSRN

  • Prosperi, L. (2015), "Political Cost of Default and Business Cycle in Emerging Countries." , Working Paper, available on SSRN

  • Prosperi, L. (2012), "Opaque Information and Rare Disaster. The Role of Trans parency in Explaining Cross-Country differences in the ERP", Working paper available upon request

  • Prosperi, L., Donadelli, M. (2011),"The Equity Risk Premium: Empirical Evidence from Emerging Markets", available on SSRN

  • Prosperi L. (2010). ”Le interrelazioni tra voci di bilancio: modelli teorici e test empirici”; (IRPET)

Published Papers

  • Pancrazi, R., & Prosperi, L. (2020). Transparency, political conflict, and debt. Journal of International Economics, 103331. download

  • Donadelli, M. Prosperi, L. (2012), "On the Role of Liquidity in Emerging Markets Stock Prices", Research In Economics, 66 (4), pp. 320-348, download

  • Donadelli, M. Prosperi, L. (2011), "The Equity Premium Puzzle: Pitfalls in Estimating the Coefficient of Relative Risk Aversion", Journal of Applied Finance & Banking, 2011, download

  • Donadelli, M. Prosperi, L. Romei, F. Silvestri,F (2013), "Movements and Co-movements across European Asset Classes:Portfolio Allocations and Policy Implications", Rivista Bancaria, 1-2 (2013), download