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