The equity risk premium: Empirical evidence from emerging markets M Donadelli, L Prosperi Available at SSRN 1893378, 2011 | 46 | 2011 |
On the role of liquidity in emerging markets stock prices M Donadelli, L Prosperi Research in Economics 66 (4), 320-348, 2012 | 45 | 2012 |
The equity premium puzzle: Pitfalls in estimating the coefficient of relative risk aversion M Donadelli, L Prosperi Journal of Applied Finance & Banking 2 (2), 177-213, 2012 | 20 | 2012 |
Transparency, political conflict, and debt R Pancrazi, L Prosperi Journal of International Economics 126, 103331, 2020 | 8 | 2020 |
Model-based approach for scenario design: stress test severity and banks' resiliency PN Barbieri, G Lusignani, L Prosperi, L Zicchino Quantitative Finance 22 (10), 1927-1954, 2022 | 5 | 2022 |
A modelling framework for projections of equity portfolio returns under climate transition scenarios L Prosperi, L Zanin Available at SSRN, 2022 | 5 | 2022 |
Stocks’ liquidity and Environmental Performance LZ Gianmaria Bonagura, Luca D’Amico, Alessio Carmelo Iacopino, Lorenzo Prosperi Bancaria 6, 2021 | 5* | 2021 |
Assessing climate risks in the Italian financial sector E Brandoli, M Catalano, A Cavallo, L Forni, E Pezzolla, L Prosperi, ... Working paper, Prometeia, Bologna, 2021 | 5 | 2021 |
The resilience of green stocks during COVID-19: a clustering approach GM Bonagura, L D’Amico, A Iacopino, L Prosperi, L Zicchino Risk Management Magazine 15 (3), 33-47, 2020 | 4 | 2020 |
Unveiling the liquidity greenium: Exploring patterns in the liquidity of green versus conventional bonds A Molino, L Prosperi | 3 | 2023 |
Opaque information and rare disasters: The role of transparency in explaining cross-country differences in the ERP L Prosperi Toulouse School of Economics, Working Paper, 2013 | 3 | 2013 |
A modelling framework for equity portfolio projections under different carbon price scenarios L Prosperi, L Zanin Journal of Climate Finance 6, 100033, 2024 | 2 | 2024 |
Risk weighting, private lending and macroeconomic dynamics M Donadelli, M Jüppner, L Prosperi Deutsche Bundesbank Discussion Paper, 2019 | 2 | 2019 |
Forecasting macro-financial variables in an international data-rich environment vector autoregressive model (iDREAM) E De Meo, L Prosperi, G Tizzanini, L Zicchino Forecasting Macro-financial Variables in an International Data-rich …, 2018 | 2 | 2018 |
The Equity Risk Premium: Empirical Evidence from Emerging Markets (May 23, 2011). 14 Stulz, RM M Donadelli, L Prosperi Globalization, Corporate finance, and the Cost of Capital, Journal of …, 0 | 2 | |
Political Cost of Default and Business Cycle in Emerging Countries L Prosperi Available at SSRN 2871843, 2019 | 1 | 2019 |
Strategic Debt and Political Frictions in Small Open Economies R Pancrazi, L Prosperi Tech. rep, 2016 | 1 | 2016 |
Movements and Co-Movements Across European Asset Classes: Portfolio Allocation and Policy Implications M Donadelli, L Prosperi, F Romei, F Silvestri Available at SSRN 2201855, 2012 | 1 | 2012 |
Unmasking Climate Change Impacts: Traversing Storms, Cold, Heat and Fire in Corporate Earnings Calls through a Hybrid Taxonomy and GPT-based Methodology L Prosperi, MP Priola, A Molino, M Cimino Maria Paola and Molino, Annalisa and Cimino, Michele, Unmasking Climate …, 2023 | | 2023 |
Unveiling the Liquidity Greenium: Exploring Patterns in the Liquidity of A Molino, L Prosperi, L Zicchino | | 2023 |