Michael Donadelli : Citation Profile


Are you Michael Donadelli?

Goethe Universität Frankfurt am Main

3

H index

1

i10 index

37

Citations

RESEARCH PRODUCTION:

19

Articles

22

Papers

1

Chapters

RESEARCH ACTIVITY:

   6 years (2011 - 2017). See details.
   Cites by year: 6
   Journals where Michael Donadelli has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 16 (30.19 %)

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   Permalink: http://citec.repec.org/pdo301
   Updated: 2017-10-14    RAS profile: 2017-10-08    
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Relations with other researchers


Works with:

Paradiso, Antonio (7)

Prosperi, Lorenzo (3)

Caporale, Guglielmo Maria (3)

Billio, Monica (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Donadelli.

Is cited by:

Kollmann, Robert (10)

Kodila-Tedika, Oasis (2)

Asongu, Simplice (2)

Lizarzaburu Bolaños, Edmundo R (1)

Samargandi, Nahla (1)

Paradiso, Antonio (1)

Teulon, Frédéric (1)

Williams, Colin (1)

Glass, Katharina (1)

Netšunajev, Aleksei (1)

Caporale, Guglielmo Maria (1)

Cites to:

Harvey, Campbell (45)

Bekaert, Geert (38)

bloom, nicholas (17)

Devereux, Michael (15)

Lundblad, Christian (13)

Blanchard, Olivier (12)

Gertler, Mark (11)

Gali, Jordi (11)

Bansal, Ravi (10)

West, Kenneth (10)

Henry, Peter (10)

Main data


Where Michael Donadelli has published?


Journals with more than one article published# docs
Research in Economics2
Journal of International Financial Markets, Institutions and Money2

Working Papers Series with more than one paper published# docs
SAFE Working Paper Series / Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt9
Working Papers CASMEF / Dipartimento di Economia e Finanza, LUISS Guido Carli2
Working Papers LuissLab / Dipartimento di Economia e Finanza, LUISS Guido Carli2
Bank of Lithuania Working Paper Series / Bank of Lithuania2

Recent works citing Michael Donadelli (2017 and 2016)


YearTitle of citing document
2016Determinants of Property Rights Protection in Sub-Saharan Africa. (2016). Kodila-Tedika, Oasis ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:16/041.

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2016International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences. (2016). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/228794.

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2016International business cycles and risk sharing with uncertainty shocks and recursive preferences. (2016). Kollmann, Robert. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:72:y:2016:i:c:p:115-124.

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2017International endogenous growth, macro anomalies, and asset prices. (2017). Gruning, Patrick . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:78:y:2017:i:c:p:118-148.

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2016Asian financial integration: Global or regional? Evidence from money and bond markets. (2016). Rughoo, Aarti ; You, Kefei . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:419-434.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert . In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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2016Private credit spillovers and economic growth: Evidence from BRICS countries. (2016). Samargandi, Nahla ; Kutan, Ali M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:56-84.

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2016Integration of emerging stock markets with global stock markets. (2016). al Nasser, Omar M ; Hajilee, Massomeh . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:1-12.

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2016Consumption, wealth, stock and housing returns: Evidence from emerging markets. (2016). Sousa, Ricardo ; Caporale, Guglielmo Maria. In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:562-578.

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2016Idiosyncratic volatility and stock returns: Evidence from the MILA. (2016). Lizarzaburu Bolaños, Edmundo R ; Cardona, Emilio . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:422-434.

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2017Financial literacy in Tunisia: Its determinants and its implications on investment behavior. (2017). Mouna, Amari ; Anis, Jarboui . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:568-577.

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2016International stock market liquidity: a review. (2016). Marshall, Ben R ; Anderson, Hamish D. In: Managerial Finance. RePEc:eme:mfipps:v:42:y:2016:i:2:p:118-135.

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2016 Uncertainty and Employment Dynamics in the Euro Area and the US. (2016). Netšunajev, Aleksei ; Glass, Katharina ; Netsunajev, Aleksei . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-002.

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2016Evaluating the impacts of corruption on firm performance in developing economies: an institutional perspective. (2016). Williams, Colin ; Martinez-Perez, Alvaro . In: International Journal of Business and Globalisation. RePEc:ids:ijbglo:v:16:y:2016:i:4:p:401-422.

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2017Innovation Dynamics and Fiscal Policy: Implications for Growth, Asset Prices, and Welfare. (2017). Donadelli, Michael ; Gruning, Patrick . In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:43.

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2016International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences. (2016). Kollmann, Robert. In: MPRA Paper. RePEc:pra:mprapa:70183.

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2016Determinants of Property Rights Protection in Sub-Saharan Africa. (2016). Kodila-Tedika, Oasis ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:76587.

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2017Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel. (2017). Kollmann, Robert. In: MPRA Paper. RePEc:pra:mprapa:77558.

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2016Risk Sharing, the Exchange Rate and Net Foreign Assets in a World Economy with Uncertainty Shocks. (2016). Kollmann, Robert. In: 2016 Meeting Papers. RePEc:red:sed016:721.

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2017The effects of economic policy uncertainty on European economies: Evidence from a TVP-FAVAR. (2017). Pruser, Jan ; Schlosser, Alexander . In: Ruhr Economic Papers. RePEc:zbw:rwirep:708.

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2017Innovation dynamics and fiscal policy: Implications for growth, asset prices, and welfare. (2017). Donadelli, Michael ; Gruning, Patrick . In: SAFE Working Paper Series. RePEc:zbw:safewp:171.

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2017Temperature shocks and welfare costs. (2017). Donadelli, Michael ; Schlag, Christian ; Riedel, Max ; Juppner, Marcus . In: SAFE Working Paper Series. RePEc:zbw:safewp:177.

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Works by Michael Donadelli:


YearTitleTypeCited
2013Emerging Stock Premia: Some Evidence From Industrial Stock Market Data In: Asian Economic and Financial Review.
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2014International Capital Markets Structure, Preferences and Puzzles: The US-China Case In: CESifo Working Paper Series.
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2014International Capital Markets Structure, Preferences and Puzzles: The US-China Case.(2014) In: Discussion Papers of DIW Berlin.
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paper
2017Temperature shocks and welfare costs In: Journal of Economic Dynamics and Control.
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article0
2014Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation? In: The North American Journal of Economics and Finance.
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article0
2016Labor market dynamics, endogenous growth, and asset prices In: Economics Letters.
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article4
2015Matching the BRIC equity premium: A structural approach In: Emerging Markets Review.
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article0
2016Investor Sentiment and Sectoral Stock Returns: Evidence from World Cup Games In: Finance Research Letters.
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article0
2014Is there heterogeneity in financial integration dynamics? Evidence from country and industry emerging market equity indexes In: Journal of International Financial Markets, Institutions and Money.
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article3
2015International capital markets structure, preferences and puzzles: A “US–China World” In: Journal of International Financial Markets, Institutions and Money.
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article1
2017Which market integration measure? In: Journal of Banking & Finance.
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article0
2016Which market integration measure?.(2016) In: SAFE Working Paper Series.
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paper
2012On the role of liquidity in emerging markets stock prices In: Research in Economics.
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article2
2013Economic growth and poverty traps in sub-Saharan Africa: The role of education and TFP shocks In: Research in Economics.
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article0
2014Understanding emerging market equity risk premia: Industries, governance and macroeconomic policy uncertainty In: Research in International Business and Finance.
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article9
2014Measuring Financial Integration: Evidence from Ten Industries in a “US-Emerging World” In: Contemporary Studies in Economic and Financial Analysis.
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chapter0
2015Uncertainty shocks and policymakers’ behavior: evidence from the subprime crisis era In: Journal of Economic Studies.
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article0
2016Investment-Specific Shocks, Business Cycles, and Asset Prices In: Bank of Lithuania Working Paper Series.
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2017Innovation Dynamics and Fiscal Policy: Implications for Growth, Asset Prices, and Welfare In: Bank of Lithuania Working Paper Series.
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2012The Equity Risk Premium: Empirical Evidence from Emerging Markets In: Working Papers CASMEF.
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2013On the Dynamics of Industrial Stock Market Excess Returns In: Working Papers CASMEF.
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2012Education vs TFP: Empirical Evidence from The Sub-Saharan Countries In: Working Papers LuissLab.
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2015Technological Progress, Investment Frictions and Business Cycle: New Insights from a Neoclassical Growth Model In: Working Papers LuissLab.
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2013Movements and co-movements across the European asset classes: portfolio allocations and policy implications In: Rivista Bancaria - Minerva Bancaria.
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2011Is Stock Always the Right Choice? Should Naive Investors Avoid Stock Markets? In: Advances in Management and Applied Economics.
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2012The Equity Premium Puzzle: Pitfalls in Estimating the Coefficient of Relative Risk Aversion In: Journal of Applied Finance & Banking.
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2015Google search-based metrics, policy-related uncertainty and macroeconomic conditions In: Applied Economics Letters.
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article2
2013Global integration and emerging stock market excess returns In: Macroeconomics and Finance in Emerging Market Economies.
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2015Asian stock markets, US economic policy uncertainty and US macro-shocks In: New Zealand Economic Papers.
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2015A novel ex-ante leading indicator for the EU industrial production In: SAFE Working Paper Series.
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2016A quasi real-time leading indicator for the EU industrial production In: SAFE Working Paper Series.
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2016Investment-specific shocks, business cycles, and asset prices In: SAFE Working Paper Series.
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2016Globally dangerous diseases: Bad news for Main Street, good news for Wall Street? In: SAFE Working Paper Series.
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2017Technology trade with asymmetric tax regimes and heterogeneous labor markets: Implications for macro quantities and asset prices In: SAFE Working Paper Series.
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2017Innovation dynamics and fiscal policy: Implications for growth, asset prices, and welfare In: SAFE Working Paper Series.
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2017Temperature shocks and welfare costs In: SAFE Working Paper Series.
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2014Austerity, fiscal volatility, and economic growth In: SAFE Working Paper Series.
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