Michael Donadelli : Citation Profile

Are you Michael Donadelli?

Leibniz-Institut für Finanzmarktforschung SAFE (Sustainable Architecture for Finance in Europe)

10

H index

12

i10 index

363

Citations

RESEARCH PRODUCTION:

40

Articles

31

Papers

1

Chapters

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 30
   Journals where Michael Donadelli has often published
   Relations with other researchers
   Recent citing documents: 177.    Total self citations: 43 (10.59 %)

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   Permalink: http://citec.repec.org/pdo301
   Updated: 2023-08-19    RAS profile: 2023-02-17    
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Relations with other researchers

Works with:

Jüppner, Marcus (11)

Grüning, Patrick (8)

Paradiso, Antonio (6)

Riedel, Max (5)

Curatola, Giuliano (3)

Billio, Monica (2)

Schlag, Christian (2)

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

Is cited by:

GUPTA, RANGAN (27)

Kollmann, Robert (21)

Vo, Xuan Vinh (6)

Salisu, Afees (6)

Ossola, Elisa (5)

Zaremba, Adam (5)

Demir, Ender (4)

Grüning, Patrick (4)

Santagiustina, Carlo (4)

Liow, Kim (3)

Asongu, Simplice (3)

Cites to:

Harvey, Campbell (45)

Bekaert, Geert (38)

bloom, nicholas (30)

Castelnuovo, Efrem (27)

Devereux, Michael (25)

Riedel, Max (23)

Uhlig, Harald (20)

Yetman, James (20)

Newey, Whitney (18)

West, Kenneth (17)

Jüppner, Marcus (17)

Main data

Where Michael Donadelli has published?

Journals with more than one article published# docs
The North American Journal of Economics and Finance3
Research in International Business and Finance2
Applied Economics Letters2
Journal of International Financial Markets, Institutions and Money2
Journal of Economic Studies2
Economics Letters2
The World Economy2
Research in Economics2

Working Papers Series with more than one paper published# docs
SAFE Working Paper Series / Leibniz Institute for Financial Research SAFE10
Working Papers / Department of Economics, University of Venice "Ca' Foscari"7
Bank of Lithuania Working Paper Series / Bank of Lithuania5
Bank of Lithuania Discussion Paper Series / Bank of Lithuania2
Working Papers CASMEF / Dipartimento di Economia e Finanza, LUISS Guido Carli2
Working Papers LuissLab / Dipartimento di Economia e Finanza, LUISS Guido Carli2

Recent works citing Michael Donadelli (2022 and 2021)

YearTitle of citing document
2023COVID-19 Attack on Stock Markets: Event Study and Panel Data Analysis of Organization of Islamic Countries (OIC). (2023). Hanif, Muhammad Wasif ; Awan, Umar Farooq ; Sarwar, Ammara ; Aslam, Muhammad ; Atif, Muhammad ; Sultana, Fatima ; Kashif, Muhammad. In: Journal of Economic Impact. RePEc:adx:journl:v:5:y:2023:i:1:p:50-63.

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2021The Effect of Uncertains in European Economic Policies on the BIST 100 Index. (2021). Yildirim, Hakan ; Akda, Saffet. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:6:y:2021:i:2:p:322-331.

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2021A Century of Economic Policy Uncertainty Through the French-Canadian Lens. (2021). Kassem, Alaa ; Bluteau, Keven ; Ardia, David. In: Papers. RePEc:arx:papers:2106.05240.

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2022Spatio-temporal Event Studies for Air Quality Assessment under Cross-sectional Dependence. (2022). Pelagatti, Matteo Maria ; Maranzano, Paolo. In: Papers. RePEc:arx:papers:2210.17529.

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2023Volatility of Volatility and Leverage Effect from Options. (2023). Todorov, Viktor ; Chong, Carsten H. In: Papers. RePEc:arx:papers:2305.04137.

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2021EQUITY MARKETS RISKS AND RETURNS: IMPLICATIONS FOR GLOBAL PORTFOLIO CAPITAL FLOWS DURING PANDEMIC AND CRISIS PERIODS. (2021). Rusak, Denys ; Pryiatelchuk, Olena ; Dziuba, Pavlo. In: Baltic Journal of Economic Studies. RePEc:bal:journl:2256-0742:2021:7:3:12.

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2023The macroeconomic effects of temperature surprise shocks. (2023). Natoli, Filippo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1407_23.

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2022The resilience of green firms in the twirl of COVID?19: Evidence from S&P500 Carbon Efficiency Index with a Fourier approach. (2022). Menegaki, Angeliki N ; Bulut, Umit ; Koak, Emrah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:1:p:32-45.

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2023Climate risks and U.S. stock?market tail risks: A forecasting experiment using over a century of data. (2023). Salisu, Afees ; van Eyden, Renee ; Gupta, Rangan ; Pierdzioch, Christian. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:228-244.

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2022The Price of Higher Order Catastrophe Insurance: The Case of VIX Options. (2022). Yang, Aoxiang ; Eraker, Bjorn. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:6:p:3289-3337.

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2021Modelling the impacts of climate change on the global economy: Stagflationary shock looming. (2021). Tonner, Jaromir ; Motl, Martin. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:geo2021/9.

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2021Capital Flows at Risk: Taming the Ebbs and Flows. (2021). Sgherri, Silvia ; Sahay, Ratna ; Gornicka, Lucyna ; Gelos, R. Gaston ; Koepke, Robin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15842.

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2023Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix. (2023). Guinea, Laurentiu ; Ruiz, Jesus ; Perez, Rafaela. In: UC3M Working papers. Economics. RePEc:cte:werepe:36916.

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2021Climate change and monetary policy in the euro area. (2021). Röhe, Oke ; Popov, Alexander ; Petroulakis, Filippos ; Papadopoulou, Niki ; Parker, Miles ; Mistretta, Alessandro ; Lozej, Matija ; Grüning, Patrick ; Giovannini, Alessandro ; Garcia Sanchez, Pablo ; DARRACQ PARIES, Matthieu ; Breitenfellner, Andreas ; Bun, Maurice ; Manzanares, Andres ; Diez-Caballero, Arturo ; Prammer, Doris ; Cruz, Lia Vaz ; Weber, Pierre-Franois ; Gruning, Patrick ; Stracca, Livio ; Farkas, Matyas ; Roos, Madelaine ; Aubrechtova, Jana ; Kapp, Daniel ; Osiewicz, Malgorzata ; Holthausen, Cornelia ; Bua, Giovanna ; Manninen, Otso ; di Nino, Virginia ; van den End, Jan Willem ; Moench, Emanuel ; Sotomayor, Beatriz ; Faiella, Ivan ; Rohe, Oke ; Dinino, Virginia ; Isgro, Lorenzo ; Nerlich, Carolin ; Drudi, Francesco ; Garcia-Sanche
2021Demand or supply? An empirical exploration of the effects of climate change on the macroeconomy. (2021). Marotta, Fulvia ; Ciccarelli, Matteo. In: Working Paper Series. RePEc:ecb:ecbwps:20212608.

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2022Volatility Spillover between Stock Returns and Oil Prices during the Covid-19 Pandemic in ASEAN. (2022). , Supriyanto ; Alexandri, Mohammad Benny. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-16.

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2022Does herding behavior exist in Chinas carbon markets?. (2022). Wu, Zhanchi ; Zhu, Bangzhu ; Wang, Ping ; Gao, Yan ; Zhou, Xinxing. In: Applied Energy. RePEc:eee:appene:v:308:y:2022:i:c:s0306261921015695.

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2021COVID-19 pandemic and stock market response: A culture effect. (2021). Nguyen, Nhut H ; Indriawan, Ivan ; Gilbert, Aaron ; Fernandez-Perez, Adrian. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s221463502030383x.

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2021Stock price reaction to appointment of a chief health officer during COVID-19. (2021). Ichev, Riste. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s221463502100085x.

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2022Volatility of implied volatility and mergers and acquisitions. (2022). Switzer, Lorne N ; el Meslmani, Nabil ; Betton, Sandra. In: Journal of Corporate Finance. RePEc:eee:corfin:v:75:y:2022:i:c:s0929119922000864.

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2023Macroeconomic outcomes in disaster-prone countries. (2023). Cantelmo, Alessandro ; Papageorgiou, Chris ; Melina, Giovanni. In: Journal of Development Economics. RePEc:eee:deveco:v:161:y:2023:i:c:s0304387822001791.

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2022COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:702-715.

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2021Realized skewness and the short-term predictability for aggregate stock market volatility. (2021). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002030.

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2022Do intangible assets provide corporate resilience? New evidence from infectious disease pandemics. (2022). Abadi, Nour ; Hasan, Mostafa Monzur ; Uddin, Mohammad Riaz. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000529.

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2022Modeling economic losses and greenhouse gas emissions reduction during the COVID-19 pandemic: Past, present, and future scenarios for Italy. (2022). Quatraro, Francesco ; Santhia, Cristina ; Gastaldo, Michele ; Cottafava, Dario. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000530.

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2022Firm-level short selling and the local COVID-19 pandemic: Evidence from China. (2022). Wei, QU ; Ma, Xinru ; He, Jingbin. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001420.

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2022Are terrorists responsible for anti-immigrant sentiments? Evidence from Europe. (2022). Tripathi, Ishita. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s026499932200205x.

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2023Modelling pandemic risks for policy analysis and forecasting. (2023). DARRACQ PARIES, Matthieu ; Zimic, Sreko ; Damjanovi, Milan ; Angelini, Elena. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003996.

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2021BitCoin: A new basket for eggs?. (2021). Tao, Ran ; Su, Chi-Wei ; Qin, Meng. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:896-907.

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2021COVID-19 stringency measures and foreign investment: An early assessment. (2021). Giofre', Maela. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001492.

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2021Measuring real–financial connectedness in the U.S. economy. (2021). Yilmaz, Kamil ; Uluceviz, Erhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001637.

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2022The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements. (2022). Maitra, Debasish ; Dash, Saumya Ranjan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200064x.

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2022Herding behavior in the cryptocurrency market during COVID-19 pandemic: The role of media coverage. (2022). Waked, Sami Sobhi ; Youssef, Mouna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000997.

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2023The impact of Twitter-based sentiment on US sectoral returns. (2023). Vo, Xuan Vinh ; Ahmad, Nasir ; Ur, Mobeen ; Zeitun, Rami. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001826.

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2023The impact of COVID-19 on the tourism and hospitality Industry: Evidence from international stock markets. (2023). Yang, Feng ; Liao, Stephen Shaoyi ; Cheng, Xian ; Liu, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002108.

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2023Animal Behavior in Capital markets: Herding formation dynamics, trading volume, and the role of COVID-19 pandemic. (2023). Eleftheriou, Konstantinos ; Grose, Christos ; Economou, Fotini ; Chantziaras, Antonios ; Alexakis, Christos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000694.

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2021A century of Economic Policy Uncertainty through the French–Canadian lens. (2021). Ardia, David ; Kassem, Alaa ; Bluteau, Keven. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002159.

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2021On the “mementum” of meme stocks. (2021). Santagiustina, Carlo ; Iacopini, Matteo ; Costola, Michele. In: Economics Letters. RePEc:eee:ecolet:v:207:y:2021:i:c:s0165176521002986.

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2022The effects of climate risks on economic activity in a panel of US states: The role of uncertainty. (2022). GUPTA, RANGAN ; Epni, Ouzhan ; Sheng, Xin. In: Economics Letters. RePEc:eee:ecolet:v:213:y:2022:i:c:s0165176522000568.

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2022Persistence of state-level uncertainty of the United States: The role of climate risks. (2022). GUPTA, RANGAN ; Cepni, Oguzhan ; Sheng, Xin. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001276.

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2022Asset pricing with free entry and exit of firms. (2022). Rabitsch, Katrin ; Marsal, Ales ; Kaszab, Lorant. In: Economics Letters. RePEc:eee:ecolet:v:217:y:2022:i:c:s0165176522002087.

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2023Climate, technology, family size; on the crossroad between two ultimate externalities. (2023). Gerlagh, Reyer. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292123000053.

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2022Institutional determinants of emerging market returns and flows. (2022). Erickson, Bradley O ; Sonenshine, Ralph. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s156601412200005x.

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2021The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns. (2021). Uddin, Gazi ; Makkonen, Adam ; Cardia, Michel Ferreira ; Rahman, Md Lutfur ; Vallstrom, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002802.

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2021Does carbon efficiency improve financial performance? Evidence from Chinese firms. (2021). Zhang, Qingjun ; Li, Jing ; Wang, Juan. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005156.

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2022The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk. (2022). Li, Leon. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006009.

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2022Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle. (2022). Zhang, Xinhua ; Zhu, Haoyang ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001359.

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2022Examining the impact of extreme temperature on green innovation in China: Evidence from city-level data. (2022). Chang, Chun-Ping ; Wei, Wei ; Hu, Haiqing. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004558.

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2023Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model. (2023). Lucey, Brian ; Ren, Boru. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000245.

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2021OPEC news and jumps in the oil market. (2021). Yoon, Seong-Min ; Pierdzioch, Christian ; Gupta, Rangan ; Gkillas, Konstantinos. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000013.

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2021Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; al Rababa, Abdel Razzaq ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001675.

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2021Skewness-based market integration: A systemic risk measure across international equity markets. (2021). Li, Xupei ; Jian, Zhihong. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000077.

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2021Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world. (2021). Demir, Ender ; Zaremba, Adam ; Kizys, Renatas ; Rouatbi, Wael. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001538.

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2022Climate change, risk factors and stock returns: A review of the literature. (2022). Venturini, Alessio. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002568.

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2022Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. (2022). Li, Youwei ; Stanley, Eugene H ; Pantelous, Athanasios A ; Chen, Yanhua. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003161.

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2022The impact and role of COVID-19 uncertainty: A global industry analysis. (2022). Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921001708.

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2022A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151.

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2022Interbank liquidity risk transmission to large emerging markets in crisis periods. (2022). Bouri, Elie ; Hosseini, Seyedmehdi ; Sifat, Imtiaz ; Zarei, Alireza. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001612.

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2022Ambiguity and asset pricing: An empirical investigation for an emerging market. (2022). Daniolu, Seza ; Ahin, Baki Cem. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002885.

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2023COVID-19 and finance scholarship: A systematic and bibliometric analysis. (2023). Sureka, Riya ; Kumar, Satish ; Goodell, John W ; Boubaker, Sabri. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004082.

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2023On the right jump tail inferred from the VIX market. (2023). Izzeldin, Marwan ; Yao, Xingzhi ; Li, Zhenxiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000236.

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2023Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587.

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2023Possibility versus feasibility: International portfolio diversification under financial liberalization. (2023). Yao, Shujie ; Wan, Hong ; Chen, Yiqing. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001680.

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2021Deaths, panic, lockdowns and US equity markets: The case of COVID-19 pandemic. (2021). Butt, Hassan Anjum ; Baig, Ahmed S ; Aun, Syed ; Haroon, Omair. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320305821.

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2021The impact of COVID-19 on the Chinese stock market: Sentimental or substantial?. (2021). Wu, Mengyuan ; Sun, Yunchuan ; Peng, Zihan ; Zeng, Xiaoping. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316524.

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2021Pandemic and bank lending: Evidence from the 2009 H1N1 pandemic. (2021). Gong, Di ; Lu, Liping ; Jiang, Tao. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320305882.

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2021Firm-specific news and the predictability of Consumer stocks in Vietnam. (2021). Salisu, Afees ; Vo, Xuan Vinh. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316159.

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2021Google search volumes and the financial markets during the COVID-19 outbreak. (2021). Santagiustina, Carlo ; Iacopini, Matteo ; Costola, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320316986.

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2022Impact of COVID-19 on sovereign risk: Latin America versus Asia. (2022). Kliber, Agata ; Bedowska-Sojka, Barbara . In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005328.

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2022COVID-19 and cryptocurrency volatility: Evidence from asymmetric modelling. (2022). Apergis, Nicholas. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005894.

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2022Household investment diversification amid Covid-19 pandemic: Evidence from Chinese investors. (2022). Lu, Xiaomeng ; Zhang, Yong ; Sha, Yezhou. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612322001222.

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2023Short-selling and mutual fund herding: The Chinese evidence. (2023). Xiang, Cheng ; Feng, Lixuan. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006936.

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2023Twitter-based Chinese economic policy uncertainty. (2023). Kim, Minki ; Choi, Eunseon ; Lee, Kiryoung. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000016.

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2023How reactive is investment in US green bonds and ESG-eligible stocks in times of crisis? Exploring the COVID-19 crisis. (2023). Zuiga-Vicente, Jose Angel ; Vicente-Lorente, Jose D ; Perote, Javier. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000120.

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2023COVID-19 Government restriction policy, COVID-19 vaccination and stock markets: Evidence from a global perspective. (2023). Xiao, Kaitian ; Yu, Xiaoling. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000430.

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2023Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks. (2023). Salisu, Afees ; Ji, Qiang ; Nel, Jacobus ; Gupta, Rangan. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s154461232300168x.

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2022Financial integration in the EU28 equity markets: Measures and drivers. (2022). Ossola, Elisa ; Papanagiotou, E ; Nardo, M. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100015x.

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2022Contagious margin calls: How COVID-19 threatened global stock market liquidity. (2022). Ødegaard, Bernt ; Odegaard, Bernt Arne ; Philip, Richard ; Kwan, Amy ; Foley, Sean. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000628.

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2021What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures. (2021). Ossola, Elisa ; Panzica, Roberto ; Alessi, Lucia. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000280.

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2023Equity market response to natural disasters: Does firms corporate social responsibility make difference?. (2023). Alam, Md Samsul ; Chowdhury, Hasibul ; Malik, Ihtisham A. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s104402832200103x.

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2022Capital flows at risk: Taming the ebbs and flows. (2022). Sgherri, Silvia ; Gornicka, Lucyna ; Gelos, R. Gaston ; Koepke, Robin ; Sahay, Ratna. In: Journal of International Economics. RePEc:eee:inecon:v:134:y:2022:i:c:s0022199621001355.

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2023Heterogenous responses of stock markets to covid related news and sentiments: Evidence from the 1st year of pandemic. (2023). Wohar, Mark ; Kamal, Javed Bin. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:68-85.

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2021The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets. (2021). Demir, Ender ; Aharon, David Y ; Tzouvanas, Panagiotis ; Kizys, Renatas ; Zaremba, Adam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000032.

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2021Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns. (2021). Zaremba, Adam ; Cakici, Nusret. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000524.

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2021Optimal asset allocation strategies for international equity portfolios: A comparison of country versus industry optimization. (2021). Taushanov, Georgi ; Bessler, Wolfgang ; Wolff, Dominik. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000627.

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2022A clientele effect in online lending markets: Evidence from the comovement between investor sentiment and online lending rates. (2022). Yu, Jingjing ; Jin, Chenglu ; Xu, Feng ; Chen, Rongda. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001682.

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2022Co-skewness and expected return: Evidence from international stock markets. (2022). Liu, Ming ; Kot, Hung Wan ; Dong, Liang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001852.

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2022Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?. (2022). Vo, Xuan Vinh ; Alkhataybeh, Ahmad ; El-Nader, Ghaith ; al Rababa, Abdel Razzaq ; Ur, Mobeen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001992.

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2022Measuring market integration during crisis periods. (2022). Hyde, Stuart ; Cho, Sungjun ; Qin, Weiping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000440.

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2022Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic. (2022). Marco, Chi Keung ; Lucey, Brian ; Goodell, John W ; Brzeszczyski, Janusz ; Yarovaya, Larisa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000725.

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2022The role of non-critical business and telework propensity in international stock markets during the COVID-19 pandemic. (2022). Tabak, Benjamin Miranda ; Berri, Paulo Victor ; Silva, Thiago Christiano. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000798.

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2023Which COVID-19 information really impacts stock markets?. (2023). Brzeszczynski, Janusz ; Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443122000749.

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2023The power of text-based indicators in forecasting Italian economic activity. (2023). Monteforte, Libero ; Marcucci, Juri ; Luciani, Andrea ; Guaitoli, Gabriele ; Emiliozzi, Simone ; Aprigliano, Valentina. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:791-808.

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2023Time-varying variance and skewness in realized volatility measures. (2023). Lucas, Andre ; Opschoor, Anne. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:827-840.

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2021Bank foreign assets, government support and international spillover effects of sovereign rating events on bank stock prices. (2021). Moch, Nils ; Schertler, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:130:y:2021:i:c:s0378426621001461.

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2021Climate actions and macro-financial stability: The role of central banks. (2021). Annicchiarico, Barbara ; Minx, Jan C ; Kalkuhl, Matthias ; Diluiso, Francesca. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:110:y:2021:i:c:s0095069621001066.

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2021Does regulatory cooperation help integrate equity markets?. (2021). Silvers, Roger. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:3:p:1275-1300.

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2022Ambiguity about volatility and investor behavior. (2022). Uhr, Charline ; Meyer, Steffen ; Kostopoulos, Dimitrios. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:1:p:277-296.

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2021On the relation between Pandemic Disease Outbreak News and Crude oil, Gold, Gold mining, Silver and Energy Markets. (2021). Shaikh, Imlak. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000428.

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2021Time and frequency connectedness and network across the precious metal and stock markets: Evidence from top precious metal importers and exporters. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000714.

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2021The impact of COVID-19 news, panic and media coverage on the oil and gold prices: An ARDL approach. (2021). Kouki, Saoussen ; Atri, Hanen ; Gallali, Mohamed Imen. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000787.

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More than 100 citations found, this list is not complete...

Works by Michael Donadelli:

YearTitleTypeCited
2013Emerging Stock Premia: Some Evidence From Industrial Stock Market Data In: Asian Economic and Financial Review.
[Full Text][Citation analysis]		article0
2019A Quasi Real?Time Leading Indicator for the EU Industrial Production In: Manchester School.
[Full Text][Citation analysis]		article1
2016A quasi real-time leading indicator for the EU industrial production.(2016) In: SAFE Working Paper Series.
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2020Immigration, uncertainty and macroeconomic dynamics In: The World Economy.
[Full Text][Citation analysis]		article1
2021Consumption smoothing, risk sharing and financial integration In: The World Economy.
[Full Text][Citation analysis]		article0
2014International Capital Markets Structure, Preferences and Puzzles: The US-China Case In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper21
2014International Capital Markets Structure, Preferences and Puzzles: The US-China Case.(2014) In: Discussion Papers of DIW Berlin.
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This paper has another version. Agregated cites: 21		paper
2020Sex and “the City”: Financial stress and online pornography consumption In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article0
2017Temperature shocks and welfare costs In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article37
2017Temperature shocks and welfare costs.(2017) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		paper
2019Adding cycles into the neoclassical growth model In: Economic Modelling.
[Full Text][Citation analysis]		article1
2014Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article3
2020Tornado activity, house prices, and stock returns In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article6
2021Innovation dynamics and fiscal policy: Implications for growth, asset prices, and welfare In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article0
2017Innovation Dynamics and Fiscal Policy: Implications for Growth, Asset Prices, and Welfare.(2017) In: Bank of Lithuania Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2017Innovation dynamics and fiscal policy: Implications for growth, asset prices, and welfare.(2017) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2016Labor market dynamics, endogenous growth, and asset prices In: Economics Letters.
[Full Text][Citation analysis]		article4
2020The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index In: Economics Letters.
[Full Text][Citation analysis]		article3
2015Matching the BRIC equity premium: A structural approach In: Emerging Markets Review.
[Full Text][Citation analysis]		article1
2021Global temperature, R&D expenditure, and growth In: Energy Economics.
[Full Text][Citation analysis]		article9
2018Global temperature, R&D expenditure, and growth.(2018) In: Bank of Lithuania Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2017Global temperature, R&D expenditure, and growth.(2017) In: SAFE Working Paper Series.
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This paper has another version. Agregated cites: 9		paper
2022European green policy announcements and sectoral stock returns In: Energy Policy.
[Full Text][Citation analysis]		article3
2021From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article29
2016Investor Sentiment and Sectoral Stock Returns: Evidence from World Cup Games In: Finance Research Letters.
[Full Text][Citation analysis]		article11
2017Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street? In: Journal of Financial Markets.
[Full Text][Citation analysis]		article35
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.
[Full Text][Citation analysis]		article20
2015International capital markets structure, preferences and puzzles: A “US–China World” In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article2
2017Which market integration measure? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article30
2016Which market integration measure?.(2016) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
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2012On the role of liquidity in emerging markets stock prices In: Research in Economics.
[Full Text][Citation analysis]		article9
2013Economic growth and poverty traps in sub-Saharan Africa: The role of education and TFP shocks In: Research in Economics.
[Full Text][Citation analysis]		article4
2014Understanding emerging market equity risk premia: Industries, governance and macroeconomic policy uncertainty In: Research in International Business and Finance.
[Full Text][Citation analysis]		article26
2019Non-macro-based Google searches, uncertainty, and real economic activity In: Research in International Business and Finance.
[Full Text][Citation analysis]		article10
2021Using past epidemics to estimate the macroeconomic implications of COVID-19: A bad idea! In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article6
2014Measuring Financial Integration: Evidence from Ten Industries in a “US-Emerging World” In: Contemporary Studies in Economic and Financial Analysis.
[Full Text][Citation analysis]		chapter0
2015Uncertainty shocks and policymakers’ behavior: evidence from the subprime crisis era In: Journal of Economic Studies.
[Full Text][Citation analysis]		article0
2015Uncertainty shocks and policymakers’ behavior: evidence from the subprime crisis era In: Journal of Economic Studies.
[Full Text][Citation analysis]		article0
2021Computing Macro-Effects and Welfare Costs of Temperature Volatility: A Structural Approach In: Computational Economics.
[Full Text][Citation analysis]		article10
2022Temperature Variability and the Macroeconomy: A World Tour In: Environmental & Resource Economics.
[Full Text][Citation analysis]		article4
2019Understanding Macro and Asset Price Dynamics During the Climate Transition In: Bank of Lithuania Discussion Paper Series.
[Full Text][Citation analysis]		paper7
2016Investment-Specific Shocks, Business Cycles, and Asset Prices In: Bank of Lithuania Working Paper Series.
[Full Text][Citation analysis]		paper0
2016Investment-specific shocks, business cycles, and asset prices.(2016) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2017Technology Trade with Asymmetric Tax Regimes and Heterogeneous Labor Markets: Implications for Macro Quantities and Asset Prices In: Bank of Lithuania Working Paper Series.
[Full Text][Citation analysis]		paper0
2022Technology trade with asymmetric tax regimes and heterogeneous labour markets: Implications for macro quantities and asset prices.(2022) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2017Technology trade with asymmetric tax regimes and heterogeneous labor markets: Implications for macro quantities and asset prices.(2017) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2019Monetary policy, trade, and endogenous growth under different international financial market structures In: Bank of Lithuania Working Paper Series.
[Full Text][Citation analysis]		paper0
2021The Quadrilemma of a Small Open Circular Economy Through a Prism of the 9R Strategies In: Bank of Lithuania Working Paper Series.
[Full Text][Citation analysis]		paper1
2012The Equity Risk Premium: Empirical Evidence from Emerging Markets In: Working Papers CASMEF.
[Full Text][Citation analysis]		paper1
2013On the Dynamics of Industrial Stock Market Excess Returns In: Working Papers CASMEF.
[Full Text][Citation analysis]		paper0
2012Education vs TFP: Empirical Evidence from The Sub-Saharan Countries In: Working Papers LuissLab.
[Full Text][Citation analysis]		paper3
2012Education vs TFP: Empirical Evidence from The Sub-Saharan Countries.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2015Technological Progress, Investment Frictions and Business Cycle: New Insights from a Neoclassical Growth Model In: Working Papers LuissLab.
[Full Text][Citation analysis]		paper0
2013Movements and co-movements across the European asset classes: portfolio allocations and policy implications In: Rivista Bancaria - Minerva Bancaria.
[Full Text][Citation analysis]		article1
2022Global risks, the macroeconomy, and asset prices In: Empirical Economics.
[Full Text][Citation analysis]		article1
2011Is Stock Always the Right Choice? Should Naive Investors Avoid Stock Markets? In: Advances in Management and Applied Economics.
[Full Text][Citation analysis]		article0
2012The Equity Premium Puzzle: Pitfalls in Estimating the Coefficient of Relative Risk Aversion In: Journal of Applied Finance & Banking.
[Full Text][Citation analysis]		article3
2015Google search-based metrics, policy-related uncertainty and macroeconomic conditions In: Applied Economics Letters.
[Full Text][Citation analysis]		article18
2016Differences in measures of the fiscal multiplier and the reduced-form vector autoregression In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2020On the role of domestic and international financial cyclical factors in driving economic growth In: Applied Economics.
[Full Text][Citation analysis]		article2
2013Global integration and emerging stock market excess returns In: Macroeconomics and Finance in Emerging Market Economies.
[Full Text][Citation analysis]		article3
2015Asian stock markets, US economic policy uncertainty and US macro-shocks In: New Zealand Economic Papers.
[Full Text][Citation analysis]		article7
2010Understanding the Global Demand Collapse: Empirical Analysis and Optimal Policy Response In: Working Papers.
[Full Text][Citation analysis]		paper2
2010Why Should Naive Investors Avoid Stock Markets ? In: Working Papers.
[Full Text][Citation analysis]		paper0
2012Emerging Stock Premia: Do Industries Matter? In: Working Papers.
[Full Text][Citation analysis]		paper0
2015Measuring Financial Integration: Lessons from the Correlation In: Working Papers.
[Full Text][Citation analysis]		paper3
2018Migration Fear, Uncertainty, and Macroeconomic Dynamics In: Working Papers.
[Full Text][Citation analysis]		paper0
2019Temperature Volatility Risk In: Working Papers.
[Full Text][Citation analysis]		paper20
2019Risk weighting, private lending and macroeconomic dynamics In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2015A novel ex-ante leading indicator for the EU industrial production In: SAFE Working Paper Series.
[Citation analysis]		paper0
2016Globally dangerous diseases: Bad news for Main Street, good news for Wall Street? In: SAFE Working Paper Series.
[Full Text][Citation analysis]		paper4
2015Austerity, fiscal uncertainty, and economic growth: Insights from fiscally weak EU countries In: SAFE Working Paper Series.
[Full Text][Citation analysis]		paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team