Follow
Lorenzo Prosperi
Lorenzo Prosperi
Toulouse School of Economics, Prometeia
Verified email at prometeia.com - Homepage
Title
Cited by
Cited by
Year
The equity risk premium: Empirical evidence from emerging markets
M Donadelli, L Prosperi
Available at SSRN 1893378, 2011
462011
On the role of liquidity in emerging markets stock prices
M Donadelli, L Prosperi
Research in Economics 66 (4), 320-348, 2012
432012
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
172012
Transparency, political conflict, and debt
R Pancrazi, L Prosperi
Journal of International Economics 126, 103331, 2020
72020
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
62022
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
62021
A modelling framework for projections of equity portfolio returns under climate transition scenarios
L Prosperi, L Zanin
Available at SSRN, 2022
52022
Stocks’ liquidity and Environmental Performance
LZ Gianmaria Bonagura, Luca D’Amico, Alessio Carmelo Iacopino, Lorenzo Prosperi
Bancaria 6, 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
52020
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
32013
Risk weighting, private lending and macroeconomic dynamics
M Donadelli, M Jüppner, L Prosperi
Deutsche Bundesbank Discussion Paper, 2019
22019
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
22018
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
A modelling framework for equity portfolio projections under different carbon price scenarios
L Prosperi, L Zanin
Journal of Climate Finance 6, 100033, 2024
12024
Unveiling the Liquidity Greenium: Exploring Patterns in the Liquidity of Green versus Conventional Bonds
A Molino, L Prosperi
12023
Political Cost of Default and Business Cycle in Emerging Countries
L Prosperi
Available at SSRN 2871843, 2019
12019
Strategic Debt and Political Frictions in Small Open Economies
R Pancrazi, L Prosperi
Tech. rep, 2016
12016
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
12012
Unveiling the Liquidity Greenium: Exploring Patterns in the Liquidity of
A Molino, L Prosperi, L Zicchino
2023
EXCERPT
GM Bonagura, L D’Amico, A Iacopino, L Prosperi, L Zicchino
2020
The system can't perform the operation now. Try again later.
Articles 1–20