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Lorenzo Prosperi

On the role of liquidity in emerging markets stock prices
2012 · Michael Donadelli, Lorenzo Prosperi · Research in Economics · 32
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The Equity Risk Premium: Empirical Evidence from Emerging Markets
2011 · Michael Donadelli, Lorenzo Prosperi · SSRN Electronic Journal · 20
A modelling framework for equity portfolio projections under different carbon price scenarios
2022 · Lorenzo Prosperi, Luca Zanin · Journal of Climate Finance · 17
Transparency, political conflict, and debt
2020 · Roberto Pancrazi, Lorenzo Prosperi · Journal of International Economics · 11
Model-based approach for scenario design: stress test severity and banks' resiliency
2022 · Paolo Nicola Barbieri, Giuseppe Lusignani, et al. · Quantitative Finance · 7
The Equity Premium Puzzle: Pitfalls in Estimating the Coefficient of Relative Risk Aversion
2012 · Michael Donadelli, Lorenzo Prosperi · RePEc: Research Papers in Economics · 7
The Equity Risk Premium: Empirical Evidence from Emerging Markets
2012 · Michael Donadelli, Lorenzo Prosperi · RePEc: Research Papers in Economics · 7
Unveiling the Liquidity Greenium: Exploring Patterns in the Liquidity of Green versus Conventional Bonds
2023 · Annalisa Molino, Lorenzo Prosperi, et al. · SSRN Electronic Journal · 6
Forecasting Macro-Financial Variables in an International Data-Rich Environment Vector Autoregressive Model (iDREAM)
2018 · Emanuele De Meo, Lorenzo Prosperi, et al. · SSRN Electronic Journal · 3
The resilience of green stocks during COVID-19: a clustering approach
2020 · Prometeia, Giovanni Maria Bonagura, et al. · Risk Management Magazine · 2
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Risk Weighting, Private Lending and Macroeconomic Dynamics
2019 · Michael Donadelli, Marcus Jüppner, et al. · SSRN Electronic Journal · 2
Political Cost of Default and Business Cycle in Emerging Countries
2016 · Lorenzo Prosperi · SSRN Electronic Journal · 2
Movements and Co-Movements Across European Asset Classes: Portfolio Allocation and Policy Implications
2013 · Michael Donadelli, Lorenzo Prosperi, et al. · SSRN Electronic Journal · 2
Unmasking Physical Risk with STORM: An NLP Framework for Natural Hazard Assessment in Earnings Calls
2026 · Lorenzo Prosperi, Michele Cimino, et al. · SSRN Electronic Journal · 1
Mind the Emission Gap for Firms in the EU ETS Program
2025 · Leonardo Bortolan, Lorenzo Prosperi, et al. · SSRN Electronic Journal · 1
Mind the Emission Gap: Firm-Level Policy Stringency Matters for Emission Reductions in the EU ETS
2026 · Leonardo Bortolan, Lorenzo Prosperi, et al. · SSRN Electronic Journal
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Firm-level data extraction from corporates' Non-Financial Reports
2025 · Leonardo Bacchini, Michele Cimino, et al. · SSRN Electronic Journal
Unmasking Climate Change Impacts: Traversing Storms, Cold, Heat and Fire in Corporate Earnings Calls through a Hybrid Taxonomy and GPT-based Methodology
2024 · Lorenzo Prosperi, lea zicchino, et al. · SSRN Electronic Journal
Essays on Sovereign Debt and the Macroeconomy
2019 · Lorenzo Prosperi · theses.fr (ABES)
Fed Rate Hikes and the Effects on Turkish Banking System. Could It Catch a Cold This Time?
2019 · Salvatore Perdichizzi, Maria Paola Priola, et al. · SSRN Electronic Journal
Essays on the Political Economy of Debt in Emerging Countries: 1. Strategic Debt and Political Frictions in Small Open Economies. 2. Political Cost of Default and Business Cycle in Emerging Countries
2015 · Prosperi, Lorenzo · LUISSThesis - Open Archive
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Summary of Essays on the Political Economy of Debt in Emerging Countries
2015 · Lorenzo Prosperi
Movements and co-movements across the European asset classes: portfolio allocations and policy implications
2013 · Michael Donadelli, Lorenzo Prosperi, et al.
Works count: 24
Citation count: 120
H-index: 7
I10-index: 4
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