Working papers

Prosperi, L. (2012). "Opaque Information and Rare Disasters: The Role of Transparency in Explaining Cross-Country differences in the ERP"
uncertainty about disaster.pdf
Adobe Acrobat Document 305.2 KB


Donadelli, Prosperi (2012), "On the role of liquidity in emerging markets stock prices"
2012_66_REC_On The Role of Liquidity in
Adobe Acrobat Document 2.0 MB
Donadelli, Prosperi, Romei, Silvestri (2012) "Movements and Co-Movements Across European Asset Classes: Portfolio Allocation and Policy Implications"
Movements and Co-Movements in European A
Adobe Acrobat Document 341.8 KB
Donadelli, Prosperi (2011) "The Equity Premium Puzzle: Pitfalls in Estimating the Coefficient of Relative Risk Aversion"
The Equity Premium Puzzle_Pitfalls in Es
Microsoft Word Document 2.8 MB


Msc Thesis: Housing market ad mortgage market: a theoretical and empirical analysis of housing boom in the UK (in Italian)
The aim of the work was to find an empirical evidence of the leading role of the credit growth in the housing bubble in the Uk started in the middle of the 90's and bursted with the financial crisis of 2007. I estimated a VECM in order to identify the role of various determinants on house price and I implemented a simulation using the estimates in order to proove the claim.
Adobe Acrobat Document 1.4 MB
IRPET: The Interrelation between Budget Items of Tuscan Firms: theoretical models and empirical tests (in Italian)
Adobe Acrobat Document 414.8 KB
B.A. Thesis: General Economic Equilibrium and Distribution (in italian)
Using a very basic economic model with two agents and one firm I identified the conditions in order to have an inverse relation between wage and profit in the simple economy identified with this model. I compared my results with the Piero's Sraffa's work ''Produzione di merci a mezzo di merci'' arguing that we need very particular conditions in order to satisfy this inverse relation.
Equilibrio economico generale e distribu
Adobe Acrobat Document 715.8 KB


Adobe Acrobat Document 31.4 KB