Access Statistics for Daniele Bianchi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Factor Model for Cryptocurrency Returns 0 3 12 59 0 6 29 166
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets 2 2 11 117 2 3 18 222
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 0 60 0 0 1 157
Large-Scale Dynamic Predictive Regressions 0 0 0 4 0 0 1 49
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 1 2 4 111 2 3 8 173
Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section 0 0 0 62 0 0 1 347
Modeling Systemic Risk with Markov Switching Graphical SUR Models 0 0 3 145 1 1 4 230
On the Performance of Cryptocurrency Funds 0 0 1 11 0 0 5 14
On the Performance of Cryptocurrency Funds 0 1 1 27 0 1 1 97
Smoothing volatility targeting 0 0 1 3 0 0 1 9
The dynamics of expected returns: evidence from multi-scale time series modelling 0 0 0 0 0 0 1 1
Trading Volume and Liquidity Provision in Cryptocurrency Markets 0 0 3 22 0 1 11 39
Trading volume and liquidity provision in cryptocurrency markets 0 0 1 23 1 1 9 35
Variational inference for large Bayesian vector autoregressions 0 0 0 17 0 0 3 26
Total Working Papers 3 8 37 661 6 16 93 1,565


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adaptive expectations and commodity risk premiums 0 0 0 2 0 0 2 15
Bond Risk Premiums with Machine Learning 2 6 32 118 4 15 85 290
Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios 0 0 1 40 0 0 2 150
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets 0 0 1 38 0 0 4 110
Corrigendum: Bond Risk Premiums with Machine Learning 1 6 19 114 2 11 34 221
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? 0 0 0 29 0 0 0 64
Global pulses of organic carbon burial in deep-sea sediments during glacial maxima 0 0 0 1 0 0 2 4
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 0 0 25 0 1 3 146
Modeling systemic risk with Markov Switching Graphical SUR models 0 1 3 47 1 2 8 166
On the performance of cryptocurrency funds 0 0 0 2 1 1 6 25
The dynamics of returns predictability in cryptocurrency markets 0 1 2 14 0 2 6 21
Trading volume and liquidity provision in cryptocurrency markets 1 2 5 7 3 6 20 37
Total Journal Articles 4 16 63 437 11 38 172 1,249


Statistics updated 2025-07-04