Access Statistics for Stefano Giglio

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 Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios 0 1 2 66 0 2 21 63
An Intertemporal CAPM with Stochastic Volatility 0 0 0 123 1 1 5 382
An Intertemporal CAPM with Stochastic Volatility 0 1 1 70 0 3 10 132
An Intertemporal CAPM with stochastic volatility 0 0 1 13 0 0 3 144
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 0 34 0 0 3 104
Asset pricing in the frequency domain: theory and empirics 0 0 0 28 1 1 3 128
Biodiversity Risk 0 0 2 51 0 0 22 64
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 1 23 0 2 8 175
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 68 1 1 4 226
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 62 0 0 5 143
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 1 55 1 2 6 128
Climate Finance 0 1 4 68 0 6 26 238
Climate Finance 0 0 2 25 0 0 9 63
Climate Finance 0 0 3 52 0 1 18 128
Climate Transition Risks and the Energy Sector 0 5 5 5 0 6 6 6
Contractionary Volatility or Volatile Contractions? 0 0 2 25 0 1 4 74
Credit default swap spreads and systemic financial risk 1 1 2 93 4 4 14 311
Credit default swap spreads and systemic financial risk 0 0 0 0 0 1 4 125
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data 0 1 2 20 0 1 3 44
Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data 1 1 1 5 1 2 5 17
Equity Term Structures without Dividend Strips Data 0 0 1 15 0 0 7 24
Excess Volatility: Beyond Discount Rates 0 0 0 22 0 1 2 87
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 204 0 0 2 657
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 99 0 0 0 338
Five Facts About Beliefs and Portfolios 0 0 0 32 0 0 13 213
Five Facts about Beliefs and Portfolios 0 0 1 44 2 3 8 190
Five facts about beliefs and portfolios 0 0 1 15 0 2 5 174
Forced Sales and House Prices 0 0 1 184 1 4 13 730
Forced Sales and House Prices 1 1 1 46 2 4 4 297
Four Facts About ESG Beliefs and Investor Portfolios 0 1 5 61 0 2 26 67
Hard Times 0 0 0 78 0 0 1 365
Hard Times 0 0 0 23 1 3 8 161
Hedging Climate Change News 0 0 3 42 1 4 16 186
Hedging Climate Change News 0 1 3 90 0 2 14 273
Hedging Macroeconomic and Financial Uncertainty and Volatility 0 0 0 23 0 0 2 89
Hedging climate change news 0 0 4 107 2 10 39 375
Hedging macroeconomic and financial uncertainty and volatility 0 0 0 10 0 0 2 29
Inference on Risk Premia in the Presence of Omitted Factors 0 0 2 58 0 2 6 138
Inside the Mind of a Stock Market Crash 0 0 0 15 0 0 3 71
Inside the Mind of a Stock Market Crash 0 0 0 24 0 2 2 54
Inside the Mind of a Stock Market Crash 0 0 0 45 0 0 2 83
Inside the Mind of a Stock Market Crash 0 0 0 11 0 2 3 28
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 0 36 0 0 1 105
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 0 28 0 0 0 131
Nature Loss and Climate Change: The Twin-Crises Multiplier 1 6 6 6 1 5 6 6
No News is News: Do Markets Underreact to Nothing? 0 0 0 41 1 2 4 253
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 22 0 3 3 59
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 20 0 1 1 69
No-Bubble Condition: Model-free Tests in Housing Markets 0 0 0 57 0 1 3 151
Recent Developments in Financial Risk and the Real Economy 0 0 2 13 0 0 3 23
Risk Preferences Implied by Synthetic Options 0 0 3 8 0 0 4 14
Systemic Risk and the Macroeconomy: An Empirical Evaluation 0 0 1 213 2 2 6 653
Taming the Factor Zoo: A Test of New Factors 0 0 1 105 0 3 13 436
Taming the Factor Zoo: A Test of New Factors 0 2 2 35 1 3 10 120
Test Assets and Weak Factors 0 0 1 16 0 0 5 41
Test Assets and Weak Factors 0 0 1 8 2 2 7 37
The Economics of Biodiversity Loss 1 1 9 9 2 6 33 33
The Performance of Italian Family Firms 0 1 3 157 0 1 6 508
The Price of Variance Risk 0 0 0 32 0 0 1 116
Uncertainty Shocks as Second-Moment News Shocks 0 0 0 20 0 0 6 121
Uncertainty Shocks as Second-Moment News Shocks 0 0 1 56 0 0 1 102
Very Long Run Discount Rates 1 1 1 20 1 1 7 121
Very Long-Run Discount Rates 0 0 0 27 0 1 3 223
Very long-run discount rates 0 0 3 49 0 1 12 201
What Drives Booms and Busts in Value? 0 0 1 22 1 2 12 31
Total Working Papers 6 25 86 3,134 29 109 504 10,878

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An intertemporal CAPM with stochastic volatility 0 0 0 55 0 0 5 295
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 0 24 0 0 4 125
Asset Pricing with Omitted Factors 1 1 17 163 8 12 55 515
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 1 5 10 24 2 10 19 89
Climate Finance 0 10 31 68 4 23 96 211
Editor's Choice No News Is News: Do Markets Underreact to Nothing? 0 0 0 67 0 0 1 155
Editor's Choice Very Long-Run Discount Rates 0 2 8 86 2 7 26 418
Excess Volatility: Beyond Discount Rates 0 0 3 31 2 3 12 158
Five Facts about Beliefs and Portfolios 1 2 5 89 3 4 24 302
Forced Sales and House Prices 0 0 2 142 2 4 11 741
Hard Times 0 0 0 5 0 0 4 82
Hedging Climate Change News 9 17 130 695 27 66 392 2,039
Hedging macroeconomic and financial uncertainty and volatility 0 0 3 25 0 1 12 93
Intangible capital, relative asset shortages and bubbles 0 0 1 47 0 3 9 251
No‐Bubble Condition: Model‐Free Tests in Housing Markets 0 0 0 22 0 3 5 192
Reply to “Rational Bubbles in UK Housing Markets” 0 0 0 3 0 1 4 39
Systemic risk and the macroeconomy: An empirical evaluation 1 1 8 354 5 8 33 1,131
Taming the Factor Zoo: A Test of New Factors 1 3 9 47 5 17 48 299
The joint dynamics of investor beliefs and trading during the COVID-19 crash 0 0 1 14 0 0 2 31
The price of variance risk 1 2 5 129 1 3 13 417
Thousands of Alpha Tests 0 0 3 12 0 1 10 44
Uncertainty Shocks as Second-Moment News Shocks 1 2 8 44 3 4 17 182
Total Journal Articles 16 45 244 2,146 64 170 802 7,809

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Thousands of Alpha Tests 0 0 0 0 0 0 2 61
Total Chapters 0 0 0 0 0 0 2 61

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Statistics updated 2025-05-12