Access Statistics for Manuela Pedio

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 Markov Switching Cointegration Analysis of the CDS-Bond Basis Puzzle 0 3 12 95 0 4 14 139
Can No-Arbitrage SDF Models with Regime Shifts Explain the Correlations Between Commodity, Stock, and Bond Returns? 0 1 2 72 0 1 3 102
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets 0 3 11 115 1 5 18 218
Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models? 0 2 5 75 0 3 8 102
Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis 0 0 2 150 1 1 4 182
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 2 2 3 91 2 2 3 109
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 0 0 3 52 0 0 5 71
Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing 0 1 3 116 0 1 3 199
Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors 0 1 7 114 0 1 10 159
Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models 1 1 6 139 1 1 8 194
Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models 1 2 6 101 1 2 9 123
How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs 2 3 8 92 3 5 11 151
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 1 2 10 86 1 2 11 113
Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas? 0 1 8 125 0 2 9 141
The Impact of Monetary Policy on Corporate Bonds under Regime Shifts 0 0 0 168 0 1 4 340
The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis 0 2 4 87 0 3 5 96
Time-Varying Price Discovery in Sovereign Credit Markets 1 1 2 55 1 1 2 72
Understanding the Impact of Monetary Policy Shocks on the Corporate Bond Market in Good and Bad Times: A Markov Switching Model 0 0 0 53 0 0 3 114
Total Working Papers 8 25 92 1,786 11 35 130 2,625

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach 0 0 1 25 0 0 5 76
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing 0 0 0 25 0 0 1 48
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 0 0 2 24 0 0 4 101
Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help? 0 0 2 26 0 0 6 51
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns 0 0 1 20 0 0 3 52
Identifying and measuring the contagion channels at work in the European financial crises 0 0 2 55 1 1 5 147
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 0 0 0 14 0 0 1 22
Monetary policy after the crisis: A threat to hedge funds' alphas? 0 1 4 33 1 4 16 82
The impact of monetary policy on corporate bonds under regime shifts 0 0 2 53 1 1 4 168
Time-varying price discovery in sovereign credit markets 0 0 1 6 0 0 1 13
Unconventional monetary policies and the corporate bond market 0 0 0 41 0 0 2 118
Total Journal Articles 0 1 15 322 3 6 48 878

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets: An Empirical Model 0 0 0 0 0 0 1 20
Total Books 0 0 0 0 0 0 1 20

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Statistics updated 2025-03-03