Access Statistics for Luca Benzoni

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
An Empirical Investigation of Continuous-Time Equity Return Models 1 1 4 493 2 2 19 1,173
Asymmetric Information, Dynamic Debt Issuance, and the Term Structure of Credit Spreads 0 2 4 28 2 4 18 28
Can Standard Preferences Explain the Prices of out of the Money S&P 500 Put Options 0 0 1 99 1 2 7 486
Can standard preferences explain the prices of out-of-the-money S&P 500 put options? 0 1 1 18 1 2 5 80
Conflict of interest and certification in the U.S. IPO market 0 0 1 119 0 3 12 525
Core and 'Crust': Consumer Prices and the Term Structure of Interest Rates 0 0 0 7 1 1 8 56
Core and `Crust': Consumer Prices and the Term Structure of Interest Rates 1 1 2 16 2 4 11 91
Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models 0 0 0 32 0 2 14 182
Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models 0 0 0 34 1 2 15 244
Do bonds span volatility risk in the U.S. Treasury market? a specification test for affine term structure models 0 0 0 68 2 8 16 352
Estimating the Tax and Credit-Event Risk Components of Credit Spreads 0 0 0 18 0 0 0 19
Explaining asset pricing puzzles associated with the 1987 market crash 0 2 8 22 0 4 20 83
Human Capital and Long-Run Labor Income Risk 0 0 0 2 0 1 4 35
Modeling credit contagion via the updating of fragile beliefs 0 0 1 44 1 2 4 81
Portfolio Choice over the Life-Cycle in the Presence of 'Trickle Down' Labor Income 0 0 1 96 2 4 17 383
Portfolio choice over the life-cycle when the stock and labor markets are cointegrated 1 3 5 213 4 7 24 644
Realized volatility 1 2 16 297 10 20 69 949
Selecting Primal Innovations in DSGE models 0 0 5 91 1 3 15 148
Stochastic Volatility 0 0 0 204 0 0 10 271
Stochastic Volatility, Mean Drift, and Jumps in the Short Rate Diffusion: Sources of Steepness, Level and Curvature 0 0 0 7 1 4 12 1,339
Stochastic volatility 0 0 0 155 1 3 11 305
The Interplay Between Financial Conditions and Monetary Policy Shocks 0 0 3 42 0 1 18 63
The Interplay Between Financial Conditions and Monetary Policy Shocks 0 0 3 47 0 1 4 66
The Value and Risk of Human Capital 0 1 3 37 2 5 10 58
Why Does the Yield-Curve Slope Predict Recessions? 0 0 7 54 5 11 39 94
Total Working Papers 4 13 65 2,243 39 96 382 7,755


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Conflict of interest and certification in the U.S. IPO market 0 0 3 24 0 0 20 129
Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models 0 1 1 49 0 4 16 307
Explaining asset pricing puzzles associated with the 1987 market crash 1 5 13 73 4 10 42 234
Investing over the life cycle with long-run labor income risk 0 1 1 39 0 2 6 161
Lifecycle investment decisions and labor income risk 0 0 1 14 0 0 4 57
Modeling Credit Contagion via the Updating of Fragile Beliefs 0 0 2 16 0 2 7 49
No-arbitrage restrictions and the U.S. Treasury market 0 0 0 5 0 1 18 105
Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated 0 1 4 86 1 2 19 251
The Value and Risk of Human Capital 0 0 0 9 1 1 6 55
Why Does the Yield-Curve Slope Predict Recessions? 0 2 5 13 1 7 26 66
Total Journal Articles 1 10 30 328 7 29 164 1,414


Statistics updated 2021-01-03