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 0 0 0 497 0 1 2 1,274
Asymmetric Information, Dynamic Debt Issuance, and the Term Structure of Credit Spreads 0 1 1 33 0 2 4 52
Can Standard Preferences Explain the Prices of out of the Money S&P 500 Put Options 0 0 0 101 1 2 2 494
Can standard preferences explain the prices of out-of-the-money S&P 500 put options? 0 0 0 19 0 1 1 86
Conflict of interest and certification in the U.S. IPO market 0 0 0 119 0 1 6 612
Core and 'Crust': Consumer Prices and the Term Structure of Interest Rates 0 0 2 14 0 0 3 82
Core and `Crust': Consumer Prices and the Term Structure of Interest Rates 0 0 0 20 0 3 7 117
Debt Dynamics with Fixed Issuance Costs 0 0 0 4 0 0 1 6
Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models 0 0 0 32 0 0 1 217
Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models 0 0 0 34 0 0 0 270
Do bonds span volatility risk in the U.S. Treasury market? a specification test for affine term structure models 0 0 0 70 0 0 1 390
Estimating the Tax and Credit-Event Risk Components of Credit Spreads 0 0 0 19 0 0 3 29
Explaining asset pricing puzzles associated with the 1987 market crash 0 0 0 23 0 0 0 98
Human Capital and Long-Run Labor Income Risk 0 0 0 3 0 0 0 47
Modeling credit contagion via the updating of fragile beliefs 0 0 0 44 0 0 1 88
Monetary Policy, Inflation Outlook, and Recession Probabilities 0 0 0 17 0 0 1 24
On the Mechanics of Fiscal Inflations 0 0 17 22 0 0 7 12
Optimal Debt Dynamics, Issuance Costs, and Commitment 0 0 0 14 0 1 3 46
Portfolio Choice over the Life-Cycle in the Presence of 'Trickle Down' Labor Income 0 0 0 98 0 1 1 488
Portfolio choice over the life-cycle when the stock and labor markets are cointegrated 0 0 4 230 1 4 11 704
Realized volatility 0 0 3 327 3 7 34 1,200
Selecting Primal Innovations in DSGE models 0 0 0 93 0 3 5 180
Stochastic Volatility 0 0 0 213 0 1 4 299
Stochastic Volatility, Mean Drift, and Jumps in the Short Rate Diffusion: Sources of Steepness, Level and Curvature 0 0 0 7 4 5 9 1,382
Stochastic volatility 0 0 0 163 0 2 7 358
The 2025 U.S. Debt Limit Through the Lens of Financial Markets 4 4 4 4 2 2 2 2
The Interplay Between Financial Conditions and Monetary Policy Shocks 0 0 0 50 0 1 2 77
The Interplay Between Financial Conditions and Monetary Policy Shocks 0 0 0 45 0 0 4 79
The Value and Risk of Human Capital 0 0 0 37 0 0 2 66
What does the CDS market imply for a U.S. default? 0 0 1 7 0 0 5 20
Why Does the Yield-Curve Slope Predict Recessions? 0 0 1 70 0 1 8 176
Total Working Papers 4 5 33 2,429 11 38 137 8,975


Journal Article 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 0 0 3 111 0 0 8 387
Conflict of interest and certification in the U.S. IPO market 0 0 0 24 0 1 5 198
Core and ‘Crust’: Consumer Prices and the Term Structure of Interest Rates 0 1 2 23 0 3 6 42
Debt dynamics with fixed issuance costs 0 0 1 8 0 1 4 22
Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models 1 1 1 52 1 1 4 343
Explaining asset pricing puzzles associated with the 1987 market crash 0 0 0 85 1 2 3 287
Incomplete Information, Debt Issuance, and the Term Structure of Credit Spreads 0 0 0 5 0 0 1 12
Investing over the life cycle with long-run labor income risk 0 0 0 40 0 0 2 172
Lifecycle investment decisions and labor income risk 0 0 0 14 0 0 0 63
Modeling Credit Contagion via the Updating of Fragile Beliefs 0 0 0 25 0 1 1 66
No-arbitrage restrictions and the U.S. Treasury market 0 0 0 5 0 0 1 112
On the Mechanics of Fiscal Inflations 0 0 2 4 0 0 7 11
Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated 0 0 1 101 1 4 9 302
Sources of Fluctuation in Short-Term Yields and Recession Probabilities 0 0 0 1 0 1 4 6
The Value and Risk of Human Capital 0 0 0 11 0 1 2 66
Why Does the Yield-Curve Slope Predict Recessions? 1 1 2 37 2 5 25 200
Total Journal Articles 2 3 12 546 5 20 82 2,289


Statistics updated 2025-10-06