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 1 2 11 70 1 15 86 257
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets 0 0 7 126 0 0 17 244
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 0 60 0 1 19 179
Flexible variational approximations for stochastic volatility-managed portfolios 0 0 1 4 1 4 28 39
Large-Scale Dynamic Predictive Regressions 0 0 0 4 2 2 20 70
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 0 2 114 1 3 19 194
Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section 0 0 1 63 2 2 12 359
Modeling Systemic Risk with Markov Switching Graphical SUR Models 0 0 2 147 1 4 21 252
On the Performance of Cryptocurrency Funds 0 0 0 12 1 1 17 34
On the Performance of Cryptocurrency Funds 0 0 1 29 0 0 23 121
Taming Momentum Crashes 1 3 4 7 57 62 80 90
The dynamics of expected returns: evidence from multi-scale time series modelling 0 0 0 0 0 0 8 9
Trading Volume and Liquidity Provision in Cryptocurrency Markets 0 0 1 24 5 10 39 79
Trading volume and liquidity provision in cryptocurrency markets 0 0 1 24 2 10 64 101
Variational inference for large Bayesian vector autoregressions 0 0 0 17 2 3 19 45
Total Working Papers 2 5 31 701 75 117 472 2,073

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 1 3 1 1 10 25
Bond Risk Premiums with Machine Learning 1 1 10 129 2 23 88 386
Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios 0 0 0 40 0 2 15 166
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets 0 0 0 38 0 2 14 124
Corrigendum: Bond Risk Premiums with Machine Learning 0 1 5 121 2 6 44 273
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? 0 0 0 29 0 0 16 81
Global pulses of organic carbon burial in deep-sea sediments during glacial maxima 0 0 0 1 0 0 5 9
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 0 1 27 0 1 16 164
Modeling systemic risk with Markov Switching Graphical SUR models 0 0 0 47 0 1 9 177
On the performance of cryptocurrency funds 0 1 3 6 1 3 26 52
The dynamics of returns predictability in cryptocurrency markets 0 0 1 16 0 3 23 45
Trading volume and liquidity provision in cryptocurrency markets 2 3 9 16 8 18 70 109
Variational Inference for Large Bayesian Vector Autoregressions 0 0 0 0 0 2 9 16
Total Journal Articles 3 6 30 473 14 62 345 1,627

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Statistics updated 2026-09-10