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 1 11 57 1 2 29 161
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets 0 0 10 115 0 2 17 219
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 0 60 0 0 1 157
Large-Scale Dynamic Predictive Regressions 0 0 0 4 0 0 1 49
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 1 4 109 0 2 7 170
Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section 0 0 0 62 0 1 1 347
Modeling Systemic Risk with Markov Switching Graphical SUR Models 0 1 3 145 0 1 9 229
On the Performance of Cryptocurrency Funds 0 0 0 26 0 0 1 96
On the Performance of Cryptocurrency Funds 0 0 1 11 0 1 5 14
Smoothing volatility targeting 0 0 1 3 0 0 2 9
The dynamics of expected returns: evidence from multi-scale time series modelling 0 0 0 0 0 1 1 1
Trading Volume and Liquidity Provision in Cryptocurrency Markets 0 1 3 22 0 3 13 38
Trading volume and liquidity provision in cryptocurrency markets 0 0 1 23 0 2 9 34
Variational inference for large Bayesian vector autoregressions 0 0 0 17 0 0 5 26
Total Working Papers 1 4 34 654 1 15 101 1,550


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 0 2 0 1 2 15
Bond Risk Premiums with Machine Learning 3 12 31 115 4 17 79 279
Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios 0 0 1 40 0 1 5 150
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets 0 0 1 38 0 1 4 110
Corrigendum: Bond Risk Premiums with Machine Learning 3 6 23 111 6 9 40 216
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? 0 0 0 29 0 0 0 64
Global pulses of organic carbon burial in deep-sea sediments during glacial maxima 0 0 0 1 0 2 2 4
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 0 0 25 0 0 2 145
Modeling systemic risk with Markov Switching Graphical SUR models 1 1 3 47 1 2 7 165
On the performance of cryptocurrency funds 0 0 0 2 0 1 6 24
The dynamics of returns predictability in cryptocurrency markets 1 1 3 14 2 3 8 21
Trading volume and liquidity provision in cryptocurrency markets 0 0 3 5 2 6 18 33
Total Journal Articles 8 20 65 429 15 43 173 1,226


Statistics updated 2025-05-12