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 3 3 10 66 8 26 67 227
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets 1 4 11 126 3 9 23 242
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 0 60 2 7 14 171
Large-Scale Dynamic Predictive Regressions 0 0 0 4 1 11 18 67
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 0 4 113 3 8 18 188
Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section 1 1 1 63 2 5 7 354
Modeling Systemic Risk with Markov Switching Graphical SUR Models 0 1 2 147 0 7 17 246
On the Performance of Cryptocurrency Funds 0 0 1 12 4 11 18 32
On the Performance of Cryptocurrency Funds 1 1 3 29 5 15 20 116
Smoothing volatility targeting 0 0 0 3 0 15 21 30
Taming Momentum Crashes 0 0 1 3 6 10 16 21
The dynamics of expected returns: evidence from multi-scale time series modelling 0 0 0 0 1 4 7 8
Trading Volume and Liquidity Provision in Cryptocurrency Markets 0 0 2 24 4 14 22 60
Trading volume and liquidity provision in cryptocurrency markets 0 0 1 24 8 29 43 77
Variational inference for large Bayesian vector autoregressions 0 0 0 17 5 10 13 39
Total Working Papers 6 10 36 691 52 181 324 1,878

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 0 6 9 24
Bond Risk Premiums with Machine Learning 3 4 11 123 11 27 68 343
Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios 0 0 0 40 0 8 13 163
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets 0 0 0 38 0 8 10 120
Corrigendum: Bond Risk Premiums with Machine Learning 2 3 12 120 5 18 51 261
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? 0 0 0 29 0 7 12 76
Global pulses of organic carbon burial in deep-sea sediments during glacial maxima 0 0 0 1 1 2 5 9
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 1 1 2 27 5 10 15 160
Modeling systemic risk with Markov Switching Graphical SUR models 0 0 1 47 0 4 11 175
On the performance of cryptocurrency funds 0 0 3 5 2 5 20 44
The dynamics of returns predictability in cryptocurrency markets 0 0 3 16 3 9 19 38
Trading volume and liquidity provision in cryptocurrency markets 0 1 6 11 11 21 50 81
Variational Inference for Large Bayesian Vector Autoregressions 0 0 0 0 0 5 5 12
Total Journal Articles 6 9 39 460 38 130 288 1,506

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Statistics updated 2026-04-09