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 5 9 68 5 23 76 242
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets 0 1 11 126 0 5 24 244
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 0 60 1 9 21 178
Large-Scale Dynamic Predictive Regressions 0 0 0 4 1 2 19 68
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 1 1 4 114 1 6 20 191
Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section 0 1 1 63 1 5 10 357
Modeling Systemic Risk with Markov Switching Graphical SUR Models 0 0 2 147 0 2 19 248
On the Performance of Cryptocurrency Funds 0 1 2 29 1 10 24 121
On the Performance of Cryptocurrency Funds 0 0 1 12 0 5 19 33
Smoothing volatility targeting 0 1 1 4 1 5 26 35
Taming Momentum Crashes 0 1 2 4 1 13 22 28
The dynamics of expected returns: evidence from multi-scale time series modelling 0 0 0 0 0 2 8 9
Trading Volume and Liquidity Provision in Cryptocurrency Markets 0 0 2 24 3 13 30 69
Trading volume and liquidity provision in cryptocurrency markets 0 0 1 24 4 22 57 91
Variational inference for large Bayesian vector autoregressions 0 0 0 17 0 8 16 42
Total Working Papers 2 11 36 696 19 130 391 1,956

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 0 9 24
Bond Risk Premiums with Machine Learning 4 8 12 128 9 31 77 363
Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios 0 0 0 40 0 1 14 164
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets 0 0 0 38 0 2 12 122
Corrigendum: Bond Risk Premiums with Machine Learning 0 2 7 120 2 11 48 267
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? 0 0 0 29 0 5 17 81
Global pulses of organic carbon burial in deep-sea sediments during glacial maxima 0 0 0 1 0 1 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 1 2 27 1 8 17 163
Modeling systemic risk with Markov Switching Graphical SUR models 0 0 0 47 0 1 11 176
On the performance of cryptocurrency funds 0 0 3 5 3 7 25 49
The dynamics of returns predictability in cryptocurrency markets 0 0 2 16 1 7 21 42
Trading volume and liquidity provision in cryptocurrency markets 1 2 7 13 5 21 57 91
Variational Inference for Large Bayesian Vector Autoregressions 0 0 0 0 0 2 7 14
Total Journal Articles 5 13 34 467 21 97 320 1,565

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Statistics updated 2026-06-04