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 0 0 7 63 11 29 53 212
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets 1 2 8 123 3 6 19 236
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 0 60 5 9 12 169
Large-Scale Dynamic Predictive Regressions 0 0 0 4 9 12 16 65
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 1 5 113 5 7 17 185
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 3 5 6 352
Modeling Systemic Risk with Markov Switching Graphical SUR Models 1 1 3 147 7 11 18 246
On the Performance of Cryptocurrency Funds 0 0 2 28 8 10 13 109
On the Performance of Cryptocurrency Funds 0 0 1 12 4 7 12 25
Smoothing volatility targeting 0 0 0 3 1 4 7 16
Taming Momentum Crashes 0 0 2 3 1 2 9 12
The dynamics of expected returns: evidence from multi-scale time series modelling 0 0 0 0 2 4 6 6
Trading Volume and Liquidity Provision in Cryptocurrency Markets 0 0 3 24 3 8 14 49
Trading volume and liquidity provision in cryptocurrency markets 0 1 1 24 10 14 26 58
Variational inference for large Bayesian vector autoregressions 0 0 0 17 3 5 6 32
Total Working Papers 2 5 32 683 75 133 234 1,772

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 2 5 19
Bond Risk Premiums with Machine Learning 1 1 17 120 10 23 64 326
Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios 0 0 0 40 5 9 11 160
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets 0 0 0 38 7 9 10 119
Corrigendum: Bond Risk Premiums with Machine Learning 1 1 13 118 10 21 46 253
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? 0 0 0 29 6 10 11 75
Global pulses of organic carbon burial in deep-sea sediments during glacial maxima 0 0 0 1 1 4 6 8
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 26 3 4 8 153
Modeling systemic risk with Markov Switching Graphical SUR models 0 0 1 47 4 7 12 175
On the performance of cryptocurrency funds 0 2 3 5 2 12 18 41
The dynamics of returns predictability in cryptocurrency markets 0 0 3 16 2 7 13 31
Trading volume and liquidity provision in cryptocurrency markets 0 3 5 10 9 21 42 69
Variational Inference for Large Bayesian Vector Autoregressions 0 0 0 0 5 5 9 12
Total Journal Articles 2 7 44 453 65 134 255 1,441

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12