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 3 11 71 6 10 88 263
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets 0 0 6 126 0 0 16 244
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 0 60 1 2 20 180
Flexible variational approximations for stochastic volatility-managed portfolios 0 0 1 4 2 3 30 41
Large-Scale Dynamic Predictive Regressions 0 0 0 4 1 3 21 71
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 19 195
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 1 3 13 360
Modeling Systemic Risk with Markov Switching Graphical SUR Models 0 0 2 147 1 3 21 253
On the Performance of Cryptocurrency Funds 0 0 0 12 0 1 16 34
On the Performance of Cryptocurrency Funds 0 0 1 29 3 3 26 124
Taming Momentum Crashes 0 1 4 7 4 63 84 94
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 2 10 41 81
Trading volume and liquidity provision in cryptocurrency markets 0 0 1 24 6 13 68 107
Variational inference for large Bayesian vector autoregressions 0 0 0 17 0 3 19 45
Total Working Papers 1 4 30 702 28 120 490 2,101

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 1 10 25
Bond Risk Premiums with Machine Learning 2 3 12 131 11 17 97 397
Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios 0 0 0 40 1 2 16 167
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets 0 0 0 38 1 2 15 125
Corrigendum: Bond Risk Premiums with Machine Learning 4 5 8 125 9 13 52 282
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 0 9 177
On the performance of cryptocurrency funds 0 0 3 6 2 3 26 54
The dynamics of returns predictability in cryptocurrency markets 0 0 0 16 2 4 23 47
Trading volume and liquidity provision in cryptocurrency markets 1 3 10 17 9 22 77 118
Variational Inference for Large Bayesian Vector Autoregressions 0 0 0 0 0 2 9 16
Total Journal Articles 7 11 35 480 35 67 371 1,662

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Statistics updated 2026-10-11