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 2 10 59 3 8 30 169
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets 2 4 12 119 4 7 20 226
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 0 60 1 1 2 158
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 2 4 111 0 3 8 173
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 0 1 347
Modeling Systemic Risk with Markov Switching Graphical SUR Models 0 0 1 145 1 2 3 231
On the Performance of Cryptocurrency Funds 1 2 2 28 1 2 2 98
On the Performance of Cryptocurrency Funds 1 1 2 12 2 2 7 16
Smoothing volatility targeting 0 0 1 3 1 1 2 10
The dynamics of expected returns: evidence from multi-scale time series modelling 0 0 0 0 0 0 1 1
Trading Volume and Liquidity Provision in Cryptocurrency Markets 0 0 2 22 0 1 9 39
Trading volume and liquidity provision in cryptocurrency markets 0 0 1 23 2 3 9 37
Variational inference for large Bayesian vector autoregressions 0 0 0 17 0 0 3 26
Total Working Papers 4 11 35 665 15 30 98 1,580


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 0 2 15
Bond Risk Premiums with Machine Learning 0 3 27 118 3 14 79 293
Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios 0 0 1 40 1 1 3 151
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets 0 0 1 38 0 0 4 110
Corrigendum: Bond Risk Premiums with Machine Learning 1 4 19 115 4 9 36 225
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 0 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 1 2 4 147
Modeling systemic risk with Markov Switching Graphical SUR models 0 0 3 47 2 3 10 168
On the performance of cryptocurrency funds 1 1 1 3 1 2 7 26
The dynamics of returns predictability in cryptocurrency markets 0 0 2 14 0 0 6 21
Trading volume and liquidity provision in cryptocurrency markets 0 2 4 7 1 5 20 38
Total Journal Articles 2 10 58 439 13 36 173 1,262


Statistics updated 2025-08-05