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 1 10 60 4 9 32 175
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets 1 3 10 120 1 6 19 228
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 0 60 0 3 4 160
Large-Scale Dynamic Predictive Regressions 0 0 0 4 0 1 1 50
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 1 4 112 1 3 8 176
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 4 232
On the Performance of Cryptocurrency Funds 0 1 2 28 0 1 2 98
On the Performance of Cryptocurrency Funds 0 1 2 12 1 4 9 18
Smoothing volatility targeting 0 0 1 3 0 2 3 11
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 1 2 23 0 1 9 40
Trading volume and liquidity provision in cryptocurrency markets 0 0 1 23 2 4 9 39
Variational inference for large Bayesian vector autoregressions 0 0 0 17 0 0 2 26
Total Working Papers 2 8 33 669 10 36 104 1,601


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 1 15
Bond Risk Premiums with Machine Learning 0 1 23 119 2 10 67 300
Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios 0 0 1 40 0 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 3 19 117 1 9 34 230
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? 0 0 0 29 0 1 1 65
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 1 1 26 0 2 5 148
Modeling systemic risk with Markov Switching Graphical SUR models 0 0 2 47 0 2 9 168
On the performance of cryptocurrency funds 0 1 1 3 2 3 8 28
The dynamics of returns predictability in cryptocurrency markets 1 2 3 16 2 3 7 24
Trading volume and liquidity provision in cryptocurrency markets 0 0 2 7 2 4 19 41
Total Journal Articles 2 8 53 445 9 35 160 1,284


Statistics updated 2025-10-06