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 4 10 63 2 14 35 185
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets 1 3 10 122 1 4 18 231
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 0 60 4 4 7 164
Large-Scale Dynamic Predictive Regressions 0 0 0 4 1 4 5 54
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 0 4 112 1 4 11 179
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 1 1 2 348
Modeling Systemic Risk with Markov Switching Graphical SUR Models 0 1 2 146 2 6 9 237
On the Performance of Cryptocurrency Funds 0 0 2 28 2 3 5 101
On the Performance of Cryptocurrency Funds 0 0 2 12 2 3 8 20
Smoothing volatility targeting 0 0 0 3 1 2 4 13
The dynamics of expected returns: evidence from multi-scale time series modelling 0 0 0 0 1 2 3 3
Trading Volume and Liquidity Provision in Cryptocurrency Markets 0 1 3 24 3 4 12 44
Trading volume and liquidity provision in cryptocurrency markets 1 1 1 24 1 8 13 45
Variational inference for large Bayesian vector autoregressions 0 0 0 17 1 2 3 28
Total Working Papers 2 10 34 677 23 61 135 1,652


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 1 1 3 1 3 4 18
Bond Risk Premiums with Machine Learning 0 0 18 119 4 9 56 307
Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios 0 0 0 40 3 3 5 154
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets 0 0 0 38 2 2 3 112
Corrigendum: Bond Risk Premiums with Machine Learning 0 1 15 117 4 7 32 236
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? 0 0 0 29 0 0 1 65
Global pulses of organic carbon burial in deep-sea sediments during glacial maxima 0 0 0 1 2 2 4 6
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 0 1 5 149
Modeling systemic risk with Markov Switching Graphical SUR models 0 0 2 47 2 2 10 170
On the performance of cryptocurrency funds 2 2 3 5 5 8 12 34
The dynamics of returns predictability in cryptocurrency markets 0 1 3 16 1 3 7 25
Trading volume and liquidity provision in cryptocurrency markets 2 2 4 9 6 15 29 54
Total Journal Articles 4 7 47 450 30 55 168 1,330


Statistics updated 2025-12-06