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 9 68 11 26 87 253
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets 0 0 9 126 0 2 22 244
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 0 60 0 7 21 178
Large-Scale Dynamic Predictive Regressions 0 0 0 4 0 1 19 68
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 1 3 114 1 4 19 192
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 0 3 10 357
Modeling Systemic Risk with Markov Switching Graphical SUR Models 0 0 2 147 2 4 20 250
On the Performance of Cryptocurrency Funds 0 0 2 29 0 5 24 121
On the Performance of Cryptocurrency Funds 0 0 1 12 0 1 19 33
Smoothing volatility targeting 0 1 1 4 3 8 29 38
Taming Momentum Crashes 2 3 3 6 3 10 22 31
The dynamics of expected returns: evidence from multi-scale time series modelling 0 0 0 0 0 1 8 9
Trading Volume and Liquidity Provision in Cryptocurrency Markets 0 0 2 24 2 11 32 71
Trading volume and liquidity provision in cryptocurrency markets 0 0 1 24 3 17 59 94
Variational inference for large Bayesian vector autoregressions 0 0 0 17 0 3 16 42
Total Working Papers 2 7 34 698 25 103 407 1,981

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 0 9 24
Bond Risk Premiums with Machine Learning 0 5 10 128 17 37 90 380
Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios 0 0 0 40 1 2 15 165
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets 0 0 0 38 1 3 13 123
Corrigendum: Bond Risk Premiums with Machine Learning 0 0 6 120 2 8 48 269
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? 0 0 0 29 0 5 17 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 2 27 0 3 17 163
Modeling systemic risk with Markov Switching Graphical SUR models 0 0 0 47 1 2 11 177
On the performance of cryptocurrency funds 1 1 4 6 2 7 26 51
The dynamics of returns predictability in cryptocurrency markets 0 0 2 16 1 5 22 43
Trading volume and liquidity provision in cryptocurrency markets 1 3 7 14 5 15 59 96
Variational Inference for Large Bayesian Vector Autoregressions 0 0 0 0 0 2 7 14
Total Journal Articles 2 9 32 469 30 89 339 1,595

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Statistics updated 2026-07-10