Access Statistics for Matteo Bonato

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
Comovement and the financialization of commodities 1 1 1 10 1 2 4 61
Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach 0 0 0 19 0 4 17 159
Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model 0 0 0 10 0 0 3 93
Forecasting realized (co)variances with a block structure Wishart autoregressive model 0 0 0 81 0 1 3 243
Geopolitical Risks and Stock Market Dynamics of the BRICS 0 0 0 31 1 3 12 226
Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach 0 0 0 27 0 0 4 73
Investor Sentiment and Crash Risk in Safe Havens 0 0 0 21 1 3 12 119
Realized correlations, betas and volatility spillover in the commodity market: What has changed? 0 0 1 15 0 0 3 38
Risk spillovers in international equity portfolios 0 0 0 57 1 4 14 182
The Effect of Investor Sentiment on Gold Market Dynamics 0 0 0 31 2 3 17 155
The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests 0 0 0 17 0 0 3 60
Total Working Papers 1 1 2 319 6 20 92 1,409


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices 0 0 0 9 0 2 6 49
Modeling fat tails in stock returns: a multivariate stable-GARCH approach 0 0 0 7 0 0 1 36
Risk spillovers in international equity portfolios 0 0 0 7 1 2 8 71
Robust estimation of skewness and kurtosis in distributions with infinite higher moments 0 0 1 26 1 2 8 143
The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach 0 1 4 35 2 4 13 110
Total Journal Articles 0 1 5 84 4 10 36 409


Statistics updated 2021-10-04