Access Statistics for Stefano Giglio

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 Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios 0 1 3 67 3 6 20 69
An Intertemporal CAPM with Stochastic Volatility 0 0 1 70 0 0 9 132
An Intertemporal CAPM with Stochastic Volatility 0 0 0 123 0 0 5 382
An Intertemporal CAPM with stochastic volatility 0 0 1 13 0 0 2 144
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 0 34 0 4 4 108
Asset pricing in the frequency domain: theory and empirics 0 0 0 28 0 0 2 128
Biodiversity Risk 0 2 3 53 2 14 32 78
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 62 1 2 6 145
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 1 23 1 2 10 177
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 1 55 0 0 6 128
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 68 0 0 4 226
Climate Finance 1 2 6 70 1 8 27 246
Climate Finance 1 2 5 54 2 5 19 133
Climate Finance 0 0 0 25 0 1 5 64
Climate Transition Risks and the Energy Sector 2 2 7 7 3 6 12 12
Contractionary Volatility or Volatile Contractions? 1 1 3 26 1 1 4 75
Credit default swap spreads and systemic financial risk 0 1 2 94 0 3 13 314
Credit default swap spreads and systemic financial risk 0 0 0 0 0 1 4 126
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data 0 0 1 20 1 1 3 45
Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data 0 0 1 5 1 1 5 18
Equity Term Structures without Dividend Strips Data 0 0 1 15 0 1 6 25
Excess Volatility: Beyond Discount Rates 0 0 0 22 0 0 2 87
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 99 0 0 0 338
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 204 0 1 2 658
Five Facts About Beliefs and Portfolios 0 0 0 32 1 1 12 214
Five Facts about Beliefs and Portfolios 0 0 0 44 0 1 7 191
Five facts about beliefs and portfolios 0 0 1 15 0 0 5 174
Forced Sales and House Prices 0 0 1 46 0 0 4 297
Forced Sales and House Prices 0 0 0 184 0 1 11 731
Four Facts About ESG Beliefs and Investor Portfolios 0 0 1 61 2 6 21 73
Hard Times 0 0 0 23 0 0 7 161
Hard Times 0 0 0 78 0 0 0 365
Hedging Climate Change News 0 0 3 42 0 1 13 187
Hedging Climate Change News 0 0 3 90 1 2 13 275
Hedging Macroeconomic and Financial Uncertainty and Volatility 0 0 0 23 0 1 2 90
Hedging climate change news 0 3 6 110 2 8 37 383
Hedging macroeconomic and financial uncertainty and volatility 0 0 0 10 2 2 4 31
Inference on Risk Premia in the Presence of Omitted Factors 0 0 1 58 0 2 7 140
Inside the Mind of a Stock Market Crash 0 0 0 45 0 0 2 83
Inside the Mind of a Stock Market Crash 0 0 0 11 0 0 3 28
Inside the Mind of a Stock Market Crash 0 0 0 24 0 1 3 55
Inside the Mind of a Stock Market Crash 0 0 0 15 0 1 4 72
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 0 28 1 1 1 132
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 0 36 0 0 1 105
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 0 6 6 0 1 7 7
No News is News: Do Markets Underreact to Nothing? 0 0 0 41 1 1 5 254
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 22 0 0 3 59
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 20 0 0 1 69
No-Bubble Condition: Model-free Tests in Housing Markets 0 0 0 57 0 0 2 151
Recent Developments in Financial Risk and the Real Economy 0 0 1 13 0 1 3 24
Risk Preferences Implied by Synthetic Options 0 0 2 8 0 1 4 15
Systemic Risk and the Macroeconomy: An Empirical Evaluation 0 1 2 214 0 1 7 654
Taming the Factor Zoo: A Test of New Factors 0 0 1 105 1 5 15 441
Taming the Factor Zoo: A Test of New Factors 0 0 2 35 1 3 10 123
Test Assets and Weak Factors 0 0 1 8 1 5 12 42
Test Assets and Weak Factors 0 2 3 18 0 2 5 43
The Economics of Biodiversity Loss 0 2 8 11 1 7 34 40
The Performance of Italian Family Firms 1 1 3 158 1 1 4 509
The Price of Variance Risk 0 0 0 32 0 0 1 116
Uncertainty Shocks as Second-Moment News Shocks 0 0 0 20 1 4 10 125
Uncertainty Shocks as Second-Moment News Shocks 0 2 3 58 0 3 4 105
Very Long Run Discount Rates 0 0 1 20 0 0 6 121
Very Long-Run Discount Rates 0 0 0 27 1 1 4 224
Very long-run discount rates 0 0 2 49 0 4 12 205
What Drives Booms and Busts in Value? 0 4 5 26 0 7 15 38
Total Working Papers 6 26 92 3,160 33 132 523 11,010

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An intertemporal CAPM with stochastic volatility 0 1 1 56 0 1 6 296
Asset Pricing in the Frequency Domain: Theory and Empirics 0 1 1 25 0 1 3 126
Asset Pricing with Omitted Factors 4 7 19 170 7 18 57 533
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 1 9 25 0 3 18 92
Climate Finance 4 9 30 77 14 34 104 245
Editor's Choice No News Is News: Do Markets Underreact to Nothing? 0 0 0 67 0 0 1 155
Editor's Choice Very Long-Run Discount Rates 0 0 8 86 3 4 28 422
Excess Volatility: Beyond Discount Rates 1 1 3 32 3 6 14 164
Five Facts about Beliefs and Portfolios 0 1 5 90 1 6 23 308
Forced Sales and House Prices 0 0 1 142 2 2 10 743
Hard Times 0 0 0 5 1 2 5 84
Hedging Climate Change News 2 14 105 709 9 64 336 2,103
Hedging macroeconomic and financial uncertainty and volatility 0 0 2 25 0 0 8 93
Intangible capital, relative asset shortages and bubbles 0 0 0 47 0 0 8 251
No‐Bubble Condition: Model‐Free Tests in Housing Markets 0 0 0 22 1 2 6 194
Reply to “Rational Bubbles in UK Housing Markets” 0 0 0 3 1 2 6 41
Systemic risk and the macroeconomy: An empirical evaluation 0 0 6 354 0 2 26 1,133
Taming the Factor Zoo: A Test of New Factors 0 2 9 49 6 15 56 314
The joint dynamics of investor beliefs and trading during the COVID-19 crash 0 0 1 14 0 0 2 31
The price of variance risk 0 0 3 129 1 2 11 419
Thousands of Alpha Tests 0 1 4 13 0 1 8 45
Uncertainty Shocks as Second-Moment News Shocks 0 1 6 45 2 8 20 190
Total Journal Articles 11 39 213 2,185 51 173 756 7,982

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Thousands of Alpha Tests 0 0 0 0 1 1 3 62
Total Chapters 0 0 0 0 1 1 3 62

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-08-05