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 4 64 2 5 17 42
An Intertemporal CAPM with Stochastic Volatility 0 0 0 69 0 1 3 122
An Intertemporal CAPM with Stochastic Volatility 0 0 0 123 0 1 4 377
An Intertemporal CAPM with stochastic volatility 0 0 0 12 0 0 15 141
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 0 34 0 1 1 101
Asset pricing in the frequency domain: theory and empirics 0 0 0 28 0 0 0 125
Biodiversity Risk 0 1 47 49 3 9 36 42
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 68 0 1 1 222
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 1 1 22 1 3 8 167
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 54 0 0 2 122
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 2 62 0 1 9 138
Climate Finance 0 1 4 64 2 8 22 212
Climate Finance 0 0 4 49 1 2 17 110
Climate Finance 0 0 0 23 0 1 1 54
Contractionary Volatility or Volatile Contractions? 0 1 1 23 0 1 4 70
Credit default swap spreads and systemic financial risk 0 0 0 0 0 1 2 121
Credit default swap spreads and systemic financial risk 1 1 5 91 2 5 22 297
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data 0 0 1 18 0 0 2 41
Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data 0 0 1 4 1 1 4 12
Equity Term Structures without Dividend Strips Data 0 0 13 14 1 2 13 17
Excess Volatility: Beyond Discount Rates 0 1 2 22 1 2 7 85
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 0 0 655
Five Facts About Beliefs and Portfolios 0 0 2 32 1 5 24 200
Five Facts about Beliefs and Portfolios 0 1 1 43 0 1 12 182
Five facts about beliefs and portfolios 0 0 0 14 0 0 12 169
Forced Sales and House Prices 0 0 4 183 0 3 20 717
Forced Sales and House Prices 0 0 2 45 1 1 20 293
Four Facts About ESG Beliefs and Investor Portfolios 1 4 53 56 1 5 31 41
Hard Times 0 0 0 78 0 0 9 364
Hard Times 0 1 1 23 0 1 9 153
Hedging Climate Change News 0 0 6 39 0 1 23 170
Hedging Climate Change News 0 0 9 87 1 2 22 259
Hedging Macroeconomic and Financial Uncertainty and Volatility 1 1 2 23 1 1 3 87
Hedging climate change news 1 3 13 103 3 10 50 336
Hedging macroeconomic and financial uncertainty and volatility 0 0 1 10 0 1 4 27
Inference on Risk Premia in the Presence of Omitted Factors 0 0 2 56 0 0 4 132
Inside the Mind of a Stock Market Crash 0 0 0 45 0 0 1 81
Inside the Mind of a Stock Market Crash 0 0 0 24 0 0 0 52
Inside the Mind of a Stock Market Crash 0 0 0 15 0 0 1 68
Inside the Mind of a Stock Market Crash 0 0 0 11 1 1 1 25
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 0 36 0 0 2 104
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 0 28 0 0 1 131
No News is News: Do Markets Underreact to Nothing? 0 0 0 41 0 0 38 249
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 20 0 0 0 68
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 22 0 0 0 56
No-Bubble Condition: Model-free Tests in Housing Markets 0 0 0 57 0 0 2 148
Recent Developments in Financial Risk and the Real Economy 0 0 11 11 0 1 20 20
Risk Preferences Implied by Synthetic Options 0 0 5 5 0 3 10 10
Systemic Risk and the Macroeconomy: An Empirical Evaluation 0 1 1 212 0 2 13 647
Taming the Factor Zoo: A Test of New Factors 0 1 3 104 2 6 22 423
Taming the Factor Zoo: A Test of New Factors 1 1 4 33 2 4 12 110
Test Assets and Weak Factors 0 0 0 15 0 0 4 36
Test Assets and Weak Factors 0 0 1 7 0 1 8 30
The Performance of Italian Family Firms 0 0 1 154 1 2 3 502
The Price of Variance Risk 0 0 0 32 0 0 1 115
Uncertainty Shocks as Second-Moment News Shocks 1 1 1 55 1 1 2 101
Uncertainty Shocks as Second-Moment News Shocks 0 1 4 20 0 2 9 115
Very Long Run Discount Rates 0 0 2 19 0 2 6 114
Very Long-Run Discount Rates 0 1 3 27 0 2 7 220
Very long-run discount rates 0 1 4 46 2 3 18 189
What Drives Booms and Busts in Value? 0 0 21 21 0 2 19 19
Total Working Papers 6 24 242 3,048 31 108 633 10,374


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 0 0 55 0 2 14 290
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 0 24 1 2 3 121
Asset Pricing with Omitted Factors 3 11 37 146 7 25 110 460
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 1 4 14 2 5 22 70
Climate Finance 2 5 18 37 3 12 40 115
Editor's Choice No News Is News: Do Markets Underreact to Nothing? 0 0 2 67 0 0 6 154
Editor's Choice Very Long-Run Discount Rates 0 0 6 78 1 5 19 392
Excess Volatility: Beyond Discount Rates 0 0 3 28 1 4 12 146
Five Facts about Beliefs and Portfolios 1 1 5 84 1 4 27 278
Forced Sales and House Prices 0 1 2 140 1 4 19 730
Hard Times 0 0 1 5 0 0 3 78
Hedging Climate Change News 21 54 159 565 44 128 437 1,647
Hedging macroeconomic and financial uncertainty and volatility 0 0 3 22 2 3 16 81
Intangible capital, relative asset shortages and bubbles 0 0 0 46 0 3 9 242
No‐Bubble Condition: Model‐Free Tests in Housing Markets 0 0 1 22 0 2 5 187
Reply to “Rational Bubbles in UK Housing Markets” 0 0 1 3 0 2 5 35
Systemic risk and the macroeconomy: An empirical evaluation 0 3 11 346 4 17 65 1,098
Taming the Factor Zoo: A Test of New Factors 2 2 6 38 3 9 54 251
The joint dynamics of investor beliefs and trading during the COVID-19 crash 0 0 0 13 0 0 0 29
The price of variance risk 0 3 8 124 1 4 21 404
Thousands of Alpha Tests 0 1 3 9 1 2 11 34
Uncertainty Shocks as Second-Moment News Shocks 0 0 4 36 1 4 16 165
Total Journal Articles 29 82 274 1,902 73 237 914 7,007


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 0 2 10 59
Total Chapters 0 0 0 0 0 2 10 59


Statistics updated 2024-05-04