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 9 21 72
An Intertemporal CAPM with Stochastic Volatility 0 0 0 123 0 0 4 382
An Intertemporal CAPM with Stochastic Volatility 0 0 1 70 2 2 9 134
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 3 4 108
Asset pricing in the frequency domain: theory and empirics 0 0 0 28 1 1 3 129
Biodiversity Risk 1 2 4 54 5 9 36 83
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 1 23 1 2 11 178
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 68 0 0 3 226
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 62 1 3 7 146
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 1 55 0 0 6 128
Climate Finance 0 2 5 70 1 6 26 247
Climate Finance 0 0 0 25 0 0 5 64
Climate Finance 0 1 5 54 0 2 18 133
Climate Transition Risks and the Energy Sector 0 2 7 7 0 4 12 12
Contractionary Volatility or Volatile Contractions? 0 1 3 26 0 1 4 75
Credit default swap spreads and systemic financial risk 0 0 2 94 1 2 13 315
Credit default swap spreads and systemic financial risk 0 0 0 0 1 1 5 127
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data 1 1 2 21 1 2 4 46
Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data 0 0 1 5 0 1 5 18
Equity Term Structures without Dividend Strips Data 0 0 1 15 0 0 5 25
Excess Volatility: Beyond Discount Rates 0 0 0 22 1 1 3 88
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 2 658
Five Facts About Beliefs and Portfolios 0 0 0 32 1 2 10 215
Five Facts about Beliefs and Portfolios 0 0 0 44 1 2 8 192
Five facts about beliefs and portfolios 0 0 1 15 2 2 6 176
Forced Sales and House Prices 0 0 0 184 0 1 10 731
Forced Sales and House Prices 0 0 1 46 0 0 4 297
Four Facts About ESG Beliefs and Investor Portfolios 0 0 1 61 1 6 22 74
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 2 90 0 1 10 275
Hedging Climate Change News 0 0 3 42 2 2 15 189
Hedging Macroeconomic and Financial Uncertainty and Volatility 0 0 0 23 1 1 3 91
Hedging climate change news 0 2 5 110 2 6 35 385
Hedging macroeconomic and financial uncertainty and volatility 0 0 0 10 2 4 6 33
Inference on Risk Premia in the Presence of Omitted Factors 0 0 0 58 1 3 7 141
Inside the Mind of a Stock Market Crash 0 0 0 15 0 1 4 72
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 45 1 1 3 84
Inside the Mind of a Stock Market Crash 0 0 0 11 0 0 3 28
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 0 28 1 2 2 133
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 2 6 255
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 22 0 0 3 59
No-Bubble Condition: Model-free Tests in Housing Markets 0 0 0 57 0 0 1 151
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 1 1 5 16
Systemic Risk and the Macroeconomy: An Empirical Evaluation 2 2 4 216 2 2 8 656
Taming the Factor Zoo: A Test of New Factors 0 0 2 35 0 3 10 123
Taming the Factor Zoo: A Test of New Factors 0 0 1 105 2 4 16 443
Test Assets and Weak Factors 0 0 1 8 1 5 13 43
Test Assets and Weak Factors 0 2 3 18 1 3 5 44
The Economics of Biodiversity Loss 0 2 8 11 1 6 34 41
The Performance of Italian Family Firms 0 1 2 158 0 1 3 509
The Price of Variance Risk 0 0 0 32 0 0 1 116
Uncertainty Shocks as Second-Moment News Shocks 0 0 3 58 0 0 4 105
Uncertainty Shocks as Second-Moment News Shocks 0 0 0 20 1 3 11 126
Very Long Run Discount Rates 0 0 1 20 0 0 5 121
Very Long-Run Discount Rates 0 0 0 27 0 1 4 224
Very long-run discount rates 0 0 2 49 0 1 12 205
What Drives Booms and Busts in Value? 1 2 6 27 2 4 15 40
Total Working Papers 5 21 92 3,165 45 122 534 11,055

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 1 56 2 2 7 298
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 1 25 0 0 3 126
Asset Pricing with Omitted Factors 0 6 18 170 5 17 56 538
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 1 1 10 26 4 6 21 96
Climate Finance 3 10 30 80 6 33 105 251
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 0 4 26 422
Excess Volatility: Beyond Discount Rates 0 1 2 32 3 9 15 167
Five Facts about Beliefs and Portfolios 1 1 6 91 2 6 24 310
Forced Sales and House Prices 0 0 1 142 0 2 9 743
Hard Times 0 0 0 5 0 1 5 84
Hedging Climate Change News 4 10 97 713 19 52 321 2,122
Hedging macroeconomic and financial uncertainty and volatility 1 1 3 26 2 2 7 95
Intangible capital, relative asset shortages and bubbles 0 0 0 47 0 0 7 251
No‐Bubble Condition: Model‐Free Tests in Housing Markets 0 0 0 22 1 2 6 195
Reply to “Rational Bubbles in UK Housing Markets” 0 0 0 3 0 2 6 41
Systemic risk and the macroeconomy: An empirical evaluation 1 1 5 355 5 6 27 1,138
Taming the Factor Zoo: A Test of New Factors 0 0 7 49 6 16 58 320
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 2 3 13 421
Thousands of Alpha Tests 0 0 3 13 2 2 8 47
Uncertainty Shocks as Second-Moment News Shocks 0 0 6 45 3 6 22 193
Total Journal Articles 11 31 202 2,196 62 171 749 8,044

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 2 3 63
Total Chapters 0 0 0 0 1 2 3 63

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Statistics updated 2025-09-05