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 1 2 2 66 1 9 24 62
An Intertemporal CAPM with Stochastic Volatility 0 0 0 123 0 2 5 381
An Intertemporal CAPM with Stochastic Volatility 1 1 1 70 3 4 11 132
An Intertemporal CAPM with stochastic volatility 0 1 1 13 0 2 3 144
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 0 34 0 0 3 104
Asset pricing in the frequency domain: theory and empirics 0 0 0 28 0 0 2 127
Biodiversity Risk 0 0 2 51 0 5 29 64
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 2 23 2 3 10 175
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 68 0 0 4 225
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 1 55 1 2 5 127
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 62 0 2 6 143
Climate Finance 0 0 3 52 1 6 19 128
Climate Finance 0 0 2 25 0 2 9 63
Climate Finance 1 1 4 68 6 9 31 238
Climate Transition Risks and the Energy Sector 3 3 3 3 5 5 5 5
Contractionary Volatility or Volatile Contractions? 0 1 3 25 1 2 5 74
Credit default swap spreads and systemic financial risk 0 0 2 92 0 2 13 307
Credit default swap spreads and systemic financial risk 0 0 0 0 0 1 3 124
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data 1 1 2 20 1 2 3 44
Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data 0 0 0 4 1 2 5 16
Equity Term Structures without Dividend Strips Data 0 0 1 15 0 0 9 24
Excess Volatility: Beyond Discount Rates 0 0 1 22 1 1 4 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 2 657
Five Facts About Beliefs and Portfolios 0 0 0 32 0 0 17 213
Five Facts about Beliefs and Portfolios 0 0 1 44 1 3 6 188
Five facts about beliefs and portfolios 0 0 1 15 2 3 5 174
Forced Sales and House Prices 0 0 0 45 1 1 2 294
Forced Sales and House Prices 0 0 1 184 3 4 14 729
Four Facts About ESG Beliefs and Investor Portfolios 1 1 8 61 2 9 30 67
Hard Times 0 0 0 23 2 3 7 160
Hard Times 0 0 0 78 0 0 1 365
Hedging Climate Change News 0 0 3 42 3 6 15 185
Hedging Climate Change News 0 0 2 89 1 2 14 272
Hedging Macroeconomic and Financial Uncertainty and Volatility 0 0 1 23 0 1 3 89
Hedging climate change news 0 1 6 107 8 15 43 373
Hedging macroeconomic and financial uncertainty and volatility 0 0 0 10 0 1 3 29
Inference on Risk Premia in the Presence of Omitted Factors 0 0 2 58 1 1 5 137
Inside the Mind of a Stock Market Crash 0 0 0 15 0 1 3 71
Inside the Mind of a Stock Market Crash 0 0 0 45 0 1 2 83
Inside the Mind of a Stock Market Crash 0 0 0 24 1 1 1 53
Inside the Mind of a Stock Market Crash 0 0 0 11 1 1 3 27
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 0 36 0 0 1 105
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 0 28 0 0 0 131
Nature Loss and Climate Change: The Twin-Crises Multiplier 5 5 5 5 4 5 5 5
No News is News: Do Markets Underreact to Nothing? 0 0 0 41 1 1 3 252
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 20 0 0 0 68
No-Bubble Condition: Model-free Tests in Housing Markets 0 0 0 57 1 1 3 151
Recent Developments in Financial Risk and the Real Economy 0 0 2 13 0 0 3 23
Risk Preferences Implied by Synthetic Options 0 1 3 8 0 2 7 14
Systemic Risk and the Macroeconomy: An Empirical Evaluation 0 0 2 213 0 1 5 651
Taming the Factor Zoo: A Test of New Factors 0 0 1 33 0 1 11 117
Taming the Factor Zoo: A Test of New Factors 0 0 2 105 1 2 15 434
Test Assets and Weak Factors 0 1 1 8 0 4 5 35
Test Assets and Weak Factors 0 1 1 16 0 1 5 41
The Economics of Biodiversity Loss 0 2 8 8 2 12 29 29
The Performance of Italian Family Firms 1 1 3 157 1 1 8 508
The Price of Variance Risk 0 0 0 32 0 0 1 116
Uncertainty Shocks as Second-Moment News Shocks 0 0 2 56 0 0 2 102
Uncertainty Shocks as Second-Moment News Shocks 0 0 0 20 0 3 6 121
Very Long Run Discount Rates 0 0 0 19 0 2 7 120
Very Long-Run Discount Rates 0 0 1 27 0 1 3 222
Very long-run discount rates 0 0 3 49 0 1 13 200
What Drives Booms and Busts in Value? 0 1 1 22 0 3 10 29
Total Working Papers 14 24 90 3,123 59 156 526 10,828

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 7 295
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 0 24 0 2 6 125
Asset Pricing with Omitted Factors 0 4 24 162 2 9 60 505
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 3 4 9 22 4 6 17 83
Climate Finance 9 11 34 67 14 27 95 202
Editor's Choice No News Is News: Do Markets Underreact to Nothing? 0 0 0 67 0 1 1 155
Editor's Choice Very Long-Run Discount Rates 2 6 8 86 4 13 25 415
Excess Volatility: Beyond Discount Rates 0 1 3 31 1 3 13 156
Five Facts about Beliefs and Portfolios 0 1 4 87 0 5 21 298
Forced Sales and House Prices 0 0 2 142 2 2 11 739
Hard Times 0 0 0 5 0 1 4 82
Hedging Climate Change News 8 34 160 686 31 94 441 2,004
Hedging macroeconomic and financial uncertainty and volatility 0 0 3 25 1 3 15 93
Intangible capital, relative asset shortages and bubbles 0 0 1 47 0 0 8 248
No‐Bubble Condition: Model‐Free Tests in Housing Markets 0 0 0 22 2 2 4 191
Reply to “Rational Bubbles in UK Housing Markets” 0 0 0 3 0 1 3 38
Systemic risk and the macroeconomy: An empirical evaluation 0 2 8 353 3 8 37 1,126
Taming the Factor Zoo: A Test of New Factors 2 4 10 46 2 9 41 284
The joint dynamics of investor beliefs and trading during the COVID-19 crash 0 0 1 14 0 1 2 31
The price of variance risk 1 1 6 128 2 3 15 416
Thousands of Alpha Tests 0 0 4 12 1 1 12 44
Uncertainty Shocks as Second-Moment News Shocks 0 1 6 42 0 5 14 178
Total Journal Articles 25 69 283 2,126 69 198 852 7,708

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 0 3 61
Total Chapters 0 0 0 0 0 0 3 61

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Statistics updated 2025-03-03