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 1 3 67 3 3 17 66
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 1 5 382
An Intertemporal CAPM with stochastic volatility 0 0 1 13 0 0 3 144
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 0 34 3 4 4 108
Asset pricing in the frequency domain: theory and empirics 0 0 0 28 0 1 2 128
Biodiversity Risk 1 2 3 53 2 12 31 76
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 1 55 0 1 6 128
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 68 0 1 4 226
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 62 1 1 6 144
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 1 23 0 1 9 176
Climate Finance 0 1 4 53 0 3 20 131
Climate Finance 0 0 0 25 0 1 7 64
Climate Finance 1 1 5 69 4 7 27 245
Climate Transition Risks and the Energy Sector 0 0 5 5 1 3 9 9
Contractionary Volatility or Volatile Contractions? 0 0 2 25 0 0 4 74
Credit default swap spreads and systemic financial risk 0 2 2 94 1 7 14 314
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 0 0 2 44
Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data 0 1 1 5 0 1 4 17
Equity Term Structures without Dividend Strips Data 0 0 1 15 0 1 7 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 0 0 12 213
Five Facts about Beliefs and Portfolios 0 0 0 44 1 3 7 191
Five facts about beliefs and portfolios 0 0 1 15 0 0 5 174
Forced Sales and House Prices 0 1 1 46 0 2 4 297
Forced Sales and House Prices 0 0 0 184 1 2 11 731
Four Facts About ESG Beliefs and Investor Portfolios 0 0 3 61 3 4 23 71
Hard Times 0 0 0 23 0 1 8 161
Hard Times 0 0 0 78 0 0 1 365
Hedging Climate Change News 0 0 3 90 0 1 13 274
Hedging Climate Change News 0 0 3 42 0 2 14 187
Hedging Macroeconomic and Financial Uncertainty and Volatility 0 0 0 23 0 1 2 90
Hedging climate change news 2 3 7 110 2 8 39 381
Hedging macroeconomic and financial uncertainty and volatility 0 0 0 10 0 0 2 29
Inference on Risk Premia in the Presence of Omitted Factors 0 0 1 58 2 2 7 140
Inside the Mind of a Stock Market Crash 0 0 0 15 1 1 4 72
Inside the Mind of a Stock Market Crash 0 0 0 24 1 1 3 55
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
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 0 1 6 6 1 2 7 7
No News is News: Do Markets Underreact to Nothing? 0 0 0 41 0 1 4 253
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 3 151
Recent Developments in Financial Risk and the Real Economy 0 0 1 13 1 1 3 24
Risk Preferences Implied by Synthetic Options 0 0 3 8 0 1 5 15
Systemic Risk and the Macroeconomy: An Empirical Evaluation 0 1 2 214 0 3 7 654
Taming the Factor Zoo: A Test of New Factors 0 0 1 105 1 4 14 440
Taming the Factor Zoo: A Test of New Factors 0 0 2 35 2 3 10 122
Test Assets and Weak Factors 2 2 3 18 2 2 5 43
Test Assets and Weak Factors 0 0 1 8 3 6 11 41
The Economics of Biodiversity Loss 2 3 11 11 4 8 39 39
The Performance of Italian Family Firms 0 0 2 157 0 0 3 508
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 3 9 124
Uncertainty Shocks as Second-Moment News Shocks 0 2 3 58 0 3 4 105
Very Long Run Discount Rates 0 1 1 20 0 1 6 121
Very Long-Run Discount Rates 0 0 0 27 0 0 3 223
Very long-run discount rates 0 0 3 49 1 4 14 205
What Drives Booms and Busts in Value? 1 4 5 26 2 8 16 38
Total Working Papers 10 26 94 3,154 44 128 527 10,977

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 2 4 17 166 5 19 58 526
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 2 9 25 2 5 18 92
Climate Finance 3 5 30 73 13 24 101 231
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 1 3 26 419
Excess Volatility: Beyond Discount Rates 0 0 2 31 3 5 11 161
Five Facts about Beliefs and Portfolios 0 2 5 90 3 8 23 307
Forced Sales and House Prices 0 0 1 142 0 2 9 741
Hard Times 0 0 0 5 0 1 4 83
Hedging Climate Change News 4 21 118 707 24 82 374 2,094
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 0 1 6 193
Reply to “Rational Bubbles in UK Housing Markets” 0 0 0 3 1 1 5 40
Systemic risk and the macroeconomy: An empirical evaluation 0 1 6 354 1 7 27 1,133
Taming the Factor Zoo: A Test of New Factors 0 3 11 49 4 14 54 308
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 1 3 129 0 2 10 418
Thousands of Alpha Tests 0 1 4 13 0 1 10 45
Uncertainty Shocks as Second-Moment News Shocks 0 2 7 45 1 9 20 188
Total Journal Articles 9 44 226 2,174 58 186 784 7,931

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 2 61
Total Chapters 0 0 0 0 0 0 2 61

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Statistics updated 2025-07-04