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 0 3 67 1 7 22 73
An Intertemporal CAPM with Stochastic Volatility 0 0 1 70 2 4 9 136
An Intertemporal CAPM with Stochastic Volatility 0 0 0 123 0 0 3 382
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 0 4 108
Asset pricing in the frequency domain: theory and empirics 0 0 0 28 0 1 3 129
Biodiversity Risk 0 1 4 54 3 10 36 86
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 55 0 0 4 128
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 62 0 2 6 146
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 68 0 0 2 226
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 1 23 2 4 12 180
Climate Finance 1 2 6 55 2 4 18 135
Climate Finance 0 0 0 25 0 0 4 64
Climate Finance 1 2 5 71 4 6 27 251
Climate Transition Risks and the Energy Sector 0 2 7 7 1 4 13 13
Contractionary Volatility or Volatile Contractions? 0 1 3 26 0 1 4 75
Credit default swap spreads and systemic financial risk 0 0 0 0 0 1 5 127
Credit default swap spreads and systemic financial risk 0 0 2 94 0 1 13 315
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data 0 1 2 21 0 2 4 46
Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data 0 0 1 5 1 2 6 19
Equity Term Structures without Dividend Strips Data 0 0 0 15 0 0 4 25
Excess Volatility: Beyond Discount Rates 0 0 0 22 0 1 3 88
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 204 0 0 2 658
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
Five Facts About Beliefs and Portfolios 0 0 0 32 0 2 8 215
Five Facts about Beliefs and Portfolios 0 0 0 44 0 1 8 192
Five facts about beliefs and portfolios 0 0 0 15 0 2 5 176
Forced Sales and House Prices 0 0 1 46 0 0 4 297
Forced Sales and House Prices 0 0 0 184 0 0 8 731
Four Facts About ESG Beliefs and Investor Portfolios 0 0 1 61 0 3 22 74
Hard Times 0 0 0 23 1 1 8 162
Hard Times 0 0 0 78 1 1 1 366
Hedging Climate Change News 1 1 3 91 1 2 10 276
Hedging Climate Change News 1 1 3 43 1 3 15 190
Hedging Macroeconomic and Financial Uncertainty and Volatility 0 0 0 23 0 1 3 91
Hedging climate change news 0 0 4 110 1 5 33 386
Hedging macroeconomic and financial uncertainty and volatility 0 0 0 10 1 5 7 34
Inference on Risk Premia in the Presence of Omitted Factors 0 0 0 58 1 2 8 142
Inside the Mind of a Stock Market Crash 0 0 0 15 0 0 3 72
Inside the Mind of a Stock Market Crash 0 0 0 24 0 0 3 55
Inside the Mind of a Stock Market Crash 0 0 0 45 0 1 3 84
Inside the Mind of a Stock Market Crash 0 0 0 11 0 0 2 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 4 6 6 137
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 0 6 6 0 0 7 7
Nature and Biodiversity Loss: A Research Agenda for Financial Economics 0 0 0 0 0 0 0 0
No News is News: Do Markets Underreact to Nothing? 0 0 0 41 0 2 5 255
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 0 13 1 1 2 25
Risk Preferences Implied by Synthetic Options 1 1 3 9 1 2 6 17
Systemic Risk and the Macroeconomy: An Empirical Evaluation 0 2 3 216 2 4 8 658
Taming the Factor Zoo: A Test of New Factors 0 0 0 105 1 4 15 444
Taming the Factor Zoo: A Test of New Factors 0 0 2 35 1 2 10 124
Test Assets and Weak Factors 0 0 3 18 0 1 5 44
Test Assets and Weak Factors 0 0 1 8 0 2 12 43
The Economics of Biodiversity Loss 0 0 8 11 3 5 34 44
The Performance of Italian Family Firms 0 1 2 158 1 2 4 510
The Price of Variance Risk 0 0 0 32 0 0 0 116
Uncertainty Shocks as Second-Moment News Shocks 0 0 0 20 0 2 10 126
Uncertainty Shocks as Second-Moment News Shocks 0 0 2 58 0 0 3 105
Very Long Run Discount Rates 0 0 1 20 0 0 5 121
Very Long-Run Discount Rates 0 0 0 27 1 2 4 225
Very long-run discount rates 0 0 2 49 0 0 12 205
What Drives Booms and Busts in Value? 0 1 6 27 3 5 18 43
Total Working Papers 5 16 87 3,170 41 119 529 11,096

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 1 1 2 57 1 3 6 299
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 1 25 2 2 5 128
Asset Pricing with Omitted Factors 3 7 18 173 4 16 55 542
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 1 10 26 2 6 23 98
Climate Finance 2 9 30 82 10 30 107 261
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 4 25 423
Excess Volatility: Beyond Discount Rates 1 2 3 33 1 7 16 168
Five Facts about Beliefs and Portfolios 0 1 6 91 0 3 19 310
Forced Sales and House Prices 0 0 0 142 0 2 6 743
Hard Times 0 0 0 5 0 1 5 84
Hedging Climate Change News 5 11 92 718 21 49 303 2,143
Hedging macroeconomic and financial uncertainty and volatility 0 1 3 26 0 2 7 95
Intangible capital, relative asset shortages and bubbles 0 0 0 47 1 1 8 252
No‐Bubble Condition: Model‐Free Tests in Housing Markets 0 0 0 22 0 2 6 195
Reply to “Rational Bubbles in UK Housing Markets” 0 0 0 3 0 1 6 41
Systemic risk and the macroeconomy: An empirical evaluation 2 3 7 357 5 10 27 1,143
Taming the Factor Zoo: A Test of New Factors 0 0 7 49 2 14 58 322
The joint dynamics of investor beliefs and trading during the COVID-19 crash 0 0 1 14 2 2 4 33
The price of variance risk 0 0 3 129 0 3 11 421
Thousands of Alpha Tests 0 0 1 13 1 3 5 48
Uncertainty Shocks as Second-Moment News Shocks 0 0 6 45 1 6 23 194
Total Journal Articles 14 36 198 2,210 54 167 726 8,098

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

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Statistics updated 2025-10-06