Access Statistics for Leonardo Iania

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 Macro-Financial Analysis of the Corporate Bond Market 0 0 0 0 0 1 2 18
A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation 0 0 0 89 0 0 0 174
A macro-financial analysis of the corporate bond market 0 0 1 13 0 0 2 61
A macro-financial analysis of the corporate bond market 0 0 3 48 1 1 11 181
A macro-financial analysis of the euro area sovereign bond market 0 0 0 0 0 0 1 9
A macro-financial analysis of the euro area sovereign bond market 0 0 1 131 3 3 6 269
An Extended Macro-Finance Model with Financial Factors 0 0 0 98 0 1 1 283
An Extended Macro-Finance Model with Financial Factors 0 0 1 155 0 0 4 602
An Extended Macro-Finance Model with Financial Factors 0 0 0 0 0 1 7 15
An Extended Macro-Finance Model with Financial Factors 0 0 0 108 0 0 0 208
An extended macro-finance model with financial factors 0 0 0 55 0 0 2 278
Assessing warm ischemic injury of pig livers at hypothermic machine perfusion 0 0 0 0 0 1 1 3
Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia 0 0 1 14 0 2 5 39
Forecasting total energy’s CO2 emissions 0 0 1 46 0 0 2 20
Information in the yield curve: A Macro-Finance approach 0 0 1 85 0 0 5 208
Information in the yield curve: A macro-finance approach 0 0 0 0 0 2 5 14
Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia 0 1 2 4 0 2 8 14
Macroeconomic drivers of inflation expectations and inflation risk premia 0 2 7 20 0 2 21 31
Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? 0 0 0 17 0 1 1 34
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 0 0 0 0 2 29
Message in a Bottle: Forecasting wine prices 0 0 0 3 0 0 8 18
Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries 0 0 2 11 0 0 3 8
Quantile-based Inflation Risk Models 0 1 14 192 5 11 47 459
Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach 0 0 0 0 1 1 1 35
The response of euro area sovereign spreads to the ECB unconventional monetary policies 0 0 1 61 0 0 4 116
The risk premium in New Keynesian DSGE models: The cost of inflation channel 0 0 0 0 0 0 2 12
The risk premium in New Keynesian DSGE models: the cost of inflation channel 0 0 2 21 0 1 10 54
Total Working Papers 0 4 37 1,171 10 30 161 3,192
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A macro-financial analysis of the euro area sovereign bond market 0 0 4 103 0 1 9 282
A macro–financial analysis of the corporate bond market 0 0 1 13 0 0 5 57
An Extended Macro-Finance Model with Financial Factors 0 0 2 29 0 1 7 85
Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia 0 0 2 6 0 0 7 18
Exploring Dependence Relationships between Bitcoin and Commodity Returns: An Assessment Using the Gerber Cross-Correlation 0 0 0 1 0 1 3 5
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 0 0 3 28 0 1 4 101
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 2 10 0 0 2 23
Message in a bottle: Forecasting wine prices 0 0 0 0 0 0 1 1
Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach 0 0 2 15 0 2 14 76
The Impact of Uncertainty in Macroeconomic Variables on Stock Returns in the USA 1 1 5 15 1 4 13 37
The risk premium in New Keynesian DSGE models: The cost of inflation channel 1 1 5 10 1 3 15 34
Total Journal Articles 2 2 26 230 2 13 80 719

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Statistics updated 2025-07-04