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 4 6 23
A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation 0 0 0 89 0 1 7 181
A macro-financial analysis of the corporate bond market 0 0 0 48 1 1 6 186
A macro-financial analysis of the corporate bond market 0 0 0 13 0 7 9 70
A macro-financial analysis of the euro area sovereign bond market 0 0 0 0 0 3 7 16
A macro-financial analysis of the euro area sovereign bond market 0 0 0 131 1 3 7 273
An Extended Macro-Finance Model with Financial Factors 0 0 0 0 0 1 7 21
An Extended Macro-Finance Model with Financial Factors 0 0 0 108 1 5 8 216
An Extended Macro-Finance Model with Financial Factors 0 0 0 98 3 16 20 302
An Extended Macro-Finance Model with Financial Factors 1 1 1 156 1 11 12 614
An extended macro-finance model with financial factors 0 0 0 55 0 11 13 291
Assessing warm ischemic injury of pig livers at hypothermic machine perfusion 0 0 0 0 0 2 4 6
Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia 0 0 2 16 0 2 17 54
Forecasting total energy’s CO2 emissions 0 0 0 46 1 5 9 29
Information in the yield curve: A Macro-Finance approach 0 0 0 85 3 6 11 219
Information in the yield curve: A macro-finance approach 0 0 0 0 0 3 11 23
Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia 0 0 1 4 1 8 12 24
Macroeconomic drivers of inflation expectations and inflation risk premia 0 1 3 21 3 12 20 49
Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? 0 0 0 17 1 2 7 40
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 0 0 0 2 5 34
Message in a Bottle: Forecasting wine prices 0 0 0 3 2 7 12 30
Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries 0 0 0 11 3 5 9 17
Quantile-based Inflation Risk Models 0 2 9 200 1 10 44 492
Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach 0 0 0 0 1 6 7 41
The response of euro area sovereign spreads to the ECB unconventional monetary policies 0 0 1 62 2 10 18 134
The risk premium in New Keynesian DSGE models: The cost of inflation channel 0 0 0 0 1 12 17 29
The risk premium in New Keynesian DSGE models: the cost of inflation channel 0 0 4 25 0 4 12 65
Total Working Papers 1 4 21 1,188 26 159 317 3,479
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 8 111 1 8 29 310
A macro–financial analysis of the corporate bond market 0 0 0 13 0 4 11 68
An Extended Macro-Finance Model with Financial Factors 0 0 0 29 1 2 6 90
Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia 0 0 2 8 0 2 8 26
Exploring Dependence Relationships between Bitcoin and Commodity Returns: An Assessment Using the Gerber Cross-Correlation 0 0 1 2 4 8 12 16
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 0 0 0 28 1 4 13 113
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 1 11 0 5 8 31
Message in a bottle: Forecasting wine prices 0 0 0 0 1 3 4 5
Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach 0 2 3 18 0 9 20 94
The Impact of Uncertainty in Macroeconomic Variables on Stock Returns in the USA 0 0 3 17 0 1 13 46
The risk premium in New Keynesian DSGE models: The cost of inflation channel 1 2 5 14 2 7 21 52
Total Journal Articles 1 4 23 251 10 53 145 851

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Statistics updated 2026-04-09