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 3 19
A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation 0 0 0 89 1 2 2 176
A macro-financial analysis of the corporate bond market 0 0 0 48 2 3 9 184
A macro-financial analysis of the corporate bond market 0 0 0 13 0 0 1 62
A macro-financial analysis of the euro area sovereign bond market 0 0 0 0 3 3 5 13
A macro-financial analysis of the euro area sovereign bond market 0 0 0 131 0 0 5 269
An Extended Macro-Finance Model with Financial Factors 0 0 0 108 2 2 2 210
An Extended Macro-Finance Model with Financial Factors 0 0 0 155 0 0 2 602
An Extended Macro-Finance Model with Financial Factors 0 0 0 98 0 0 1 283
An Extended Macro-Finance Model with Financial Factors 0 0 0 0 0 3 5 18
An extended macro-finance model with financial factors 0 0 0 55 1 1 1 279
Assessing warm ischemic injury of pig livers at hypothermic machine perfusion 0 0 0 0 0 0 1 3
Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia 1 1 3 16 4 6 10 46
Forecasting total energy’s CO2 emissions 0 0 1 46 2 4 6 24
Information in the yield curve: A Macro-Finance approach 0 0 0 85 1 2 5 210
Information in the yield curve: A macro-finance approach 0 0 0 0 0 0 4 15
Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia 0 0 1 4 1 2 6 16
Macroeconomic drivers of inflation expectations and inflation risk premia 0 0 5 20 0 3 13 36
Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? 0 0 0 17 2 3 5 38
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 0 0 0 1 4 31
Message in a Bottle: Forecasting wine prices 0 0 0 3 0 2 7 20
Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries 0 0 0 11 1 3 4 11
Quantile-based Inflation Risk Models 0 5 15 198 2 14 49 478
Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach 0 0 0 0 0 0 1 35
The response of euro area sovereign spreads to the ECB unconventional monetary policies 0 0 2 62 3 4 8 122
The risk premium in New Keynesian DSGE models: The cost of inflation channel 0 0 0 0 3 3 4 16
The risk premium in New Keynesian DSGE models: the cost of inflation channel 0 1 6 25 1 3 13 60
Total Working Papers 1 7 33 1,184 29 65 176 3,276
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 5 5 5 108 9 12 15 294
A macro–financial analysis of the corporate bond market 0 0 0 13 3 4 7 62
An Extended Macro-Finance Model with Financial Factors 0 0 0 29 1 2 6 88
Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia 1 1 1 7 4 5 6 23
Exploring Dependence Relationships between Bitcoin and Commodity Returns: An Assessment Using the Gerber Cross-Correlation 0 0 1 2 1 1 4 7
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 0 0 1 28 2 3 6 105
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 1 1 1 11 1 1 1 24
Message in a bottle: Forecasting wine prices 0 0 0 0 1 1 2 2
Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach 0 1 2 16 3 8 18 85
The Impact of Uncertainty in Macroeconomic Variables on Stock Returns in the USA 1 1 4 17 3 3 12 44
The risk premium in New Keynesian DSGE models: The cost of inflation channel 1 2 6 12 4 8 18 44
Total Journal Articles 9 11 21 243 32 48 95 778

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Statistics updated 2025-12-06