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 0 5 23
A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation 0 0 0 89 0 2 9 183
A macro-financial analysis of the corporate bond market 0 0 0 48 1 3 8 188
A macro-financial analysis of the corporate bond market 0 0 0 13 1 2 11 72
A macro-financial analysis of the euro area sovereign bond market 0 0 0 131 1 3 9 275
A macro-financial analysis of the euro area sovereign bond market 0 0 0 0 0 2 9 18
An Extended Macro-Finance Model with Financial Factors 0 1 1 156 0 5 16 618
An Extended Macro-Finance Model with Financial Factors 0 0 0 98 2 7 23 306
An Extended Macro-Finance Model with Financial Factors 0 0 0 108 0 4 11 219
An Extended Macro-Finance Model with Financial Factors 0 0 0 0 0 3 9 24
An extended macro-finance model with financial factors 0 0 0 55 0 0 13 291
Assessing warm ischemic injury of pig livers at hypothermic machine perfusion 0 0 0 0 0 0 3 6
Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia 0 0 2 16 2 4 19 58
Forecasting total energy’s CO2 emissions 0 0 0 46 0 5 13 33
Information in the yield curve: A Macro-Finance approach 0 0 0 85 2 10 18 226
Information in the yield curve: A macro-finance approach 0 0 0 0 0 0 9 23
Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia 0 0 0 4 0 2 11 25
Macroeconomic drivers of inflation expectations and inflation risk premia 0 0 1 21 0 6 21 52
Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? 0 0 0 17 0 2 7 41
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 0 0 0 0 5 34
Message in a Bottle: Forecasting wine prices 0 1 1 4 2 6 16 34
Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries 0 0 0 11 2 5 11 19
Quantile-based Inflation Risk Models 1 1 9 201 1 5 42 496
Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach 0 0 0 0 0 7 13 47
The response of euro area sovereign spreads to the ECB unconventional monetary policies 0 0 1 62 1 6 22 138
The risk premium in New Keynesian DSGE models: The cost of inflation channel 0 0 0 0 0 2 18 30
The risk premium in New Keynesian DSGE models: the cost of inflation channel 0 0 4 25 0 0 11 65
Total Working Papers 1 3 19 1,190 15 91 362 3,544
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 2 3 30 312
A macro–financial analysis of the corporate bond market 0 0 0 13 1 1 12 69
An Extended Macro-Finance Model with Financial Factors 0 0 0 29 1 4 8 93
Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia 0 0 2 8 1 2 10 28
Exploring Dependence Relationships between Bitcoin and Commodity Returns: An Assessment Using the Gerber Cross-Correlation 0 0 1 2 0 6 13 18
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 0 0 0 28 1 5 16 117
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 1 1 2 12 1 6 14 37
Message in a bottle: Forecasting wine prices 0 0 0 0 1 3 6 7
Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach 0 0 3 18 1 3 21 97
The Impact of Uncertainty in Macroeconomic Variables on Stock Returns in the USA 0 0 3 17 0 4 14 50
The risk premium in New Keynesian DSGE models: The cost of inflation channel 0 1 5 14 2 8 25 58
Total Journal Articles 1 2 24 252 11 45 169 886

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Statistics updated 2026-06-04