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 4 6 6 180
A macro-financial analysis of the corporate bond market 0 0 0 48 1 4 9 185
A macro-financial analysis of the corporate bond market 0 0 0 13 1 1 2 63
A macro-financial analysis of the euro area sovereign bond market 0 0 0 0 0 3 5 13
A macro-financial analysis of the euro area sovereign bond market 0 0 0 131 1 1 6 270
An Extended Macro-Finance Model with Financial Factors 0 0 0 0 2 3 7 20
An Extended Macro-Finance Model with Financial Factors 0 0 0 98 3 3 4 286
An Extended Macro-Finance Model with Financial Factors 0 0 0 108 1 3 3 211
An Extended Macro-Finance Model with Financial Factors 0 0 0 155 1 1 3 603
An extended macro-finance model with financial factors 0 0 0 55 1 2 2 280
Assessing warm ischemic injury of pig livers at hypothermic machine perfusion 0 0 0 0 1 1 2 4
Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia 0 1 3 16 6 12 16 52
Forecasting total energy’s CO2 emissions 0 0 0 46 0 3 4 24
Information in the yield curve: A Macro-Finance approach 0 0 0 85 3 5 7 213
Information in the yield curve: A macro-finance approach 0 0 0 0 5 5 9 20
Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia 0 0 1 4 0 2 6 16
Macroeconomic drivers of inflation expectations and inflation risk premia 0 0 5 20 1 3 14 37
Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? 0 0 0 17 0 3 5 38
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 0 0 1 2 5 32
Message in a Bottle: Forecasting wine prices 0 0 0 3 3 5 9 23
Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries 0 0 0 11 1 4 5 12
Quantile-based Inflation Risk Models 0 2 12 198 4 12 47 482
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 2 6 10 124
The risk premium in New Keynesian DSGE models: The cost of inflation channel 0 0 0 0 1 4 5 17
The risk premium in New Keynesian DSGE models: the cost of inflation channel 0 0 6 25 1 3 12 61
Total Working Papers 0 3 29 1,184 44 98 207 3,320
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 3 8 8 111 8 20 22 302
A macro–financial analysis of the corporate bond market 0 0 0 13 2 6 9 64
An Extended Macro-Finance Model with Financial Factors 0 0 0 29 0 2 6 88
Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia 1 2 2 8 1 6 7 24
Exploring Dependence Relationships between Bitcoin and Commodity Returns: An Assessment Using the Gerber Cross-Correlation 0 0 1 2 1 2 4 8
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 0 0 1 28 4 6 10 109
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 1 1 11 2 3 3 26
Message in a bottle: Forecasting wine prices 0 0 0 0 0 1 2 2
Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach 0 0 1 16 0 6 16 85
The Impact of Uncertainty in Macroeconomic Variables on Stock Returns in the USA 0 1 4 17 1 4 13 45
The risk premium in New Keynesian DSGE models: The cost of inflation channel 0 2 6 12 1 9 19 45
Total Journal Articles 4 14 24 247 20 65 111 798

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Statistics updated 2026-01-09