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 0 13 0 0 1 61
A macro-financial analysis of the corporate bond market 0 0 1 48 0 1 9 181
A macro-financial analysis of the euro area sovereign bond market 0 0 0 131 0 3 5 269
A macro-financial analysis of the euro area sovereign bond market 0 0 0 0 0 0 1 9
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 98 0 1 1 283
An Extended Macro-Finance Model with Financial Factors 0 0 0 155 0 0 3 602
An Extended Macro-Finance Model with Financial Factors 0 0 0 0 0 1 5 15
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 1 1 2 15 1 2 6 40
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 0 85 0 0 4 208
Information in the yield curve: A macro-finance approach 0 0 0 0 1 1 4 15
Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia 0 1 2 4 0 2 7 14
Macroeconomic drivers of inflation expectations and inflation risk premia 0 1 6 20 1 2 21 32
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 0 13 192 2 10 45 461
Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach 0 0 0 0 0 1 1 35
The response of euro area sovereign spreads to the ECB unconventional monetary policies 1 1 2 62 1 1 4 117
The risk premium in New Keynesian DSGE models: The cost of inflation channel 0 0 0 0 0 0 1 12
The risk premium in New Keynesian DSGE models: the cost of inflation channel 0 0 2 21 0 1 9 54
Total Working Papers 2 4 31 1,173 6 29 148 3,198
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 1 103 0 1 6 282
A macro–financial analysis of the corporate bond market 0 0 0 13 1 1 5 58
An Extended Macro-Finance Model with Financial Factors 0 0 0 29 1 2 6 86
Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia 0 0 1 6 0 0 6 18
Exploring Dependence Relationships between Bitcoin and Commodity Returns: An Assessment Using the Gerber Cross-Correlation 1 1 1 2 1 2 4 6
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 0 0 1 28 1 2 3 102
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 1 10 0 0 1 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 1 15 0 2 13 76
The Impact of Uncertainty in Macroeconomic Variables on Stock Returns in the USA 1 2 4 16 3 7 10 40
The risk premium in New Keynesian DSGE models: The cost of inflation channel 0 1 5 10 2 4 17 36
Total Journal Articles 2 4 15 232 9 21 72 728

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Statistics updated 2025-08-05