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 1 1 3 17
A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation 0 0 0 34 1 1 2 96
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 3 48 2 3 10 178
A macro-financial analysis of the corporate bond market 0 0 2 13 0 0 4 61
A macro-financial analysis of the euro area sovereign bond market 0 0 0 0 0 0 0 8
A macro-financial analysis of the euro area sovereign bond market 0 0 2 131 1 1 3 265
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 0 0 0 5 13
An Extended Macro-Finance Model with Financial Factors 0 0 1 155 1 1 3 601
An Extended Macro-Finance Model with Financial Factors 0 0 0 98 0 0 0 282
An extended macro-finance model with financial factors 0 0 0 55 0 0 3 278
Assessing warm ischemic injury of pig livers at hypothermic machine perfusion 0 0 0 0 0 0 0 2
Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia 1 1 1 14 1 1 5 37
Forecasting total energy’s CO2 emissions 0 1 1 46 0 2 2 20
Information in the Yield Curve: A Macro-Finance Approach 0 0 3 102 0 0 3 267
Information in the yield curve: A Macro-Finance approach 0 0 1 85 1 2 5 207
Information in the yield curve: A macro-finance approach 0 0 0 0 0 0 2 11
Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia 0 0 1 3 1 1 7 11
Macroeconomic drivers of inflation expectations and inflation risk premia 2 3 18 18 4 6 29 29
Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? 0 0 0 17 0 0 0 33
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 0 0 1 1 3 28
Message in a Bottle: Forecasting wine prices 0 0 0 3 3 5 10 18
Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries 0 0 3 11 1 1 4 8
Quantile-based Inflation Risk Models 2 7 23 190 7 18 64 447
Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach 0 0 0 0 0 0 1 34
The response of euro area sovereign spreads to the ECB unconventional monetary policies 0 0 0 60 1 1 3 115
The risk premium in New Keynesian DSGE models: The cost of inflation channel 0 0 0 0 0 0 6 12
The risk premium in New Keynesian DSGE models: the cost of inflation channel 0 2 2 21 1 5 11 52
Total Working Papers 5 14 61 1,301 27 50 188 3,512

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 5 103 1 2 12 281
A macro–financial analysis of the corporate bond market 0 0 1 13 1 1 5 56
An Extended Macro-Finance Model with Financial Factors 0 0 2 29 1 1 5 83
Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia 0 0 2 6 0 1 7 18
Exploring Dependence Relationships between Bitcoin and Commodity Returns: An Assessment Using the Gerber Cross-Correlation 0 0 0 1 0 1 2 4
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 1 1 3 28 1 1 3 100
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 2 10 0 0 2 23
Message in a bottle: Forecasting wine prices 0 0 0 0 0 1 1 1
Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach 0 1 2 15 1 6 13 73
The Impact of Uncertainty in Macroeconomic Variables on Stock Returns in the USA 0 1 6 14 0 1 15 33
The risk premium in New Keynesian DSGE models: The cost of inflation channel 2 3 5 9 3 5 17 31
Total Journal Articles 3 6 28 228 8 20 82 703

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Statistics updated 2025-03-03