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 1 1 10 184
A macro-financial analysis of the corporate bond market 0 0 0 13 2 2 12 74
A macro-financial analysis of the corporate bond market 0 0 0 48 0 2 9 190
A macro-financial analysis of the euro area sovereign bond market 0 0 0 0 1 1 9 19
A macro-financial analysis of the euro area sovereign bond market 0 0 0 131 0 1 7 276
An Extended Macro-Finance Model with Financial Factors 0 0 0 108 0 1 12 220
An Extended Macro-Finance Model with Financial Factors 0 0 0 0 0 1 10 25
An Extended Macro-Finance Model with Financial Factors 0 0 0 98 0 0 23 306
An Extended Macro-Finance Model with Financial Factors 0 0 1 156 1 2 18 620
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 1 16 0 2 20 60
Forecasting total energy’s CO2 emissions 0 0 0 46 0 0 13 33
Information in the yield curve: A Macro-Finance approach 0 0 0 85 1 1 19 227
Information in the yield curve: A macro-finance approach 0 0 0 0 0 0 8 23
Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia 0 0 0 4 2 2 13 27
Macroeconomic drivers of inflation expectations and inflation risk premia 0 0 1 21 0 1 20 53
Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? 0 0 0 17 1 1 7 42
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 0 0 0 0 4 34
Message in a Bottle: Forecasting wine prices 0 0 1 4 0 0 16 34
Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries 0 0 0 11 0 0 11 19
Quantile-based Inflation Risk Models 2 4 12 205 3 8 40 504
Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach 0 0 0 0 0 0 12 47
The response of euro area sovereign spreads to the ECB unconventional monetary policies 0 0 0 62 4 6 26 144
The risk premium in New Keynesian DSGE models: The cost of inflation channel 0 0 0 0 0 0 17 30
The risk premium in New Keynesian DSGE models: the cost of inflation channel 0 0 1 25 1 3 11 68
Total Working Papers 2 4 17 1,194 17 35 368 3,579
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 2 32 314
A macro–financial analysis of the corporate bond market 0 0 0 13 0 4 15 73
An Extended Macro-Finance Model with Financial Factors 0 0 0 29 0 1 8 94
Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia 0 0 2 8 1 2 12 30
Exploring Dependence Relationships between Bitcoin and Commodity Returns: An Assessment Using the Gerber Cross-Correlation 0 0 0 2 1 4 16 22
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 0 0 0 28 1 1 16 118
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 1 1 3 13 1 1 15 38
Message in a bottle: Forecasting wine prices 0 0 0 0 0 0 6 7
Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach 0 0 3 18 0 2 22 99
The Impact of Uncertainty in Macroeconomic Variables on Stock Returns in the USA 0 2 3 19 1 7 16 57
The risk premium in New Keynesian DSGE models: The cost of inflation channel 0 1 5 15 1 3 25 61
Total Journal Articles 1 4 24 256 8 27 183 913

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Statistics updated 2026-09-10