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 2 11 185
A macro-financial analysis of the corporate bond market 0 0 0 48 1 1 10 191
A macro-financial analysis of the corporate bond market 0 0 0 13 0 2 12 74
A macro-financial analysis of the euro area sovereign bond market 0 0 0 131 0 0 7 276
A macro-financial analysis of the euro area sovereign bond market 0 0 0 0 0 1 9 19
An Extended Macro-Finance Model with Financial Factors 0 0 0 0 0 0 8 25
An Extended Macro-Finance Model with Financial Factors 0 0 0 108 0 0 12 220
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 0 1 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 0 20 60
Forecasting total energy’s CO2 emissions 0 0 0 46 2 2 14 35
Information in the yield curve: A Macro-Finance approach 0 0 0 85 0 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 0 2 13 27
Macroeconomic drivers of inflation expectations and inflation risk premia 1 1 2 22 3 3 22 56
Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? 0 0 0 17 0 1 7 42
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 0 0 1 1 5 35
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 0 3 9 205 2 7 36 506
Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach 0 0 0 0 2 2 14 49
The response of euro area sovereign spreads to the ECB unconventional monetary policies 0 0 0 62 0 4 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 0 25 1 3 11 69
Total Working Papers 1 4 14 1,195 13 33 370 3,592
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 1 1 9 112 2 4 34 316
A macro–financial analysis of the corporate bond market 0 0 0 13 0 3 15 73
An Extended Macro-Finance Model with Financial Factors 0 0 0 29 0 0 8 94
Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia 2 2 4 10 2 4 14 32
Exploring Dependence Relationships between Bitcoin and Commodity Returns: An Assessment Using the Gerber Cross-Correlation 0 0 0 2 1 4 17 23
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 0 0 0 28 1 2 16 119
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 1 2 4 14 1 2 16 39
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 2 18 0 1 20 99
The Impact of Uncertainty in Macroeconomic Variables on Stock Returns in the USA 0 1 3 19 1 5 17 58
The risk premium in New Keynesian DSGE models: The cost of inflation channel 0 0 5 15 1 2 26 62
Total Journal Articles 4 6 27 260 9 27 189 922

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Statistics updated 2026-10-11