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 2 6 23
A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation 0 0 0 89 2 3 9 183
A macro-financial analysis of the corporate bond market 0 0 0 13 1 3 10 71
A macro-financial analysis of the corporate bond market 0 0 0 48 1 2 7 187
A macro-financial analysis of the euro area sovereign bond market 0 0 0 131 1 2 8 274
A macro-financial analysis of the euro area sovereign bond market 0 0 0 0 2 3 9 18
An Extended Macro-Finance Model with Financial Factors 0 0 0 108 3 4 11 219
An Extended Macro-Finance Model with Financial Factors 0 0 0 0 3 3 10 24
An Extended Macro-Finance Model with Financial Factors 0 0 0 98 2 8 22 304
An Extended Macro-Finance Model with Financial Factors 0 1 1 156 4 8 16 618
An extended macro-finance model with financial factors 0 0 0 55 0 5 13 291
Assessing warm ischemic injury of pig livers at hypothermic machine perfusion 0 0 0 0 0 0 4 6
Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia 0 0 2 16 2 2 18 56
Forecasting total energy’s CO2 emissions 0 0 0 46 4 7 13 33
Information in the yield curve: A Macro-Finance approach 0 0 0 85 5 8 16 224
Information in the yield curve: A macro-finance approach 0 0 0 0 0 0 9 23
Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia 0 0 1 4 1 8 13 25
Macroeconomic drivers of inflation expectations and inflation risk premia 0 0 2 21 3 7 22 52
Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? 0 0 0 17 1 2 8 41
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 0 0 0 0 5 34
Message in a Bottle: Forecasting wine prices 1 1 1 4 2 5 14 32
Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries 0 0 0 11 0 3 9 17
Quantile-based Inflation Risk Models 0 0 8 200 3 5 44 495
Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach 0 0 0 0 6 9 13 47
The response of euro area sovereign spreads to the ECB unconventional monetary policies 0 0 1 62 3 9 21 137
The risk premium in New Keynesian DSGE models: The cost of inflation channel 0 0 0 0 1 9 18 30
The risk premium in New Keynesian DSGE models: the cost of inflation channel 0 0 4 25 0 3 12 65
Total Working Papers 1 2 20 1,189 50 120 360 3,529
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 0 3 29 310
A macro–financial analysis of the corporate bond market 0 0 0 13 0 1 11 68
An Extended Macro-Finance Model with Financial Factors 0 0 0 29 2 4 8 92
Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia 0 0 2 8 1 1 9 27
Exploring Dependence Relationships between Bitcoin and Commodity Returns: An Assessment Using the Gerber Cross-Correlation 0 0 1 2 2 7 14 18
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 0 0 0 28 3 5 16 116
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 1 11 5 5 13 36
Message in a bottle: Forecasting wine prices 0 0 0 0 1 2 5 6
Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach 0 2 3 18 2 5 22 96
The Impact of Uncertainty in Macroeconomic Variables on Stock Returns in the USA 0 0 3 17 4 4 17 50
The risk premium in New Keynesian DSGE models: The cost of inflation channel 0 1 5 14 4 7 24 56
Total Journal Articles 0 3 23 251 24 44 168 875

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Statistics updated 2026-05-06