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 0 2 9 183
A macro-financial analysis of the corporate bond market 0 0 0 48 2 4 9 190
A macro-financial analysis of the corporate bond market 0 0 0 13 0 2 11 72
A macro-financial analysis of the euro area sovereign bond market 0 0 0 0 0 2 9 18
A macro-financial analysis of the euro area sovereign bond market 0 0 0 131 1 3 7 276
An Extended Macro-Finance Model with Financial Factors 0 0 0 98 0 4 23 306
An Extended Macro-Finance Model with Financial Factors 0 0 1 156 1 5 17 619
An Extended Macro-Finance Model with Financial Factors 0 0 0 108 1 4 12 220
An Extended Macro-Finance Model with Financial Factors 0 0 0 0 1 4 10 25
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 2 16 2 6 21 60
Forecasting total energy’s CO2 emissions 0 0 0 46 0 4 13 33
Information in the yield curve: A Macro-Finance approach 0 0 0 85 0 7 18 226
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 0 4 0 1 11 25
Macroeconomic drivers of inflation expectations and inflation risk premia 0 0 1 21 1 4 22 53
Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? 0 0 0 17 0 1 7 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 0 1 1 4 0 4 16 34
Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries 0 0 0 11 0 2 11 19
Quantile-based Inflation Risk Models 1 2 10 202 3 7 40 499
Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach 0 0 0 0 0 6 12 47
The response of euro area sovereign spreads to the ECB unconventional monetary policies 0 0 1 62 2 6 24 140
The risk premium in New Keynesian DSGE models: The cost of inflation channel 0 0 0 0 0 1 18 30
The risk premium in New Keynesian DSGE models: the cost of inflation channel 0 0 4 25 1 1 12 66
Total Working Papers 1 3 20 1,191 15 80 367 3,559
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 2 30 312
A macro–financial analysis of the corporate bond market 0 0 0 13 1 2 13 70
An Extended Macro-Finance Model with Financial Factors 0 0 0 29 1 4 9 94
Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia 0 0 2 8 0 2 10 28
Exploring Dependence Relationships between Bitcoin and Commodity Returns: An Assessment Using the Gerber Cross-Correlation 0 0 1 2 1 3 14 19
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 0 0 0 28 0 4 16 117
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 1 2 12 0 6 14 37
Message in a bottle: Forecasting wine prices 0 0 0 0 0 2 6 7
Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach 0 0 3 18 1 4 22 98
The Impact of Uncertainty in Macroeconomic Variables on Stock Returns in the USA 1 1 3 18 3 7 16 53
The risk premium in New Keynesian DSGE models: The cost of inflation channel 1 1 5 15 2 8 26 60
Total Journal Articles 2 3 24 254 9 44 176 895


Statistics updated 2026-07-10