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 2 18
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 0 13 0 1 1 62
A macro-financial analysis of the corporate bond market 0 0 1 48 0 0 9 181
A macro-financial analysis of the euro area sovereign bond market 0 0 0 0 0 1 2 10
A macro-financial analysis of the euro area sovereign bond market 0 0 0 131 0 0 5 269
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 98 0 0 1 283
An Extended Macro-Finance Model with Financial Factors 0 0 0 155 0 0 3 602
An Extended Macro-Finance Model with Financial Factors 0 0 0 0 2 2 7 17
An extended macro-finance model with financial factors 0 0 0 55 0 0 2 278
Assessing warm ischemic injury of pig livers at hypothermic machine perfusion 0 0 0 0 0 0 1 3
Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia 0 1 2 15 0 1 5 40
Forecasting total energy’s CO2 emissions 0 0 1 46 1 1 3 21
Information in the yield curve: A Macro-Finance approach 0 0 0 85 0 0 4 208
Information in the yield curve: A macro-finance approach 0 0 0 0 0 1 4 15
Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia 0 0 2 4 0 0 6 14
Macroeconomic drivers of inflation expectations and inflation risk premia 0 0 5 20 1 3 15 34
Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? 0 0 0 17 0 1 2 35
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 0 0 0 1 3 30
Message in a Bottle: Forecasting wine prices 0 0 0 3 0 0 6 18
Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries 0 0 2 11 0 0 3 8
Quantile-based Inflation Risk Models 3 4 14 196 6 11 49 470
Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach 0 0 0 0 0 0 1 35
The response of euro area sovereign spreads to the ECB unconventional monetary policies 0 1 2 62 0 2 5 118
The risk premium in New Keynesian DSGE models: The cost of inflation channel 0 0 0 0 0 1 1 13
The risk premium in New Keynesian DSGE models: the cost of inflation channel 1 4 6 25 1 4 11 58
Total Working Papers 4 10 35 1,181 11 30 151 3,222
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 1 103 0 0 5 282
A macro–financial analysis of the corporate bond market 0 0 0 13 0 1 4 58
An Extended Macro-Finance Model with Financial Factors 0 0 0 29 0 1 6 86
Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia 0 0 1 6 0 0 5 18
Exploring Dependence Relationships between Bitcoin and Commodity Returns: An Assessment Using the Gerber Cross-Correlation 0 1 1 2 0 1 4 6
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 0 0 1 28 1 2 4 103
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 1 10 0 0 1 23
Message in a bottle: Forecasting wine prices 0 0 0 0 0 0 1 1
Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach 1 1 2 16 2 3 13 79
The Impact of Uncertainty in Macroeconomic Variables on Stock Returns in the USA 0 1 4 16 0 4 10 41
The risk premium in New Keynesian DSGE models: The cost of inflation channel 0 0 4 10 0 2 11 36
Total Journal Articles 1 3 15 233 3 14 64 733

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Statistics updated 2025-10-06