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 2 2 5 21
A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation 0 0 0 89 0 5 6 180
A macro-financial analysis of the corporate bond market 0 0 0 13 5 6 7 68
A macro-financial analysis of the corporate bond market 0 0 0 48 0 3 9 185
A macro-financial analysis of the euro area sovereign bond market 0 0 0 131 2 3 8 272
A macro-financial analysis of the euro area sovereign bond market 0 0 0 0 2 5 7 15
An Extended Macro-Finance Model with Financial Factors 0 0 0 98 10 13 14 296
An Extended Macro-Finance Model with Financial Factors 0 0 0 0 1 3 8 21
An Extended Macro-Finance Model with Financial Factors 0 0 0 108 4 7 7 215
An Extended Macro-Finance Model with Financial Factors 0 0 0 155 7 8 10 610
An extended macro-finance model with financial factors 0 0 0 55 6 8 8 286
Assessing warm ischemic injury of pig livers at hypothermic machine perfusion 0 0 0 0 2 3 4 6
Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia 0 1 3 16 2 12 18 54
Forecasting total energy’s CO2 emissions 0 0 0 46 2 4 6 26
Information in the yield curve: A Macro-Finance approach 0 0 0 85 3 7 10 216
Information in the yield curve: A macro-finance approach 0 0 0 0 3 8 12 23
Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia 0 0 1 4 1 2 7 17
Macroeconomic drivers of inflation expectations and inflation risk premia 1 1 5 21 8 9 20 45
Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? 0 0 0 17 1 3 6 39
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 0 0 2 3 7 34
Message in a Bottle: Forecasting wine prices 0 0 0 3 4 7 12 27
Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries 0 0 0 11 2 4 7 14
Quantile-based Inflation Risk Models 2 2 12 200 8 14 50 490
Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach 0 0 0 0 3 3 4 38
The response of euro area sovereign spreads to the ECB unconventional monetary policies 0 0 2 62 4 9 14 128
The risk premium in New Keynesian DSGE models: The cost of inflation channel 0 0 0 0 4 8 9 21
The risk premium in New Keynesian DSGE models: the cost of inflation channel 0 0 4 25 1 3 11 62
Total Working Papers 3 4 27 1,187 89 162 286 3,409
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 8 8 111 5 22 27 307
A macro–financial analysis of the corporate bond market 0 0 0 13 3 8 12 67
An Extended Macro-Finance Model with Financial Factors 0 0 0 29 0 1 6 88
Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia 0 2 2 8 2 7 8 26
Exploring Dependence Relationships between Bitcoin and Commodity Returns: An Assessment Using the Gerber Cross-Correlation 0 0 1 2 3 5 7 11
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 0 0 1 28 2 8 12 111
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 1 1 11 5 8 8 31
Message in a bottle: Forecasting wine prices 0 0 0 0 2 3 3 4
Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach 0 0 1 16 6 9 19 91
The Impact of Uncertainty in Macroeconomic Variables on Stock Returns in the USA 0 1 3 17 1 5 13 46
The risk premium in New Keynesian DSGE models: The cost of inflation channel 1 2 6 13 4 9 21 49
Total Journal Articles 1 14 23 248 33 85 136 831

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Statistics updated 2026-02-12