Access Statistics for Manuela Pedio

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 Markov Switching Cointegration Analysis of the CDS-Bond Basis Puzzle 0 0 1 97 0 3 10 151
Can No-Arbitrage SDF Models with Regime Shifts Explain the Correlations Between Commodity, Stock, and Bond Returns? 0 0 1 73 0 5 14 117
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets 0 0 9 126 0 2 22 244
Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models? 1 2 4 79 1 3 8 110
Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis 0 1 2 152 1 7 22 204
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 0 1 4 57 1 2 23 95
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 0 0 2 96 0 3 16 128
Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing 0 0 1 117 0 2 19 218
Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors 1 2 3 117 2 8 22 182
Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models 0 0 3 144 2 7 21 217
Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models 0 0 3 105 0 1 20 150
How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs 0 1 3 95 0 3 15 167
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 0 1 1 88 0 5 15 129
Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas? 1 1 2 128 1 3 11 154
The Impact of Monetary Policy on Corporate Bonds under Regime Shifts 0 0 0 168 0 2 16 356
The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis 0 1 1 89 1 6 16 113
Time-Varying Price Discovery in Sovereign Credit Markets 0 0 0 57 1 9 11 85
Understanding the Impact of Monetary Policy Shocks on the Corporate Bond Market in Good and Bad Times: A Markov Switching Model 0 0 0 53 0 2 11 128
Total Working Papers 3 10 40 1,841 10 73 292 2,948

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach 0 0 0 25 0 1 21 97
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing 0 0 1 26 1 5 11 60
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 0 0 0 26 0 1 12 116
Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help? 0 1 4 30 0 5 14 65
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns 0 0 1 21 0 5 14 66
Identifying and measuring the contagion channels at work in the European financial crises 0 0 1 57 0 5 17 165
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 0 2 2 16 0 3 12 34
Monetary policy after the crisis: A threat to hedge funds' alphas? 0 0 2 36 0 1 16 101
The impact of monetary policy on corporate bonds under regime shifts 0 0 0 53 0 6 18 188
Time-varying price discovery in sovereign credit markets 0 0 1 8 0 1 13 28
Unconventional monetary policies and the corporate bond market 0 0 0 41 0 3 9 127
Total Journal Articles 0 3 12 339 1 36 157 1,047

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets: An Empirical Model 0 0 0 0 1 4 12 32
Total Books 0 0 0 0 1 4 12 32

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10