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 2 9 14 117
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets 0 1 11 126 0 5 24 244
Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models? 0 1 3 78 0 3 7 109
Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis 1 1 2 152 1 6 21 203
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 0 1 4 57 0 2 22 94
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 1 7 19 218
Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors 1 1 2 116 3 14 20 180
Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models 0 0 3 144 3 5 19 215
Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models 0 0 3 105 1 2 20 150
How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs 0 1 3 95 0 5 15 167
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 0 1 1 88 1 6 15 129
Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas? 0 0 1 127 0 3 10 153
The Impact of Monetary Policy on Corporate Bonds under Regime Shifts 0 0 0 168 0 5 16 356
The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis 0 1 1 89 0 5 15 112
Time-Varying Price Discovery in Sovereign Credit Markets 0 0 0 57 0 8 10 84
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 1 4 11 128
Total Working Papers 2 8 39 1,838 13 95 284 2,938

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 7 21 97
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing 0 0 1 26 1 5 10 59
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 0 0 0 26 1 1 12 116
Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help? 1 1 4 30 1 7 14 65
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns 0 1 1 21 0 6 14 66
Identifying and measuring the contagion channels at work in the European financial crises 0 0 2 57 1 6 18 165
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 1 2 2 16 1 3 12 34
Monetary policy after the crisis: A threat to hedge funds' alphas? 0 1 2 36 0 3 17 101
The impact of monetary policy on corporate bonds under regime shifts 0 0 0 53 1 7 18 188
Time-varying price discovery in sovereign credit markets 0 0 2 8 0 1 14 28
Unconventional monetary policies and the corporate bond market 0 0 0 41 0 3 9 127
Total Journal Articles 2 5 14 339 6 49 159 1,046

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 0 4 11 31
Total Books 0 0 0 0 0 4 11 31

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Statistics updated 2026-06-04