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 0 10 151
Can No-Arbitrage SDF Models with Regime Shifts Explain the Correlations Between Commodity, Stock, and Bond Returns? 0 0 1 73 0 2 14 117
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets 0 0 7 126 0 0 18 244
Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models? 0 1 3 79 0 1 7 110
Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis 0 1 2 152 2 4 24 206
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 0 0 1 96 0 0 15 128
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 0 0 4 57 0 1 23 95
Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing 0 0 0 117 1 2 19 219
Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors 0 2 2 117 1 6 22 183
Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models 0 0 1 144 0 5 19 217
Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models 0 0 3 105 0 1 19 150
How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs 0 0 2 95 0 0 14 167
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 0 0 1 88 0 1 15 129
Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas? 0 1 2 128 0 1 11 154
The Impact of Monetary Policy on Corporate Bonds under Regime Shifts 0 0 0 168 0 0 15 356
The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis 0 0 1 89 0 1 15 113
Time-Varying Price Discovery in Sovereign Credit Markets 0 0 0 57 0 1 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 1 11 128
Total Working Papers 0 5 31 1,841 4 27 282 2,952

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 0 21 97
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing 0 0 1 26 2 4 12 62
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 0 0 0 26 1 2 11 117
Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help? 0 1 4 30 1 2 14 66
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 0 14 66
Identifying and measuring the contagion channels at work in the European financial crises 0 0 1 57 2 3 19 167
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 0 1 2 16 0 1 12 34
Monetary policy after the crisis: A threat to hedge funds' alphas? 0 0 2 36 1 1 15 102
The impact of monetary policy on corporate bonds under regime shifts 0 0 0 53 2 3 20 190
Time-varying price discovery in sovereign credit markets 0 0 1 8 2 2 15 30
Unconventional monetary policies and the corporate bond market 0 0 0 41 1 1 10 128
Total Journal Articles 0 2 12 339 12 19 163 1,059

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 1 12 32
Total Books 0 0 0 0 0 1 12 32

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Statistics updated 2026-08-07