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 5 97 0 0 8 143
Can No-Arbitrage SDF Models with Regime Shifts Explain the Correlations Between Commodity, Stock, and Bond Returns? 0 0 1 72 0 0 2 103
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets 1 3 10 122 1 4 18 231
Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models? 0 0 3 76 0 0 4 103
Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis 0 0 0 150 0 2 4 185
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 1 1 7 96 3 4 10 117
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 1 3 4 56 4 13 14 85
Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing 0 0 2 117 3 4 6 204
Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors 0 0 2 115 2 2 5 163
Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models 0 0 6 144 1 1 8 201
Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models 0 2 6 105 0 2 13 134
How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs 0 1 5 94 0 3 11 157
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 0 0 3 87 2 2 5 116
Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas? 0 0 2 126 1 1 6 145
The Impact of Monetary Policy on Corporate Bonds under Regime Shifts 0 0 0 168 4 4 6 345
The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis 0 0 3 88 3 4 9 102
Time-Varying Price Discovery in Sovereign Credit Markets 0 0 3 57 0 0 3 74
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 2 3 7 121
Total Working Papers 3 10 62 1,823 26 49 139 2,729

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 2 4 4 80
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing 0 0 0 25 0 2 4 52
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 0 0 2 26 1 1 6 107
Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help? 0 3 3 29 0 3 4 55
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns 0 0 0 20 2 3 3 55
Identifying and measuring the contagion channels at work in the European financial crises 1 1 2 57 1 4 6 152
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 0 0 0 14 1 2 5 27
Monetary policy after the crisis: A threat to hedge funds' alphas? 0 1 3 35 3 5 15 93
The impact of monetary policy on corporate bonds under regime shifts 0 0 0 53 4 5 8 175
Time-varying price discovery in sovereign credit markets 0 1 2 8 1 4 6 19
Unconventional monetary policies and the corporate bond market 0 0 0 41 1 1 1 119
Total Journal Articles 1 6 12 333 16 34 62 934

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 1 21
Total Books 0 0 0 0 0 1 1 21

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Statistics updated 2025-12-06