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 1 1 8 97 2 2 12 143
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 0 4 10 119 1 7 19 227
Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models? 0 1 3 76 0 1 5 103
Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis 0 0 1 150 1 1 3 183
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 0 1 7 95 0 1 7 113
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 0 0 2 53 0 0 3 72
Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing 0 1 2 117 0 1 2 200
Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors 0 1 3 115 0 1 6 161
Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models 1 3 6 144 2 4 8 200
Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models 1 1 5 103 1 2 12 132
How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs 0 1 6 93 1 2 10 154
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 0 0 5 87 0 0 6 114
Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas? 0 0 4 126 1 1 7 144
The Impact of Monetary Policy on Corporate Bonds under Regime Shifts 0 0 0 168 0 1 3 341
The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis 0 0 5 88 0 1 7 98
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 1 1 6 118
Total Working Papers 3 14 71 1,813 10 26 121 2,680

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 1 76
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing 0 0 0 25 0 1 2 50
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 0 0 4 26 0 2 8 106
Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help? 0 0 1 26 0 1 4 52
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 0 0 1 52
Identifying and measuring the contagion channels at work in the European financial crises 0 1 1 56 0 1 2 148
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 0 0 0 14 3 3 4 25
Monetary policy after the crisis: A threat to hedge funds' alphas? 0 0 3 34 1 4 17 88
The impact of monetary policy on corporate bonds under regime shifts 0 0 1 53 0 0 4 170
Time-varying price discovery in sovereign credit markets 0 1 2 7 0 1 3 15
Unconventional monetary policies and the corporate bond market 0 0 0 41 0 0 0 118
Total Journal Articles 0 2 12 327 4 13 46 900

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 0 0 20
Total Books 0 0 0 0 0 0 0 20

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Statistics updated 2025-09-05