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 2 97 0 5 9 148
Can No-Arbitrage SDF Models with Regime Shifts Explain the Correlations Between Commodity, Stock, and Bond Returns? 0 1 1 73 0 5 6 108
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets 2 3 10 125 3 8 21 239
Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models? 0 1 2 77 1 3 4 106
Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis 0 1 1 151 1 12 15 197
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 0 0 4 56 1 7 21 92
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 0 0 5 96 0 8 16 125
Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing 0 0 1 117 0 7 12 211
Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors 0 0 1 115 1 3 7 166
Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models 0 0 5 144 2 9 16 210
Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models 0 0 4 105 1 14 25 148
How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs 0 0 2 94 1 5 11 162
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 0 0 1 87 1 7 10 123
Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas? 0 1 2 127 0 5 9 150
The Impact of Monetary Policy on Corporate Bonds under Regime Shifts 0 0 0 168 1 6 11 351
The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis 0 0 1 88 3 5 11 107
Time-Varying Price Discovery in Sovereign Credit Markets 0 0 2 57 0 2 4 76
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 10 124
Total Working Papers 2 7 44 1,830 18 114 218 2,843

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 5 10 14 90
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing 1 1 1 26 1 2 6 54
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 0 0 2 26 3 8 14 115
Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help? 0 0 3 29 0 3 7 58
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 5 8 60
Identifying and measuring the contagion channels at work in the European financial crises 0 0 2 57 0 7 12 159
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 0 0 0 14 0 4 9 31
Monetary policy after the crisis: A threat to hedge funds' alphas? 0 0 2 35 1 5 16 98
The impact of monetary policy on corporate bonds under regime shifts 0 0 0 53 2 6 13 181
Time-varying price discovery in sovereign credit markets 0 0 2 8 1 8 14 27
Unconventional monetary policies and the corporate bond market 0 0 0 41 0 5 6 124
Total Journal Articles 1 1 12 334 13 63 119 997

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 4 6 7 27
Total Books 0 0 0 0 4 6 7 27

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Statistics updated 2026-03-04