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 1 9 96 1 2 12 141
Can No-Arbitrage SDF Models with Regime Shifts Explain the Correlations Between Commodity, Stock, and Bond Returns? 0 0 2 72 0 1 3 103
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets 0 0 9 115 1 2 17 220
Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models? 0 0 4 75 0 0 6 102
Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis 0 0 1 150 0 0 2 182
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 0 3 6 94 0 3 6 112
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 0 1 4 53 0 1 6 72
Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing 0 0 1 116 0 0 1 199
Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors 0 0 3 114 0 1 7 160
Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models 0 2 5 141 0 2 7 196
Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models 0 1 5 102 1 7 12 130
How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs 0 0 5 92 0 1 8 152
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 0 1 7 87 0 1 8 114
Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas? 0 1 6 126 0 2 8 143
The Impact of Monetary Policy on Corporate Bonds under Regime Shifts 0 0 0 168 0 0 3 340
The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis 0 1 5 88 0 1 6 97
Time-Varying Price Discovery in Sovereign Credit Markets 0 2 3 57 0 2 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 6 117
Total Working Papers 0 13 75 1,799 5 29 121 2,654

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 2 76
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing 0 0 0 25 0 1 1 49
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 2 2 4 26 2 3 7 104
Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help? 0 0 2 26 0 0 5 51
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns 0 0 1 20 0 0 2 52
Identifying and measuring the contagion channels at work in the European financial crises 0 0 0 55 0 0 2 147
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 0 0 0 14 0 0 1 22
Monetary policy after the crisis: A threat to hedge funds' alphas? 1 1 5 34 1 2 17 84
The impact of monetary policy on corporate bonds under regime shifts 0 0 2 53 2 2 5 170
Time-varying price discovery in sovereign credit markets 0 0 1 6 0 1 2 14
Unconventional monetary policies and the corporate bond market 0 0 0 41 0 0 0 118
Total Journal Articles 3 3 15 325 5 9 44 887

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 2025-06-06