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 3 8 148
Can No-Arbitrage SDF Models with Regime Shifts Explain the Correlations Between Commodity, Stock, and Bond Returns? 0 1 1 73 4 9 9 112
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets 1 4 11 126 3 9 23 242
Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models? 0 1 2 77 1 4 5 107
Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis 0 1 1 151 0 8 15 197
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 0 0 4 96 0 7 15 125
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 0 0 4 56 1 7 22 93
Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing 0 0 1 117 5 10 17 216
Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors 0 0 1 115 8 10 15 174
Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models 0 0 3 144 0 4 14 210
Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models 0 0 3 105 1 14 20 149
How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs 0 0 2 94 2 7 13 164
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 0 0 1 87 1 6 11 124
Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas? 0 1 1 127 1 4 8 151
The Impact of Monetary Policy on Corporate Bonds under Regime Shifts 0 0 0 168 3 9 14 354
The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis 0 0 1 88 0 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 5 11 126
Total Working Papers 1 8 39 1,831 32 123 235 2,875

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 6 13 20 96
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing 0 1 1 26 1 3 7 55
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 0 0 2 26 0 6 13 115
Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help? 0 0 3 29 2 4 9 60
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns 1 1 1 21 1 4 9 61
Identifying and measuring the contagion channels at work in the European financial crises 0 0 2 57 1 7 13 160
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? 1 1 3 36 2 6 17 100
The impact of monetary policy on corporate bonds under regime shifts 0 0 0 53 1 7 14 182
Time-varying price discovery in sovereign credit markets 0 0 2 8 0 5 13 27
Unconventional monetary policies and the corporate bond market 0 0 0 41 0 1 6 124
Total Journal Articles 2 3 14 336 14 60 130 1,011

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 1 7 8 28
Total Books 0 0 0 0 1 7 8 28

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Statistics updated 2026-04-09