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 4 97 2 2 8 145
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 2 9 122 2 5 18 233
Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models? 0 0 2 76 0 0 3 103
Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis 0 0 0 150 4 5 8 189
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 0 1 7 96 1 5 11 118
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 0 3 4 56 1 13 15 86
Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing 0 0 2 117 2 6 8 206
Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors 0 0 2 115 1 3 6 164
Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models 0 0 6 144 5 6 13 206
Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models 0 2 6 105 1 3 14 135
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 4 7 118
Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas? 0 0 2 126 2 3 7 147
The Impact of Monetary Policy on Corporate Bonds under Regime Shifts 0 0 0 168 0 4 6 345
The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis 0 0 3 88 0 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 0 3 7 121
Total Working Papers 0 9 59 1,823 23 69 156 2,752

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 3 7 7 83
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 2 3 8 109
Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help? 0 1 3 29 1 2 5 56
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 5 5 57
Identifying and measuring the contagion channels at work in the European financial crises 0 1 2 57 1 4 7 153
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 0 0 0 14 0 2 5 27
Monetary policy after the crisis: A threat to hedge funds' alphas? 0 1 2 35 1 6 15 94
The impact of monetary policy on corporate bonds under regime shifts 0 0 0 53 0 5 8 175
Time-varying price discovery in sovereign credit markets 0 1 2 8 3 6 9 22
Unconventional monetary policies and the corporate bond market 0 0 0 41 4 5 5 123
Total Journal Articles 0 4 11 333 17 47 78 951

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 2026-01-09