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 0 97 1 2 10 153
Can No-Arbitrage SDF Models with Regime Shifts Explain the Correlations Between Commodity, Stock, and Bond Returns? 0 0 1 73 0 2 16 119
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets 0 0 6 126 0 0 16 244
Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models? 0 0 3 79 0 0 7 110
Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis 0 0 2 152 4 15 35 219
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 0 0 4 57 0 0 22 95
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 0 0 1 96 0 0 15 128
Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing 0 0 0 117 1 4 22 222
Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors 0 0 2 117 0 3 24 185
Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models 0 0 0 144 0 0 17 217
Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models 0 0 2 105 0 0 18 150
How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs 0 0 2 95 1 1 14 168
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 0 0 1 88 0 0 15 129
Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas? 0 0 2 128 0 0 10 154
The Impact of Monetary Policy on Corporate Bonds under Regime Shifts 0 0 0 168 0 0 15 356
The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis 0 0 1 89 0 1 16 114
Time-Varying Price Discovery in Sovereign Credit Markets 0 0 0 57 1 1 12 86
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 1 11 129
Total Working Papers 0 0 27 1,841 8 30 295 2,978

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 21 97
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing 0 0 1 26 0 2 12 62
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 0 0 0 26 1 2 12 118
Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help? 1 1 3 31 4 6 17 71
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns 0 0 1 21 1 2 16 68
Identifying and measuring the contagion channels at work in the European financial crises 0 0 1 57 0 4 20 169
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 0 0 2 16 0 1 10 35
Monetary policy after the crisis: A threat to hedge funds' alphas? 0 0 2 36 0 1 14 102
The impact of monetary policy on corporate bonds under regime shifts 0 0 0 53 0 4 22 192
Time-varying price discovery in sovereign credit markets 0 0 1 8 0 2 14 30
Unconventional monetary policies and the corporate bond market 0 0 0 41 0 1 10 128
Total Journal Articles 1 1 11 340 6 25 168 1,072

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 12 32
Total Books 0 0 0 0 0 0 12 32

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Statistics updated 2026-10-11