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 2 9 31 42 4 17 62 74
Can No-Arbitrage SDF Models with Regime Shifts Explain the Correlations Between Commodity, Stock, and Bond Returns? 1 3 6 56 1 3 8 73
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets 3 14 45 45 18 41 87 87
Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models? 4 9 28 28 4 11 32 32
Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis 2 2 8 130 2 2 18 153
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 2 7 30 57 3 10 44 67
Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing 3 7 18 73 4 11 33 121
Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors 0 4 22 85 1 7 31 109
Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models 1 7 26 97 2 9 36 131
Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models 1 2 16 61 1 3 27 67
How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs 3 6 31 56 3 8 49 72
Identifying and Measuring the Contagion Channels at Work in the European Financial Crises 1 2 5 85 2 7 14 125
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 4 14 32 32 5 19 39 39
Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas? 1 4 22 91 4 9 30 98
The Impact of Monetary Policy on Corporate Bonds under Regime Shifts 2 4 12 152 2 7 28 291
The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis 3 11 26 58 5 17 34 51
Time-Varying Price Discovery in Sovereign Credit Markets 1 5 15 32 2 7 30 39
Understanding the Impact of Monetary Policy Shocks on the Corporate Bond Market in Good and Bad Times: A Markov Switching Model 0 0 8 49 0 1 19 96
Total Working Papers 34 110 381 1,229 63 189 621 1,725

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 3 9 14 2 5 21 29
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing 0 0 1 16 0 1 4 29
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 1 2 9 14 3 9 35 55
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns 0 0 1 11 3 3 7 33
Identifying and measuring the contagion channels at work in the European financial crises 1 3 12 43 4 6 33 108
Monetary policy after the crisis: A threat to hedge funds' alphas? 0 4 10 10 1 6 20 20
The impact of monetary policy on corporate bonds under regime shifts 0 1 7 37 1 4 23 124
Unconventional monetary policies and the corporate bond market 0 0 1 39 0 1 5 105
Total Journal Articles 2 13 50 184 14 35 148 503

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 3 10 12
Total Books 0 0 0 0 0 3 10 12

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2021-01-03