Access Statistics for Marco Taboga

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 Simple Model of Robust Portfolio Selection 0 0 0 34 1 3 5 106
A specification analysis of discrete-time no-arbitrage term structure models with observable and unobservable factors 0 0 1 61 0 0 1 161
An assessment of financial sector rescue programmes 0 2 19 447 8 23 90 1,151
Assessing the risks of asset overvaluation: models and challenges 0 0 3 14 4 9 36 98
Bayesian analysis of coefficient instability in dynamic regressions 0 0 0 159 0 1 7 364
Bond risk premia, macroeconomic fundamentals and the exchange rate 0 0 0 178 0 4 19 436
Bond risk premia, macroeconomic fundamentals and the exchange rate 0 0 0 122 4 7 26 306
Canonical term-structure models with observable factors and the dynamics of bond risk premiums 0 0 1 146 0 0 13 484
Cross-country differences in the size of venture capital financing rounds: a machine learning approach 1 2 10 60 3 12 32 45
Decomposing euro area sovereign spreads: credit, liquidity and convenience 0 0 5 56 0 1 14 117
Easier said than done? Reforming the prudential treatment of banks’ sovereign exposures 0 2 4 82 3 8 29 161
Macro-finance VARs and bond risk premia: a caveat 0 0 0 116 0 0 2 219
Maxmin Portfolio Choice 0 1 2 147 0 1 3 275
Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models 0 1 4 53 3 7 24 80
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 0 128 1 2 4 356
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 0 229 0 1 7 717
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 2 88 2 6 26 343
Portfolio Selection with Monotone Mean-Variance Preferences 0 0 2 131 1 4 17 527
Portfolio Selection with Two-Stage Preferences 0 1 1 228 0 2 6 610
Recent estimates of sovereign risk premia for euro-area countries 0 1 10 192 3 6 40 487
Sectoral differences in managers’ compensation: insights from a matching model 0 0 0 36 0 0 5 91
Structural change and the bond yield conundrum 0 0 0 62 3 3 4 180
The Realized Equity Premium has been Higher than Expected: Further Evidence 0 0 0 8 0 1 7 135
The realized equity premium has been higher than expected: further evidence 0 0 0 211 1 2 8 679
The riskiness of corporate bonds 0 0 1 157 0 0 5 424
Under/over-valuation of the stock market and cyclically adjusted earnings 0 0 0 133 3 6 15 426
Understanding policy rates at the zero lower bound: insights from a Bayesian shadow rate model 0 0 6 91 1 4 21 164
What is a prime bank? A Euribor � OIS spread perspective 0 0 0 140 3 12 38 657
Total Working Papers 1 10 71 3,509 44 125 504 9,799


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Analysis of Coefficient Instability in Dynamic Regressions 0 0 0 4 2 4 12 29
Bond risk premia, macroeconomic fundamentals and the exchange rate 0 1 1 60 0 2 11 190
Canonical Term-Structure Models with Observable Factors and the Dynamics of Bond Risk Premia 0 0 0 88 0 0 3 236
Macro-finance VARs and bond risk premia: A caveat 0 0 0 80 0 0 1 254
Option-implied probability distributions: How reliable? How jagged? 1 2 6 31 1 3 21 88
PORTFOLIO SELECTION WITH MONOTONE MEAN‐VARIANCE PREFERENCES 0 0 0 87 0 1 10 230
Portfolio selection with two-stage preferences 1 1 1 96 1 2 6 296
Robust Portfolio Selection with and without Relative Entropy 0 0 0 173 0 0 3 361
The Riskiness of Corporate Bonds 0 0 2 27 0 0 4 70
The equity premium in the long-run 0 0 1 69 0 0 3 225
Under‐/Over‐Valuation of the Stock Market and Cyclically Adjusted Earnings 0 0 0 43 0 1 8 141
What Is a Prime Bank? A Euribor–OIS Spread Perspective 0 0 0 17 1 3 10 71
Total Journal Articles 2 4 11 775 5 16 92 2,191


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An assessment of financial sector rescue programmes 0 0 2 149 1 2 16 415
Total Books 0 0 2 149 1 2 16 415


Statistics updated 2021-01-03