Daniele Bianchi
Names
| first: |
Daniele |
| last: |
Bianchi |
Identifer
Contact
Affiliations
-
Queen Mary University of London
/ School of Economics and Finance
Research profile
author of:
- Large-Scale Dynamic Predictive Regressions (RePEc:arx:papers:1803.06738)
by Daniele Bianchi & Kenichiro McAlinn - Variational inference for large Bayesian vector autoregressions (RePEc:arx:papers:2202.12644)
by Mauro Bernardi & Daniele Bianchi & Nicolas Bianco - Smoothing volatility targeting (RePEc:arx:papers:2212.07288)
by Mauro Bernardi & Daniele Bianchi & Nicolas Bianco - Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets (RePEc:baf:cbafwp:cbafwp20143)
by Daniele Bianchi & Massimo Guidolin & Manuela Pedio - Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section (RePEc:bno:worpap:2013_19)
by Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo - Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? (RePEc:bno:worpap:2013_22)
by Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo - On the Performance of Cryptocurrency Funds (RePEc:cer:papers:wp672)
by Daniele Bianchi & Mykola Babiak - A Factor Model for Cryptocurrency Returns (RePEc:cer:papers:wp710)
by Daniele Bianchi & Mykola Babiak - Trading Volume and Liquidity Provision in Cryptocurrency Markets (RePEc:cer:papers:wp730)
by Daniele Bianchi & Mykola Babiak & Alexander Dickerson - Adaptive expectations and commodity risk premiums (RePEc:eee:dyncon:v:124:y:2021:i:c:s0165188921000130)
by Bianchi, Daniele - Modeling systemic risk with Markov Switching Graphical SUR models (RePEc:eee:econom:v:210:y:2019:i:1:p:58-74)
by Bianchi, Daniele & Billio, Monica & Casarin, Roberto & Guidolin, Massimo - Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets (RePEc:eee:ejores:v:236:y:2014:i:1:p:160-176)
by Bianchi, Daniele & Guidolin, Massimo - On the performance of cryptocurrency funds (RePEc:eee:jbfina:v:138:y:2022:i:c:s037842662200067x)
by Bianchi, Daniele & Babiak, Mykola - Trading volume and liquidity provision in cryptocurrency markets (RePEc:eee:jbfina:v:142:y:2022:i:c:s0378426622001418)
by Bianchi, Daniele & Babiak, Mykola & Dickerson, Alexander - The dynamics of expected returns: evidence from multi-scale time series modelling (RePEc:ehl:lserod:118992)
by Bianchi, Daniele & Tamoni, Andrea - On the Performance of Cryptocurrency Funds (RePEc:hhs:rbnkwp:0408)
by Bianchi, Daniele & Babiak, Mykola - Trading volume and liquidity provision in cryptocurrency markets (RePEc:hhs:rbnkwp:0413)
by Bianchi, Daniele & Babiak, Mykola & Dickerson, Alexander - Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section (RePEc:igi:igierp:550)
by Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo - Modeling Systemic Risk with Markov Switching Graphical SUR Models (RePEc:igi:igierp:626)
by Daniele Bianchi & Monica Billio & Roberto Casarin & Massimo Guidolin - Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios (RePEc:kap:jrefec:v:49:y:2014:i:1:p:116-164)
by Daniele Bianchi & Massimo Guidolin - Global pulses of organic carbon burial in deep-sea sediments during glacial maxima (RePEc:nat:natcom:v:7:y:2016:i:1:d:10.1038_ncomms10796)
by Olivier Cartapanis & Daniele Bianchi & Samuel L. Jaccard & Eric D. Galbraith - Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? (RePEc:oup:jfinec:v:16:y:2018:i:1:p:34-62.)
by Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo - Bond Risk Premiums with Machine Learning
[Quadratic term structure models: Theory and evidence] (RePEc:oup:rfinst:v:34:y:2021:i:2:p:1046-1089.)
by Daniele Bianchi & Matthias Büchner & Andrea Tamoni - Corrigendum: Bond Risk Premiums with Machine Learning
[Bond risk premiums with machine learning] (RePEc:oup:rfinst:v:34:y:2021:i:2:p:1090-1103.)
by Daniele Bianchi & Matthias Büchner & Tobias Hoogteijling & Andrea Tamoni - The dynamics of returns predictability in cryptocurrency markets (RePEc:taf:eurjfi:v:29:y:2023:i:6:p:583-611)
by Daniele Bianchi & Massimo Guidolin & Manuela Pedio - Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section (RePEc:taf:jnlbes:v:35:y:2017:i:1:p:110-129)
by Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo