Browsing Economics and Finance by Author "Bianchi, D"
Now showing items 1-9 of 9
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Adaptive Expectations and Commodity Risk Premiums
Bianchi, D -
An Anatomy of Industry Merger Waves*
Bianchi, D; Chiarella, C (Oxford University Press (OUP), 2019-03-01) -
Bond Risk Premia with Machine Learning
Bianchi, D -
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?*
Bianchi, D; Guidolin, M; Ravazzolo, F (Oxford University Press (OUP), 2018-01-01) -
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section
Bianchi, D; Guidolin, M; Ravazzolo, F (Informa UK Limited, 2017-01-02) -
Modeling systemic risk with Markov Switching Graphical SUR models
Bianchi, D; Billio, M; Casarin, R; Guidolin, M (Elsevier BV, 2019-05) -
On the performance of cryptocurrency funds
Bianchi, D; Babiak, M (2022) -
Trading volume and liquidity provision in cryptocurrency markets *
Bianchi, D; Babiak, M; Dickerson, A (2022) -
Variational inference for large Bayesian vector autoregressions*
Bernardi, M; Bianchi, D; Bianco, N (Taylor & Francis, 2023-12-05)We propose a novel variational Bayes approach to estimate high-dimensional Vector Autoregressive (VAR) models with hierarchical shrinkage priors. Our approach does not rely on a conventional structural representation of ...