Publications: Dr Daniele Bianchi
Bernardi M, Bianchi D, Bianco N
(
2023
)
.
Variational inference for large Bayesian vector autoregressions*
.
Journal of Business and Economic Statistics1
-
21
.
Bianchi D, Babiak M, Dickerson A
(
2022
)
.
Trading volume and liquidity provision in cryptocurrency markets
.
Journal of Banking & Finance
vol.
142
,
Bianchi D, Babiak M
(
2022
)
.
On the performance of cryptocurrency funds
.
Journal of Banking & Finance
vol.
138
,
Bianchi D
(
2021
)
.
Adaptive expectations and commodity risk premiums
.
Journal of Economic Dynamics and Control
vol.
124
,
Bianchi D
(
2020
)
.
Bond Risk Premia with Machine Learning
.
The Review of Financial Studies
Bianchi D, Billio M, Casarin R, Guidolin M
(
2019
)
.
Modeling systemic risk with Markov Switching Graphical SUR models
.
Journal of Econometrics
vol.
210
,
(
1
)
58
-
74
.
Bianchi D, Chiarella C
(
2018
)
.
An Anatomy of Industry Merger Waves*
.
Journal of Financial Econometrics
vol.
17
,
(
2
)
153
-
179
.
Bianchi D, Guidolin M, Ravazzolo F
(
2017
)
.
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?*
.
Journal of Financial Econometrics
vol.
16
,
(
1
)
34
-
62
.
Bianchi D, Guidolin M, Ravazzolo F
(
2017
)
.
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section
.
Journal of Business & Economic Statistics
vol.
35
,
(
1
)
110
-
129
.