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Daniele Bianchi

Personal Details

First Name:Daniele
Middle Name:
Last Name:Bianchi
Suffix:
RePEc Short-ID:pbi325
[This author has chosen not to make the email address public]
https://whitesphd.com
Terminal Degree:2014 Dipartimento di Finanza; Università Commerciale Luigi Bocconi (from RePEc Genealogy)

Affiliation

School of Economics and Finance
Queen Mary University of London

London, United Kingdom
http://www.econ.qmul.ac.uk/
RePEc:edi:deqmwuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Mauro Bernardi & Daniele Bianchi & Nicolas Bianco, 2022. "Smoothing volatility targeting," Papers 2212.07288, arXiv.org.
  2. Daniele Bianchi & Mykola Babiak & Alexander Dickerson, 2022. "Trading Volume and Liquidity Provision in Cryptocurrency Markets," CERGE-EI Working Papers wp730, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  3. Mauro Bernardi & Daniele Bianchi & Nicolas Bianco, 2022. "Variational inference for large Bayesian vector autoregressions," Papers 2202.12644, arXiv.org, revised Jun 2023.
  4. Daniele Bianchi & Mykola Babiak, 2021. "A Factor Model for Cryptocurrency Returns," CERGE-EI Working Papers wp710, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  5. Daniele Bianchi & Massimo Guidolin & Manuela Pedio, 2020. "Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets," BAFFI CAREFIN Working Papers 20143, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  6. Daniele Bianchi & Mykola Babiak, 2020. "On the Performance of Cryptocurrency Funds," CERGE-EI Working Papers wp672, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  7. Daniele Bianchi & Kenichiro McAlinn, 2018. "Large-Scale Dynamic Predictive Regressions," Papers 1803.06738, arXiv.org.
  8. Daniele Bianchi & Monica Billio & Roberto Casarin & Massimo Guidolin, 2018. "Modeling Systemic Risk with Markov Switching Graphical SUR Models," Working Papers 626, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  9. Bianchi, Daniele & Tamoni, Andrea, 2016. "The dynamics of expected returns: evidence from multi-scale time series modelling," LSE Research Online Documents on Economics 118992, London School of Economics and Political Science, LSE Library.
  10. Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2013. "Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad?," Working Paper 2013/22, Norges Bank.
  11. Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2013. "Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section," Working Paper 2013/19, Norges Bank.

Articles

  1. Daniele Bianchi & Massimo Guidolin & Manuela Pedio, 2023. "The dynamics of returns predictability in cryptocurrency markets," The European Journal of Finance, Taylor & Francis Journals, vol. 29(6), pages 583-611, April.
  2. Bianchi, Daniele & Babiak, Mykola & Dickerson, Alexander, 2022. "Trading volume and liquidity provision in cryptocurrency markets," Journal of Banking & Finance, Elsevier, vol. 142(C).
  3. Bianchi, Daniele & Babiak, Mykola, 2022. "On the performance of cryptocurrency funds," Journal of Banking & Finance, Elsevier, vol. 138(C).
  4. Daniele Bianchi & Matthias Büchner & Andrea Tamoni, 2021. "Bond Risk Premiums with Machine Learning [Quadratic term structure models: Theory and evidence]," The Review of Financial Studies, Society for Financial Studies, vol. 34(2), pages 1046-1089.
  5. Bianchi, Daniele, 2021. "Adaptive expectations and commodity risk premiums," Journal of Economic Dynamics and Control, Elsevier, vol. 124(C).
  6. Daniele Bianchi & Matthias Büchner & Tobias Hoogteijling & Andrea Tamoni, 2021. "Corrigendum: Bond Risk Premiums with Machine Learning [Bond risk premiums with machine learning]," The Review of Financial Studies, Society for Financial Studies, vol. 34(2), pages 1090-1103.
  7. Bianchi, Daniele & Billio, Monica & Casarin, Roberto & Guidolin, Massimo, 2019. "Modeling systemic risk with Markov Switching Graphical SUR models," Journal of Econometrics, Elsevier, vol. 210(1), pages 58-74.
  8. Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2018. "Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?," Journal of Financial Econometrics, Oxford University Press, vol. 16(1), pages 34-62.
  9. Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 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, Taylor & Francis Journals, vol. 35(1), pages 110-129, January.
  10. Olivier Cartapanis & Daniele Bianchi & Samuel L. Jaccard & Eric D. Galbraith, 2016. "Global pulses of organic carbon burial in deep-sea sediments during glacial maxima," Nature Communications, Nature, vol. 7(1), pages 1-7, April.
  11. Bianchi, Daniele & Guidolin, Massimo, 2014. "Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets," European Journal of Operational Research, Elsevier, vol. 236(1), pages 160-176.
  12. Daniele Bianchi & Massimo Guidolin, 2014. "Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios," The Journal of Real Estate Finance and Economics, Springer, vol. 49(1), pages 116-164, July.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ORE: Operations Research (6) 2013-08-31 2015-06-20 2020-08-10 2021-12-20 2022-04-18 2022-05-09. Author is listed
  2. NEP-PAY: Payment Systems and Financial Technology (6) 2020-08-10 2020-10-19 2021-12-20 2022-04-18 2022-06-20 2022-08-22. Author is listed
  3. NEP-RMG: Risk Management (6) 2013-08-31 2015-06-20 2018-08-20 2020-08-10 2021-12-20 2022-05-09. Author is listed
  4. NEP-FMK: Financial Markets (4) 2020-08-10 2020-10-19 2021-12-20 2022-08-22
  5. NEP-MAC: Macroeconomics (4) 2020-08-10 2020-10-19 2022-04-18 2022-06-20
  6. NEP-ECM: Econometrics (3) 2013-08-31 2018-08-20 2022-05-09
  7. NEP-CFN: Corporate Finance (1) 2021-12-20
  8. NEP-ETS: Econometric Time Series (1) 2022-05-09
  9. NEP-MON: Monetary Economics (1) 2022-08-22
  10. NEP-MST: Market Microstructure (1) 2022-08-22
  11. NEP-URE: Urban and Real Estate Economics (1) 2013-10-02

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