Concepedia

Daniele Bianchi

DB

16

Publications

932

Citations

13

H-Index

2013

Active since

Affiliations

Queen Mary University of London(Current)

Bocconi University

University of Warwick

Ca' Foscari University of Venice

Lancaster University

Daniele Bianchi is an author at Queen Mary University of London specializing in finance, economics, and business.

Top concepts

FinanceBusinessEconomicsAsset PricingManagementCryptocurrencyFinancial EconomicsFinancial EngineeringStatisticsEngineering

Publications per year

2013–2022

16

Publications

16

Bond Risk Premiums with Machine Learning

Daniele Bianchi, Matthias Büchner, Andrea Tamoni · Review of Financial Studies · 2020 · 385 citations

Forecasting Methodology, Term Structure Model, Engineering +16

Cryptocurrencies As an Asset Class? <i>An Empirical Assessment</i>

Daniele Bianchi · The Journal of Alternative Investments · 2020 · 85 citations

Empirical Finance, Volatility Spillover Effects, Volatility Modeling +20

Cryptocurrencies as an Asset Class: An Empirical Assessment

Daniele Bianchi · SSRN Electronic Journal · 2017 · 78 citations · Full text

Modeling Systemic Risk with Markov Switching Graphical SUR Models

Daniele Bianchi, Monica Billio, Roberto Casarin et al. · ARCA (Università Ca' Foscari Venezia) · 2019 · 72 citations · Full text

Trading volume and liquidity provision in cryptocurrency markets

Daniele Bianchi, Mykola Babiak, Alexander Dickerson · Journal of Banking & Finance · 2022 · 71 citations

Market Microstructure, Economics, Financial Economics +5

Rows per page

1–5 of 16