Publications: DR Daniele Bianchi

( 2025 ) . Mispricing and Risk Compensation in Cryptocurrency Returns . Journal of Financial and Quantitative Analysis1 - 27 .

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, Büchner M, Tamoni A ( 2020 ) . Bond Risk Premiums with Machine Learning . Review of Financial Studies vol. 34 , ( 2 ) 1046 - 1089 .

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 and Economic Statistics vol. 35 , ( 1 ) 110 - 129 .

Bianchi D . Adaptive Expectations and Commodity Risk Premiums . Journal of Economic Dynamics and Control104078 - 104078 .

. Scalable Variational Bayes Inference for Dynamic Variable Selection . Journal of Computational and Graphical Statistics