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~person:"Guidolin, Massimo"
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Capital income
14
Kapitaleinkommen
14
Theorie
13
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11
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Guidolin, Massimo
Koopman, Siem Jan
186
McAleer, Michael
160
Marcellino, Massimiliano
112
Kapetanios, George
109
Lucas, André
109
Pesaran, M. Hashem
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Roventini, Andrea
103
Belke, Ansgar
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88
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85
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80
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79
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68
Chang, Chia-Lin
64
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64
Napoletano, Mauro
64
Schorfheide, Frank
62
Blasques, Francisco
60
Roson, Roberto
56
Dosi, Giovanni
54
Caporale, Guglielmo Maria
53
Wieland, Volker
53
Smets, Frank
52
Vance, Colin
52
Fernández-Villaverde, Jesús
51
Beckmann, Joscha
50
Manera, Matteo
50
Frondel, Manuel
49
Chesher, Andrew
48
Dreger, Christian
48
Chernozhukov, Victor
45
Kolasa, Marcin
45
Laxton, Douglas
45
Linton, Oliver
45
Robinson, Sherman
45
Ravazzolo, Francesco
44
Barigozzi, Matteo
43
Canova, Fabio
43
Dagsvik, John K.
43
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6
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3
C.E.P.R. Discussion Papers
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Working Papers / Federal Reserve Bank of St. Louis
6
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ECONIS (ZBW)
27
RePEc
16
EconStor
7
USB Cologne (business full texts)
1
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1
Who should buy structured investment products and why?
Guidolin, Massimo
;
Leonetti, Giacomo
;
Pedio, Manuela
-
2024
Persistent link: https://www.econbiz.de/10014538984
Saved in:
2
The predictability of real estate excess returns : an out-of-sample economic value analysis
Guidolin, Massimo
;
Pedio, Manuela
;
Petrova, Milena
- In:
The journal of real estate finance and economics
67
(
2023
)
1
,
pp. 108-149
Persistent link: https://www.econbiz.de/10014322191
Saved in:
3
Are unconventional monetary policies a priced risk factor for hedge fund strategies?
Guidolin, Massimo
;
Orlov, Alexei G.
-
2020
Persistent link: https://www.econbiz.de/10012495255
Saved in:
4
Distilling large information sets to forecast commodity returns : automatic variable selection or hidden Markov
models
?
Guidolin, Massimo
;
Pedio, Manuela
-
2020
of forecasting
models
, i.e., hidden Markov chain
models
in which the coefficients of predictive regressions follow a …
Persistent link: https://www.econbiz.de/10012224322
Saved in:
5
Performance persistence and optimal asset allocation strategies
Desai, Prajakta
;
Guidolin, Massimo
- In:
The European journal of finance
28
(
2022
)
16
,
pp. 1571-1598
Persistent link: https://www.econbiz.de/10013532250
Saved in:
6
Modeling systemic risk with Markov switching graphical SUR
models
Bianchi, Daniele
;
Billio, Monica
;
Casarin, Roberto
; …
-
2018
-
This version: July, 2018
Persistent link: https://www.econbiz.de/10011920738
Saved in:
7
Portfolio performance of linear SDF
models
: an out-of-sample assessment
Guidolin, Massimo
;
Hansen, Erwin
;
Lozano-Banda, Martín
-
2018
-
This version: February, 2018
Persistent link: https://www.econbiz.de/10011920747
Saved in:
8
Time-varying price discovery in sovereign credit markets
Guidolin, Massimo
;
Pedio, Manuela
;
Tosi, Alessandra
- In:
Finance research letters
38
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012485013
Saved in:
9
Identifying and measuring the contagion channels at work in the European financial crises
Guidolin, Massimo
;
Pedio, Manuela
-
2016
-
This version: August, 2016
Persistent link: https://www.econbiz.de/10011806010
Saved in:
10
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
-
2015
-
This version: June 6, 2015
Persistent link: https://www.econbiz.de/10011809314
Saved in:
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