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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
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Does the cost of private debt respond to monetary policy? : heteroskedasticity-based identification in a model with regimes
Guidolin, Massimo; Massagli, Valentina; Pedio, Manuela - In: The European journal of finance 27 (2021) 18, pp. 1804-1833
Persistent link: https://www.econbiz.de/10013373203
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The dynamics of returns predictability in cryptocurrency markets
Bianchi, Daniele; Guidolin, Massimo; Pedio, Manuela - In: The European journal of finance 29 (2023) 6, pp. 583-611
Persistent link: https://www.econbiz.de/10014322544