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Markov switching models in empirical finance
Guidolin, Massimo - 2012 - This Version: June, 2012
Persistent link: https://www.econbiz.de/10011337359
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Estimating stochastic discount factor models with Hidden regimes : applications to commodity pricing
Giampietro, Marta; Guidolin, Massimo; Pedio, Manuela - 2017 - This version: June, 2017
Persistent link: https://www.econbiz.de/10011803253
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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
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Learning to smile : can rational learning explain predictable dynamics in the implied volatility surface?
Bernales, Alejandro; Guidolin, Massimo - 2015 - This version: December, 2015
Persistent link: https://www.econbiz.de/10011809309
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The impact of monetary policy on corporate bonds under regime shifts
Guidolin, Massimo; Orlov, Alexei G.; Pedio, Manuela - 2015 - This version: November, 2015
Persistent link: https://www.econbiz.de/10011809312
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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