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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 - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
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Predictions of short-term rates and the expectations hypothesis
Guidolin, Massimo; Thornton, Daniel L. - In: International journal of forecasting 34 (2018) 4, pp. 636-664
Persistent link: https://www.econbiz.de/10012031076
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How did the financial crisis alter the correlations of US yield spreads?
Contessi, Silvio; De Pace, Pierangelo; Guidolin, Massimo - In: Journal of empirical finance 28 (2014), pp. 362-385
Persistent link: https://www.econbiz.de/10011285619
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Identifying and measuring the contagion channels at work in the European financial crises
Guidolin, Massimo; Pedio, Manuela - In: Journal of international financial markets, … 48 (2017), pp. 117-134
Persistent link: https://www.econbiz.de/10011892337
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A yield spread perspective on the great financial crisis : break-point test evidence
Guidolin, Massimo; Tam, Yu Man - In: International review of financial analysis 26 (2013), pp. 18-39
Persistent link: https://www.econbiz.de/10009717229
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Alternative econometric implementations of multi-factor models of the US financial markets
Guidolin, Massimo; Ravazzolo, Francesco; Tortora, … - In: The quarterly review of economics and finance : journal … 53 (2013) 2, pp. 87-111
Persistent link: https://www.econbiz.de/10009745249
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Are the dynamic linkages between the macroeconomy and asset prices time-varying?
Guidolin, Massimo; Ono, Sadayuki - In: Journal of economics & business 58 (2006) 5/6, pp. 480-518
Persistent link: https://www.econbiz.de/10003374308
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Pessimistics beliefs under rational learning: Quantitative implications for the equity premium puzzle
Guidolin, Massimo - In: Journal of economics & business 58 (2006) 2, pp. 85-118
Persistent link: https://www.econbiz.de/10003290028
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High equity premia and crash fears : rational foundations
Guidolin, Massimo - In: Economic theory : official journal of the Society for … 28 (2006) 3, pp. 693-708
Persistent link: https://www.econbiz.de/10003347040
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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