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Book review: empirical dynamic asset pricing
Guidolin, Massimo - In: Econometric reviews 26 (2007) 5, pp. 597-604
Persistent link: https://www.econbiz.de/10003549331
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Dissecting the 2007-2009 real estate market bust : systematic pricing correction or just a housing fad?
Bianchi, Daniele; Guidolin, Massimo; Ravazzolo, Francesco - In: Journal of financial econometrics : official journal of … 16 (2018) 1, pp. 34-62
Persistent link: https://www.econbiz.de/10011987683
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Can linear predictability models time bull and bear real estate markets? : out-of-sample evidence from REIT portfolios
Bianchi, Daniele; Guidolin, Massimo - In: The journal of real estate finance and economics 49 (2014) 1, pp. 116-164
Persistent link: https://www.econbiz.de/10010422318
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Unconventional monetary policies and the corporate bond market
Guidolin, Massimo; Orlov, Alexei G.; Pedio, Manuela - In: Finance research letters 11 (2014) 3, pp. 203-212
Persistent link: https://www.econbiz.de/10010441885
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Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system
Ferrario, Andrea; Guidolin, Massimo; Pedio, Manuela - In: Quantitative finance and economics 2 (2018) 3, pp. 661-701
Persistent link: https://www.econbiz.de/10012156828
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Regime shifts in excess stock return predictability : an out-of-sample portfolio analysis
Dal Pra, Giulia; Guidolin, Massimo; Pedio, Manuela; … - In: The journal of portfolio management : a publication of … 44 (2017) 3, pp. 10-24
Persistent link: https://www.econbiz.de/10011877594
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The impact of monetary policy on corporate bonds under regime shifts
Guidolin, Massimo; Orlov, Alexei G.; Pedio, Manuela - In: Journal of banking & finance 80 (2017), pp. 176-202
Persistent link: https://www.econbiz.de/10011816268
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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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Economic implications of bull and bear regimes in UK stock and bond returns
Guidolin, Massimo; Timmermann, Allan - In: The economic journal : the journal of the Royal … 115 (2005) 500, pp. 111-143
Persistent link: https://www.econbiz.de/10002554576
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Can VAR models capture regime shifts in asset returns? : a long-horizon strategic asset allocation perspective
Guidolin, Massimo; Hyde, Stuart - In: Journal of banking & finance 36 (2012) 3, pp. 695-716
Persistent link: https://www.econbiz.de/10009540509