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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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Myths and facts about the alleged over-pricing of U.S. real estate evidence from multi-factor asset pricing models of REIT returns
Guidolin, Massimo; Ravazzolo, Francesco; Tortora, … - 2011
Persistent link: https://www.econbiz.de/10011337372
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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 - 2015 - This version: November, 2015
Persistent link: https://www.econbiz.de/10011805867
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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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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
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Forecasting and trading monetary policy effects on the riskless Yield curve with regime switching Nelson‐Siegel models
Guidolin, Massimo; Pedio, Manuela - 2019 - This version: January, 2019
Persistent link: https://www.econbiz.de/10011961129
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Option prices under Bayesian learning : implied volatility dynamics and predictive densities
Guidolin, Massimo; Timmermann, Allan - 2001
Persistent link: https://www.econbiz.de/10001629123
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Time and risk diversification in real estate investments : assessing the ex post economic value
Fugazza, Carolina; Guidolin, Massimo; Nicodano, Giovanna - 2009
Persistent link: https://www.econbiz.de/10003794703
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Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - 2010
Persistent link: https://www.econbiz.de/10008668600