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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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Can VAR models capture regime shifts in asset returns? : a long-horizon strategic asset allocation perspective
Guidolin, Massimo; Hyde, Stuart - 2011
Persistent link: https://www.econbiz.de/10011337373
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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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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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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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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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Can VAR models capture regime shifts in asset returns? : A long-horizon strategic asset allocation perspective
Guidolin, Massimo; Hyde, Stuart - 2010
Persistent link: https://www.econbiz.de/10003921737
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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