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subject:"Impact assessment"
~person:"Guidolin, Massimo"
~person:"Timmermann, Allan"
~subject:"Kapitaleinkommen"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Impact assessment
Kapitaleinkommen
Stochastic process
Estimation
32
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14
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Guidolin, Massimo
Timmermann, Allan
Gupta, Rangan
69
Zaremba, Adam
59
McMillan, David G.
31
Wohar, Mark E.
31
Narayan, Paresh Kumar
24
Todorov, Viktor
23
Bollerslev, Tim
21
McAleer, Michael
21
Tiwari, Aviral Kumar
21
Pierdzioch, Christian
20
Balcilar, Mehmet
19
Gil-Alaña, Luis A.
19
Wang, Yudong
19
Bali, Turan G.
18
Cakici, Nusret
18
Ma, Feng
18
Zhang, Yaojie
17
Apergēs, Nikolaos
16
Asai, Manabu
15
Chiang, Thomas C.
15
Kumar, Dilip
15
Sehgal, Sanjay
15
Long, Huaigang
14
Tauchen, George Eugene
14
Bouri, Elie
13
Caporale, Guglielmo Maria
13
Lee, Chien-chiang
13
Brooks, Robert
12
Umutlu, Mehmet
12
Xuan Vinh Vo
12
Zhu, Huiming
12
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11
Chang, Tsangyao
11
Demirer, Rıza
11
Jareño, Francisco
11
Rodriguez, Gabriel
11
Salisu, Afees A.
11
Westerlund, Joakim
11
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10
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10
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3
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2
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1
European journal of operational research : EJOR
1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
18
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1
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
2
Arbitrage risk and a sentiment as causes of persistent mispricing : the European evidence
Guidolin, Massimo
;
Ricci, Andrea
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012417037
Saved in:
3
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
4
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
Saved in:
5
Estimating stochastic discount factor models with hidden regimes : applications to commodity pricing
Giampietro, Marta
;
Guidolin, Massimo
;
Pedio, Manuela
- In:
European journal of operational research : EJOR
265
(
2018
)
2
,
pp. 685-702
Persistent link: https://www.econbiz.de/10011811481
Saved in:
6
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
Saved in:
7
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
8
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
Saved in:
9
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
10
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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