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Forecasts of US short-term interest rates : a flexible forecast combination approach
Guidolin, Massimo; Timmermann, Allan - 2007
Persistent link: https://www.econbiz.de/10003443836
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Learning to smile : can rational learning explain predictable dynamics in the implied volatility surface?
Bernales, Alejandro; Guidolin, Massimo - In: Journal of financial markets 26 (2015), pp. 1-37
Persistent link: https://www.econbiz.de/10011477269
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Term structure of risk under alternative econometric specifications
Guidolin, Massimo; Timmermann, Allan - 2004
Persistent link: https://www.econbiz.de/10002398866
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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 - In: Journal of economic dynamics & control 107 (2019), pp. 1-30
Persistent link: https://www.econbiz.de/10012312634
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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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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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Linear and nonlinear predictability in investment style factors : multivariate evidence
Chincoli, Francesco; Guidolin, Massimo - In: The journal of asset management 18 (2017) 6, pp. 476-509
Persistent link: https://www.econbiz.de/10011844398
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How good can heuristic-based forecasts be? : a comparative performance of econometric and heuristic models for UK and US asset returns
Guidolin, Massimo; Orlov, Alexei G.; Pedio, Manuela - In: Quantitative finance 18 (2018) 1, pp. 139-169
Persistent link: https://www.econbiz.de/10011905849
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Portfolio performance of linear SDF models : an out-of-sample assessment
Guidolin, Massimo; Hansen, Erwin; Lozano-Banda, Martín - In: Quantitative finance 18 (2018) 8, pp. 1425-1436
Persistent link: https://www.econbiz.de/10011911550
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Media attention vs. sentiment as drivers of conditional volatility predictions : an application to Brexit
Guidolin, Massimo; Pedio, Manuela - In: Finance research letters 42 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10014581427