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An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
Guidolin, Massimo (contributor);  … - 2005
suggesting a bounce-back effect from the crash to the recovery state"--Federal Reserve Bank of St. Louis web site …
Persistent link: https://www.econbiz.de/10002917580
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Optimal portfolio choice under regime switching, skew and kurtosis preferences
Guidolin, Massimo (contributor);  … - 2005
allocations to stocks the longer their investment horizon"--Federal Reserve Bank of St. Louis web site …
Persistent link: https://www.econbiz.de/10002917583
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Equity portfolio diversification under time-varying predictability and comovements : evidence from Ireland, the US, and the UK
Guidolin, Massimo (contributor); Hyde, Stuart (contributor) - 2008
Persistent link: https://www.econbiz.de/10003741399