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A simple model of trading and pricing risky assets under ambiguity : any lessons for policy-makers?

Guidolin, Massimo; Rinaldi, Francesca - In: Applied financial economics 20 (2010) 1/3, pp. 105-135

The 2007-2008 financial crisis has made it painfully obvious that markets may quickly turn illiquid. Moreover, recent experience has shown that distress and lack of active trading can jump 'around' between seemingly unconnected parts of the financial system contributing to transforming isolated...

Persistent link: https://www.econbiz.de/10003935981

What tames the Celtic tiger? : portfolio implications from a multivariate Markov switching model

Guidolin, Massimo; Hyde, Stuart - In: Applied financial economics 19 (2009) 4/6, pp. 463-488

Persistent link: https://www.econbiz.de/10003828825

Global financial crisis and US interest rate swap spreads

Guidolin, Massimo; Rinaldi, Francesca - In: Applied financial economics 20 (2010) 1, pp. 37-44

Persistent link: https://www.econbiz.de/10008348812

What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model

Guidolin, Massimo; Hyde, Stuart - In: Applied financial economics 19 (2009) 6, pp. 463-488

Persistent link: https://www.econbiz.de/10008225614

What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model

Guidolin, Massimo; Hyde, Stuart - In: Applied financial economics 19 (2009) 4-6, pp. 463-488

Persistent link: https://www.econbiz.de/10008245893