Narrow search
Showing 1 - 6 of 6
Cover Image
A Simple Model of Trading and Pricing RiskyAssets Under Ambiguity: Any Lessons forPolicy-Makers?
Guidolin, Massimo; Rinaldi, Francesca - Manchester Business School - 2008
The 2007-2008 financial crises 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...
Persistent link: https://www.econbiz.de/10005870697
Cover Image
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
Guidolin, Massimo; Timmermann, Allan - In: Journal of applied econometrics 21 (2006) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10003309995
Cover Image
Myths and facts about the alleged over-pricing of U.S. real estate evidence from multi-factor asset pricing models of REIT returns
Guidolin, Massimo; Ravazzolo, Francesco; Tortora, … - 2011
Persistent link: https://www.econbiz.de/10011337372
Cover Image
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
Cover Image
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 - 2015 - This version: June 6, 2015
Persistent link: https://www.econbiz.de/10011809314
Cover Image
Portfolio performance of linear SDF models : an out-of-sample assessment
Guidolin, Massimo; Hansen, Erwin; Lozano-Banda, Martín - 2018 - This version: February, 2018
Persistent link: https://www.econbiz.de/10011920747