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Can VAR Models Capture Regime...
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What tames the Celtic tiger? : Portfolio implications from a multivariate Markov switching model
Guidolin, Massimo
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contributor
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Hyde, Stuart
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contributor
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2008
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Persistent link: https://www.econbiz.de/10003739801
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Equity portfolio diversification under time-varying predictability and comovements : evidence from Ireland, the US, and the UK
Guidolin, Massimo
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Hyde, Stuart
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2008
Persistent link: https://www.econbiz.de/10003741399
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3
Non-linear predictability in stock and bond returns : when and where is it exploitable?
Guidolin, Massimo
;
Hyde, Stuart
;
McMillan, David G.
; …
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2008
Persistent link: https://www.econbiz.de/10003741408
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4
Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence
Guidolin, Massimo
;
Hyde, Stuart
;
McMillan, David G.
; …
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2010
Persistent link: https://www.econbiz.de/10008668600
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5
Can VAR models capture regime shifts in asset returns? : A long-horizon strategic asset allocation perspective
Guidolin, Massimo
;
Hyde, Stuart
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2010
Persistent link: https://www.econbiz.de/10003921737
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6
Small caps in international equity portfolios : the effects of variance risk
Guidolin, Massimo
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contributor
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2007
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Persistent link: https://www.econbiz.de/10003739548
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Investing for the long-run in European real estate
Fugazza, Carolina
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contributor
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2006
Persistent link: https://www.econbiz.de/10003739799
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Why do analysts continue to provide favorable coverage for seasoned stocks?
Mola, Simona
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contributor
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Guidolin, Massimo
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2006
Persistent link: https://www.econbiz.de/10003740043
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The economic and statistical value of forecast combinations under regime switching : an application to predictable US returns
Guidolin, Massimo
(
contributor
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2007
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Persistent link: https://www.econbiz.de/10003740496
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10
Affiliated mutual funds and analyst optimism
Mola, Simona
(
contributor
);
Guidolin, Massimo
(
contributor
)
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2007
Persistent link: https://www.econbiz.de/10003740614
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