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Markov switching models in empirical finance
Guidolin, Massimo - 2012 - This Version: June, 2012
Persistent link: https://www.econbiz.de/10011337359
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Ambiguity in asset pricing and portfolio choice : a review of the literature
Guidolin, Massimo; Rinaldi, Francesca - 2011
Persistent link: https://www.econbiz.de/10011337371
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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
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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
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Mildly explosive dynamics in U.S. fixed income markets
Contessi, Silvio; De Pace, Pierangelo; Guidolin, Massimo - 2020 - This version: January 14, 2020
Persistent link: https://www.econbiz.de/10012493351
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Does the cost of private debt respond to monetary policy? : heteroskedasticity-based identification in a model with regimes
Guidolin, Massimo; Massagli, Valentina; Pedio, Manuela - 2021 - This version: February, 2021
Persistent link: https://www.econbiz.de/10012495230
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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 - 2019 - This version: January, 2019
Persistent link: https://www.econbiz.de/10011961129
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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 - 2015 - This version: November, 2015
Persistent link: https://www.econbiz.de/10011805867
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Identifying and measuring the contagion channels at work in the European financial crises
Guidolin, Massimo; Pedio, Manuela - 2016 - This version: August, 2016
Persistent link: https://www.econbiz.de/10011806010
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Learning to smile : can rational learning explain predictable dynamics in the implied volatility surface?
Bernales, Alejandro; Guidolin, Massimo - 2015 - This version: December, 2015
Persistent link: https://www.econbiz.de/10011809309