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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
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2015
-
This version: November, 2015
Persistent link: https://www.econbiz.de/10011805867
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2
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
Saved in:
3
Modeling systemic risk with Markov switching graphical SUR models
Bianchi, Daniele
;
Billio, Monica
;
Casarin, Roberto
; …
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2018
-
This version: July, 2018
Persistent link: https://www.econbiz.de/10011920738
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