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Are unconventional monetary policies a priced risk factor for hedge fund strategies?
Guidolin, Massimo; Orlov, Alexei G. - 2020
Persistent link: https://www.econbiz.de/10012495255
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Flights to safety
Baele, Lieven; Bekaert, Geert; Inghelbrecht, Koen; Wei, Min - 2019
Persistent link: https://www.econbiz.de/10012026360
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Asymmetric volatility and risk in equity markets
Bekaert, Geert; Wu, Guojun - 1997
Persistent link: https://www.econbiz.de/10000627885
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Non-linear predictability in stock and bond returns : when and where is it exploitable?
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - 2008
We systematically examine the comparative predictive performance of a number of alternative linear and non-linear models for stock and bond returns in the G7 countries. Besides Markov switching, threshold autoregressive (TAR), and smooth transition autoregressive (STAR) regime switching...
Persistent link: https://www.econbiz.de/10003732461
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International stock return comovements
Bekaert, Geert (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003732643
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Small caps in international equity portfolios : the effects of variance risk
Guidolin, Massimo (contributor);  … - 2007 - Rev.
Persistent link: https://www.econbiz.de/10003739548
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Equity market volatility and expected risk premium
Chen, Long (contributor); Guo, Hui (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003739618
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The economic and statistical value of forecast combinations under regime switching : an application to predictable US returns
Guidolin, Massimo (contributor);  … - 2007 - Rev.
Persistent link: https://www.econbiz.de/10003740496
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Non-linear predictability in stock and bond returns : when and where is it exploitable?
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - 2008
Persistent link: https://www.econbiz.de/10003741408
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Neoclassical factors
Zhang, Lu (contributor); Chen, Long (contributor) - 2008 - Rev.
Persistent link: https://www.econbiz.de/10003744672