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High equity premia and crash fears : rational foundations
Guidolin, Massimo - In: Economic theory : official journal of the Society for … 28 (2006) 3, pp. 693-708
Persistent link: https://www.econbiz.de/10003347040
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Book review: empirical dynamic asset pricing
Guidolin, Massimo - In: Econometric reviews 26 (2007) 5, pp. 597-604
Persistent link: https://www.econbiz.de/10003549331
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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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Time varying stock return predictability : evidence from US sectors
Guidolin, Massimo; McMillan, David G.; Wohar, Mark E. - In: Finance research letters 10 (2013) 1, pp. 34-40
Persistent link: https://www.econbiz.de/10009728606
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Markov switching in portfolio choice and asset pricing models : a survey
Guidolin, Massimo - 2011
Persistent link: https://www.econbiz.de/10009698155
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Markov switching models in empirical finance
Guidolin, Massimo - 2011
Persistent link: https://www.econbiz.de/10009698156
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Home bias and high turnover in an overlapping-generations model with learning
Guidolin, Massimo - In: Review of international economics 13 (2005) 4, pp. 725-756
Persistent link: https://www.econbiz.de/10003093723
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Estimating state-price densities from derivative prices : parametric and nonparametric methods
Guidolin, Massimo - 1999
Persistent link: https://www.econbiz.de/10001446623
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Markov switching models in asset pricing research
Guidolin, Massimo - In: Handbook of research methods and applications in …, (pp. 3-44). 2013
Persistent link: https://www.econbiz.de/10011897349
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A simple model of trading and pricing risky assets under ambiguity: Any lessons for policy-makers?
Guidolin, Massimo; Rinaldi, Francesca - 2009
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 isolated...
Persistent link: https://www.econbiz.de/10010277898