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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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Detecting and exploiting regime switching ARCH dynamics in US stock and bond returns
Guidolin, Massimo - In: Stock market volatility, (pp. 91-133). 2009
Persistent link: https://www.econbiz.de/10003830408
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Pessimistics beliefs under rational learning: Quantitative implications for the equity premium puzzle
Guidolin, Massimo - In: Journal of economics & business 58 (2006) 2, pp. 85-118
Persistent link: https://www.econbiz.de/10003290028
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The decline in the U. S. personal saving rate : is it real and is it a puzzle?
Guidolin, Massimo; La Jeunesse, Elizabeth A. - In: Review / Federal Reserve Bank of St. Louis 89 (2007) 6, pp. 491-514
Persistent link: https://www.econbiz.de/10003641859
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Equity portfolio diversification under time-varying predictability and comovements : evidence from Ireland, the US, and the UK
Guidolin, Massimo (contributor); Hyde, Stuart (contributor) - 2008
Persistent link: https://www.econbiz.de/10003741399
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An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
Guidolin, Massimo; Timmermann, Allan - In: Journal of applied econometrics 21 (2006) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10003309995
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Are the dynamic linkages between the macroeconomy and asset prices time-varying
Guidolin, Massimo (contributor); Ono, Sadayuki (contributor) - 2005
Persistent link: https://www.econbiz.de/10003344538
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Forecasts of US short-term interest rates : a flexible forecast combination approach
Guidolin, Massimo (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003344544
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The economic effects of violent conflicts : evidence from asset market reactions
Guidolin, Massimo (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003344884
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Predictable dynamics in the S&P 500 index options implied volatility surface
Gonçalves, Sílvia; Guidolin, Massimo - In: The journal of business : B 79 (2006) 3, pp. 1591-1636
Persistent link: https://www.econbiz.de/10003337040