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Regime shifts in mean-variance efficient frontiers : some international evidence

Guidolin, Massimo; Ria, Federica - 2010

Persistent link: https://www.econbiz.de/10008668594

Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence

Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - 2010

Persistent link: https://www.econbiz.de/10008668600

Ambiguity in asset pricing and portfolio choice : a review of the literature

Guidolin, Massimo; Rinaldi, Francesca - 2010

Persistent link: https://www.econbiz.de/10008668646

A yield spread perspective on the great financial crisis : break-point test evidence

Guidolin, Massimo; Tam, Yu Man - 2010

Persistent link: https://www.econbiz.de/10008668654

A simple model of trading and pricing risky assets under ambiguity : any lessons for policy-makers?

Guidolin, Massimo; Rinaldi, Francesca - In: Applied financial economics 20 (2010) 1/3, pp. 105-135

The 2007-2008 financial crisis 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/10003935981

Pricing and informational efficiency of the MIB30 index options market : an analysis with high-frequency data

Cassese, Gianluca; Guidolin, Massimo - In: Economic notes : economic review of Banca Monte dei … 33 (2004) 2, pp. 275-321

Persistent link: https://www.econbiz.de/10003690331

Size and value anomalies under regime shifts

Guidolin, Massimo; Timmermann, Allan - In: Journal of financial econometrics : official journal of … 6 (2008) 1, pp. 1-48

Persistent link: https://www.econbiz.de/10003669209

Diamonds are forever, wars are not : is conflict bad for private firms?

Guidolin, Massimo; La Ferrara, Eliana - In: The American economic review 97 (2007) 5, pp. 1978-1993

Persistent link: https://www.econbiz.de/10003625132

Diversifying in public real estate: the ex-post performance

Fugazza, Carolina; Guidolin, Massimo; Nicodano, Giovanna - In: The journal of asset management 8 (2007/08) 6, pp. 361-373

Persistent link: https://www.econbiz.de/10003632521

World oil depletion models : price effects compared with strategic or technological interventions

Guseo, R.; Valle, A. Dalla; Guidolin, Massimo - In: Technological forecasting & social change : an … 74 (2007) 4, pp. 452-469

Persistent link: https://www.econbiz.de/10003493170