Browsing All of EconStor by Author Guidolin, Massimo
Showing results 1 to 15 of 15
| Year of Publication | Title | Author(s) |
| 2008 | Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates | Guidolin, Massimo; Thornton, Daniel L. |
| 2008 | Non-linear predictability in stock and bond returns: When and where is it exploitable? | Guidolin, Massimo; Hyde, Stuart; McMillan, David; Ono, Sadayuki |
| 2009 | Time and risk diversification in real estate investements: Assessing the ex post economic value | Fugazza, Carolina; Guidolin, Massimo; Nicodano, Giovanna |
| 2009 | A simple model of trading and pricing risky assets under ambiguity: Any lessons for policy-makers? | Guidolin, Massimo; Rinaldi, Francesca |
| 2010 | Regime shifts in mean-variance efficient frontiers: Some international evidence | Guidolin, Massimo; Ria, Federica |
| 2010 | Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective | Guidolin, Massimo; Hyde, Stuart |
| 2010 | Does the macroeconomy predict UK asset returns in an nonlinear fashion? Comprehensive out-of-sample evidence | Guidolin, Massimo; Hyde, Stuart; McMillan, David; Ono, Sadayuki |
| 2010 | A yield spread perspective on the great financial crisis: Break-point test evidence | Guidolin, Massimo; Tam, Yu Man |
| 2011 | Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets | Guidolin, Massimo; Ravazzolo, Francesco; Tortora, Andrea Donato |
| 2011 | Myths and Facts About the Alleged Over-Pricing of U.S. Real Estate. Evidence from Multi-Factor Asset Pricing Models of REIT Returns | Guidolin, Massimo; Ravazzolo, Francesco; Tortora, Andrea Donato |
| 2012 | Linear predictability vs. bull and bear market models in strategic asset allocation decisions: Evidence from UK data | Guidolin, Massimo; Hyde, Stuart |
| 2013 | An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid | Berwart, Erik; Guidolin, Massimo; Milidonis, Andreas |
| 2013 | 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 |
| 2013 | Dissecting the 2007-2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? | Bianchi, Daniele; Guidolin, Massimo; Ravazzolo, Francesco |
| 2013 | Do we need non-linear models to predict REIT returns? | Case, Brad; Guidolin, Massimo; Yildirim, Yildiray |
