Massimo Guidolin
Title
Cited by
Cited by
Year
Asset allocation under multivariate regime switching
M Guidolin, A Timmermann
Journal of Economic Dynamics and Control 31 (11), 3503-3544, 2007
3932007
International asset allocation under regime switching, skew, and kurtosis preferences
M Guidolin, A Timmermann
The Review of Financial Studies 21 (2), 889-935, 2008
3752008
Diamonds are forever, wars are not: Is conflict bad for private firms?
M Guidolin, E La Ferrara
American Economic Review 97 (5), 1978-1993, 2007
2942007
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
M Guidolin, A Timmermann
Journal of Applied Econometrics 21 (1), 1-22, 2006
2672006
Economic implications of bull and bear regimes in UK stock and bond returns
M Guidolin, A Timmermann
The Economic Journal 115 (500), 111-143, 2005
2392005
Ambiguity in asset pricing and portfolio choice: A review of the literature
M Guidolin, F Rinaldi
Theory and Decision 74 (2), 183-217, 2013
1692013
The economic effects of violent conflict: Evidence from asset market reactions
M Guidolin, E La Ferrara
Journal of Peace Research 47 (6), 671-684, 2010
1662010
Affiliated mutual funds and analyst optimism
S Mola, M Guidolin
Journal of Financial Economics 93 (1), 108-137, 2009
1512009
Predictable dynamics in the S&P 500 index options implied volatility surface
S Goncalves, M Guidolin
The Journal of Business 79 (3), 1591-1635, 2006
1392006
The decline in the US personal saving rate: Is it real and is it a puzzle?
M Guidolin, EA La Jeunesse
Federal Reserve Bank of St. Louis Review 89 (November/December 2007), 2007
1332007
Term structure of risk under alternative econometric specifications
M Guidolin, A Timmermann
Journal of econometrics 131 (1-2), 285-308, 2006
1182006
Forecasts of US short-term interest rates: A flexible forecast combination approach
M Guidolin, A Timmermann
Journal of Econometrics 150 (2), 297-311, 2009
1102009
Markov switching models in empirical finance
M Guidolin
Missing data methods: Time-series methods and applications, 2011
1012011
Size and value anomalies under regime shifts
M Guidolin, A Timmermann
Journal of Financial Econometrics 6 (1), 1-48, 2008
952008
Option prices under Bayesian learning: implied volatility dynamics and predictive densities
M Guidolin, A Timmermann
Journal of Economic Dynamics and Control 27 (5), 717-769, 2003
882003
Technical analysis in the foreign exchange market
CJ Neely, PA Weller
Federal Reserve Bank of St. Louis Working Paper No, 2011
802011
Non-linear predictability in stock and bond returns: When and where is it exploitable?
M Guidolin, S Hyde, D McMillan, S Ono
International Journal of Forecasting 25 (2), 373-399, 2009
782009
Investing for the long-run in European real estate
C Fugazza, M Guidolin, G Nicodano
The Journal of Real Estate Finance and Economics 34 (1), 35-80, 2007
662007
Optimal portfolio choice under regime switching, skew and kurtosis preferences
M Guidolin, A Timmermann
Federal Reserve Bank of St. Louis, 2005
522005
Properties of equilibrium asset prices under alternative learning schemes
M Guidolin, A Timmermann
Journal of Economic Dynamics and Control 31 (1), 161-217, 2007
462007
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Articles 1–20