Massimo Guidolin

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	All	Since 2016
Citations	4203	1903
h-index	28	21
i10-index	63	43

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Co-authors

Allan TimmermannProfessor of Finance and Economics, UCSDVerified email at ucsd.edu
manuela pedioUniversity of Bristol, (Bristol); Baffi Carefin (Bocconi University, Milan)Verified email at bristol.ac.uk
Giovanna NicodanoESOMAS Department and Collegio Carlo Alberto, Università di TorinoVerified email at unito.it
Eliana La FerraraProfessor of Economics, Bocconi UniversityVerified email at unibocconi.it
Stuart HydeProfessor of Finance, Manchester Business School, University of ManchesterVerified email at mbs.ac.uk
carolina fugazzaUniversità di TorinoVerified email at carloalberto.org
Francesco RavazzoloFaculty of Economics and Management, Free University of Bozen-BolzanoVerified email at unibz.it
Gianluca CasseseUniversità degli Studi Milano Bicocca, DEMSVerified email at unimib.it
David McMillanUniversity of StirlingVerified email at stir.ac.uk
Monica BillioProfessor of Econometrics, Ca' Foscari University of VeniceVerified email at unive.it
Roberto CASARINUniversity Ca' Foscari of VeniceVerified email at unive.it
Yu Man TamOffice of the Comptroller of the Currency, Department of the TreasuryVerified email at occ.treas.gov
Alexei G. OrlovU.S. Commodity Futures Trading CommissionVerified email at cftc.gov
Silvia GoncalvesProfessor, McGill UniversityVerified email at mcgill.ca
Yildiray YildirimBaruch CollegeVerified email at baruch.cuny.edu
Silvio ContessiMonash Business SchoolVerified email at monash.edu
Hening LiuUniversity of ManchesterVerified email at mbs.ac.uk
Andreas MilidonisDepartment of Accounting and Finance, School of Economics and Management, University of CyprusVerified email at ucy.ac.cy
Martin LozanoUniversidad de MonterreyVerified email at soas.ac.uk
Carmine De FrancoOssiamVerified email at ossiam.com

Massimo Guidolin

Bocconi University

Verified email at unibocconi.it - Homepage

Financial econometrics asset management empirical derivatives pricing asset pricing


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Asset allocation under multivariate regime switching M Guidolin, A Timmermann Journal of Economic Dynamics and Control 31 (11), 3503-3544, 2007	393	2007
International asset allocation under regime switching, skew, and kurtosis preferences M Guidolin, A Timmermann The Review of Financial Studies 21 (2), 889-935, 2008	375	2008
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	294	2007
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	267	2006
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	239	2005
Ambiguity in asset pricing and portfolio choice: A review of the literature M Guidolin, F Rinaldi Theory and Decision 74 (2), 183-217, 2013	169	2013
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	166	2010
Affiliated mutual funds and analyst optimism S Mola, M Guidolin Journal of Financial Economics 93 (1), 108-137, 2009	151	2009
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	139	2006
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	133	2007
Term structure of risk under alternative econometric specifications M Guidolin, A Timmermann Journal of econometrics 131 (1-2), 285-308, 2006	118	2006
Forecasts of US short-term interest rates: A flexible forecast combination approach M Guidolin, A Timmermann Journal of Econometrics 150 (2), 297-311, 2009	110	2009
Markov switching models in empirical finance M Guidolin Missing data methods: Time-series methods and applications, 2011	101	2011
Size and value anomalies under regime shifts M Guidolin, A Timmermann Journal of Financial Econometrics 6 (1), 1-48, 2008	95	2008
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	88	2003
Technical analysis in the foreign exchange market CJ Neely, PA Weller Federal Reserve Bank of St. Louis Working Paper No, 2011	80	2011
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	78	2009
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	66	2007
Optimal portfolio choice under regime switching, skew and kurtosis preferences M Guidolin, A Timmermann Federal Reserve Bank of St. Louis, 2005	52	2005
Properties of equilibrium asset prices under alternative learning schemes M Guidolin, A Timmermann Journal of Economic Dynamics and Control 31 (1), 161-217, 2007	46	2007

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