| Forecasting: theory and practice F Petropoulos, D Apiletti, V Assimakopoulos, MZ Babai, DK Barrow, ... International Journal of Forecasting 38 (3), 705-871, 2022 | 532 | 2022 |
| Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach M Guidolin, E Hansen, M Pedio Journal of Financial Markets 45, 83-114, 2019 | 57 | 2019 |
| Essentials of time series for financial applications M Guidolin, M Pedio Academic Press, 2018 | 53 | 2018 |
| Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help? M Guidolin, M Pedio Annals of Operations Research 299 (1), 1317-1356, 2021 | 29 | 2021 |
| The dynamics of returns predictability in cryptocurrency markets D Bianchi, M Guidolin, M Pedio The European Journal of Finance 29 (6), 583-611, 2023 | 25* | 2023 |
| The impact of monetary policy on corporate bonds under regime shifts M Guidolin, AG Orlov, M Pedio Journal of Banking & Finance 80, 176-202, 2017 | 25* | 2017 |
| Identifying and measuring the contagion channels at work in the European financial crises M Guidolin, M Pedio Journal of International Financial Markets, Institutions and Money 48, 117-134, 2017 | 24 | 2017 |
| Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing M Giampietro, M Guidolin, M Pedio European Journal of Operational Research 265 (2), 685-702, 2018 | 21 | 2018 |
| Regime shifts in excess stock return predictability: an out-of-sample portfolio analysis G Dal Pra, M Guidolin, M Pedio, F Vasile Journal of Portfolio Management 44 (3), 10, 2018 | 15 | 2018 |
| Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models M Guidolin, M Pedio Journal of Economic Dynamics and Control 107, 103723, 2019 | 14 | 2019 |
| Unconventional monetary policies and the corporate bond market M Guidolin, AG Orlov, M Pedio Finance Research Letters 11 (3), 203-212, 2014 | 13 | 2014 |
| Monetary policy after the crisis: A threat to hedge funds' alphas? A Berglund, M Guidolin, M Pedio Journal of Asset Management 21 (3), 219-238, 2020 | 9* | 2020 |
| Time-varying price discovery in sovereign credit markets M Guidolin, M Pedio, A Tosi Finance Research Letters 38, 101388, 2021 | 7 | 2021 |
| How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns M Guidolin, AG Orlov, M Pedio Quantitative Finance 18 (1), 139-169, 2018 | 7 | 2018 |
| The predictability of real estate excess returns: An out-of-sample economic value analysis M Guidolin, M Pedio, MT Petrova The Journal of Real Estate Finance and Economics, 1-42, 2020 | 6 | 2020 |
| Media attention vs. sentiment as drivers of conditional volatility predictions: An application to Brexit M Guidolin, M Pedio Finance Research Letters 42, 101943, 2021 | 5 | 2021 |
| Sharpening the Accuracy of Credit Scoring Models with Machine Learning Algorithms M Guidolin, M Pedio Data Science for Economics and Finance: Methodologies and Applications, 89-115, 2021 | 5 | 2021 |
| Comparing in-and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system A Ferrario, M Guidolin, M Pedio Quantitative Finance and Economics 2 (3), 661-701, 2018 | 5 | 2018 |
| Essentials of applied portfolio management M Guidolin, M Pedio EGEA spa, 2016 | 5 | 2016 |
| A Markov Switching Cointegration Analysis of the CDS‐Bond Basis Puzzle M Guidolin, F Melloni, M Pedio BAFFI CAREFIN Centre Research Paper, 2023 | 4 | 2023 |
Massimo GuidolinBocconi UniversityVerified email at unibocconi.it
