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Publications by Massimo Guidolin
Modeling Systemic Risk With Markov Switching Graphical SUR Models
Journal of Econometrics
Philosophy of Science
Applied Mathematics
Economics
Econometrics
History
Predictions of Short-Term Rates and the Expectations Hypothesis
International Journal of Forecasting
International Management
Business
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section
SSRN Electronic Journal
The Effects of Large-Scale Asset Purchases on TIPS Inflation Expectations
Affiliated Mutual Funds and Analyst Optimism
Journal of Financial Economics
Management
Finance
Economics
Strategy
Accounting
Econometrics
Asset Allocation Under Multivariate Regime Switching
Journal of Economic Dynamics and Control
Control
Applied Mathematics
Optimization
Econometrics
Economics
Small Caps in International Equity Portfolios: The Effects of Variance Risk
Annals of Finance
Economics
Econometrics
Finance
Pricing and Informational Efficiency of the MIB30 Index Options Market. An Analysis With High-Frequency Data
Economic Notes
Economics
Econometrics
Optimal Portfolio Choice Under Regime Switching, Skew and Kurtosis Preferences
SSRN Electronic Journal
Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value
SSRN Electronic Journal
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