Massimo Guidolin

14 published titles

Diamonds are forever, wars are not : is conflict bad for private firms?

1 edition

Who tames the celtic tiger? portfolio implications from a multivariate Markov switching model

1 edition

The economic and statistical value of forecast combinations under regime switching : an application to predictable US returns

1 edition

Investing for the long-run in European real estate

(Contributor)

1 edition

Asset allocation under multivariate regime switching

1 edition

Non-linear predictability in stock and bond returns : when and where is it exploitable?

(Contributor)

1 edition

Non-linear predictability in stock and bond returns : when and where is it exploitable

(Contributor)

1 edition

A simple model of trading and pricing risky assets under ambiguity : any lessons for policy-makers?

2 editions

Time and risk diversification in real estate investments : assessing the ex post economic value

(Contributor)

2 editions

Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence

(Contributor)

2 editions

Can VAR models capture regime shifts in asset returns? : a long-horizon strategic asset allocation perspective

2 editions

Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets

1 edition

Transmission channels of financial shocks to stock, bond, and asset-backed markets : an empirical model

(Contributor)

1 edition

Linear predictability vs. bull and bear market models in strategic asset allocation decisions : evidence from UK data

1 edition