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Mostrati risultati da 1 a 20 di 84
Titolo Data di pubblicazione Autore(i) Rivista Editore
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 1-gen-2006 Guidolin, Massimo; Silvia, Goncalves JOURNAL OF BUSINESS -
The decline in the U.S. personal saving rate: is it real and is it a puzzle? 1-gen-2007 Guidolin, Massimo; Elizabeth La, Jeunesse REVIEW - FEDERAL RESERVE BANK OF ST. LOUIS -
Diamonds Are Forever, Wars Are Not. Is Conflict Bad for Private Firms? 1-gen-2007 Guidolin, Massimo; LA FERRARA, Eliana THE AMERICAN ECONOMIC REVIEW American Economic Association / Tennessee:2014 Broadway, Suite 305:Nashville, TN 37203:(615)322-2595, EMAIL: aeainfo@vanderbilt.edu, INTERNET: http://www.aeaweb.org, Fax: (615)343-7590
Properties of equilibrium asset prices under alternative learning schemes 1-gen-2007 Guidolin, Massimo; Allan, Timmermann JOURNAL OF ECONOMIC DYNAMICS & CONTROL -
Asset allocation under multivariate regime switching 1-gen-2007 Guidolin, Massimo; Allan, Timmermann JOURNAL OF ECONOMIC DYNAMICS & CONTROL -
Investing for the Long-run in European Real Estate 1-gen-2007 Carolina, Fugazza; Guidolin, Massimo; Nicodano, Giovanna JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS -
Diversifying in public real estate: The ex-post performance 1-gen-2008 C., Fugazza; Guidolin, Massimo; G., Nicodano JOURNAL OF ASSET MANAGEMENT -
International asset allocation under regime switching, skew, and kurtosis preferences 1-gen-2008 Guidolin, Massimo; A., Timmermann THE REVIEW OF FINANCIAL STUDIES -
The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns 1-gen-2008 Guidolin, Massimo; C. F., Na - Emerald Group Publishing Co.
Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK 1-gen-2008 Guidolin, Massimo; S., Hyde JOURNAL OF MULTINATIONAL FINANCIAL MANAGEMENT -
Size and Value Anomalies under Regime Shifts 1-gen-2008 Guidolin, Massimo; A., Timmermann JOURNAL OF FINANCIAL ECONOMETRICS -
Do Jumps Matter in Emerging Market Portfolio Strategies? 1-gen-2009 Guidolin, Massimo; E., Ossola - Taylor & Francis Chapman&Hall/CRC
Detecting and exploiting regime switching ARCH dynamics in U.S. stock and bond returns 1-gen-2009 Guidolin, Massimo - (seleziona...)
Non-linear predictability in stock and bond returns: When and where is it exploitable? 1-gen-2009 Guidolin, Massimo; S., Hyde; D., Mcmillan; S., Ono INTERNATIONAL JOURNAL OF FORECASTING -
Time and risk diversification in real estate investments: assessing the ex post economic value 1-gen-2009 C., Fugazza; Guidolin, Massimo; G., Nicodano REAL ESTATE ECONOMICS -
What tames the Celtic Tiger? Portfolio implications from a multivariate Markov switching model 1-gen-2009 Guidolin, Massimo; S., Hyde APPLIED FINANCIAL ECONOMICS -
Small caps in international equity portfolios: the effects of variance risk 1-gen-2009 Guidolin, Massimo; G., Nicodano ANNALS OF FINANCE -
Affiliated mutual funds and analyst optimism 1-gen-2009 Guidolin, Massimo; S., Mola JOURNAL OF FINANCIAL ECONOMICS -
Forecasts of US short-term interest rates: A flexible forecast combination approach 1-gen-2009 Guidolin, Massimo; A., Timmermann JOURNAL OF ECONOMETRICS -
The economic effects of violent conflict: evidence from asset market reactions 1-gen-2010 Guidolin, Massimo; LA FERRARA, Eliana JOURNAL OF PEACE RESEARCH -
Mostrati risultati da 1 a 20 di 84
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