IRIS

Sfoglia per Autore  

Opzioni
Mostrati risultati da 1 a 20 di 21
Titolo Data di pubblicazione Autore(i) Rivista Editore
Transmission channels of financial shocks to stock, bond, and asset-backed markets: An empirical model 1-gen-2015 Fabbrini, Viola; Guidolin, Massimo; Pedio, Manuela - Palgrave Macmillan
Essentials of applied portfolio management 1-gen-2016 Guidolin, Massimo; Pedio, Manuela - Egea
The impact of monetary policy on corporate bonds under regime shifts 1-gen-2017 Guidolin, Massimo; Orlov, Alexei G.; Pedio, Manuela JOURNAL OF BANKING & FINANCE -
Identifying and measuring the contagion channels at work in the European financial crises 1-gen-2017 Guidolin, Massimo; Pedio, Manuela JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS & MONEY -
Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system 1-gen-2018 Ferrario, Andrea; Guidolin, Massimo; Pedio, Manuela QUANTITATIVE FINANCE AND ECONOMICS -
Essentials of time series for financial applications 1-gen-2018 Guidolin, Massimo; Pedio, Manuela - Academic Press
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing 1-gen-2018 Giampietro, Marta; Guidolin, Massimo; Pedio, Manuela EUROPEAN JOURNAL OF OPERATIONAL RESEARCH -
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns 1-gen-2018 Guidolin, Massimo; Orlov, Alexei G.; Pedio, Manuela QUANTITATIVE FINANCE -
Asset-backed securities 1-gen-2019 Guidolin, Massimo; Pedio, Manuela - Oxford University Press
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 1-gen-2019 Guidolin, Massimo; Pedio, Manuela JOURNAL OF ECONOMIC DYNAMICS & CONTROL -
Cross-asset contagion in the financial crisis: a Bayesian time-varying parameter approach 1-gen-2019 Guidolin, Massimo; Hansen, Erwin; Pedio, Manuela JOURNAL OF FINANCIAL MARKETS -
Monetary policy after the crisis: a threat to hedge funds' alphas? 1-gen-2020 Berglund, Alexander; Guidolin, Massimo; Pedio, Manuela JOURNAL OF ASSET MANAGEMENT -
Time-varying price discovery in sovereign credit markets 1-gen-2021 Guidolin, Massimo.; Pedio, Manuela; Tosi, Alessandra FINANCE RESEARCH LETTERS -
Forecasting commodity futures returns with stepwise regressions: do commodity-specific factors help? 1-gen-2021 Guidolin, Massimo; Pedio, Manuela ANNALS OF OPERATIONS RESEARCH -
Sharpening the accuracy of credit scoring models with machine learning algorithms 1-gen-2021 Guidolin, Massimo; Pedio, Manuela - Springer
Media attention vs. sentiment as drivers of conditional volatility predictions: an application to Brexit 1-gen-2021 Guidolin, Massimo; Pedio, Manuela FINANCE RESEARCH LETTERS -
Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes 1-gen-2021 Guidolin, Massimo; Massagli, Valentina; Pedio, Manuela EUROPEAN JOURNAL OF FINANCE -
Forecasting: theory and practice 1-gen-2022 Petropoulos, Fotios; Apiletti, Daniele; Assimakopoulos, Vassilios; Zied Babai, Mohamed; Barrow, Devon K.; Ben Taieb, Souhaib; Bergmeir, Christoph; Bessa, Ricardo J.; Bijak, Jakub; Boylan, John E.; Browell, Jethro; Carnevale, Claudio; Castle, Jennifer L.; Cirillo, Pasquale; Clements, Michael P.; Cordeiro, Clara; Luiz Cyrino Oliveira, Fernando; De Baets, Shari; Dokumentov, Alexander; Ellison, Joanne; Fiszeder, Piotr; Hans Franses, Philip; Frazier, David T.; Gilliland, Michael; Sinan Gonul, M.; Goodwin, Paul; Grossi, Luigi; Grushka-Cockayne, Yael; Guidolin, Mariangela; Guidolin, Massimo; Gunter, Ulrich; Guo, Xiaojia; Guseo, Renato; Harvey, Nigel; Hendry, David F.; Hollyman, Ross; Januschowski, Tim; Jeon, Jooyoung; Jose, Victor Richmond R.; Kang, Yanfei; Koehler, Anne B.; Kolassa, Stephan; Kourentzes, Nikolaos; Leva, Sonia; Li, Feng; Litsiou, Konstantia; Makridakis, Spyros; Martin, Gael M.; Martinez, Andrew B.; Meeran, Sheik; Modis, Theodore; Nikolopoulos, Konstantinos; Onkal, Dilek; Paccagnini, Alessia; Panagiotelis, Anastasios; Panapakidis, Ioannis; Pavia, Jose M.; Pedio, Manuela; Pedregal, Diego J.; Pinson, Pierre; Ramos, Patricia; Rapach, David E.; James Reade, J.; Rostami-Tabar, Bahman; Rubaszek, Michal; Sermpinis, Georgios; Lin Shang, Han; Spiliotis, Evangelos; Syntetos, Aris A.; Dilini Talagala, Priyanga; Talagala, Thiyanga S.; Tashman, Len; Thomakos, Dimitrios; Thorarinsdottir, Thordis; Todini, Ezio; Ramon Trapero Arenas, Juan; Wang, Xiaoqian; Winkler, Robert L.; Yusupova, Alisa; Ziel, Florian INTERNATIONAL JOURNAL OF FORECASTING -
Switching coefficients or automatic variable selection: an application in forecasting commodity returns 1-gen-2022 Guidolin, Massimo; Pedio, Manuela FORECASTING -
The predictability of real estate excess returns: an out-of-sample economic value analysis 1-gen-2023 Guidolin, Massimo; Pedio, Manuela; Petrova, Milena T. JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS -
Mostrati risultati da 1 a 20 di 21
Legenda icone

  •  file ad accesso aperto
  •  file disponibili sulla rete interna
  •  file disponibili agli utenti autorizzati
  •  file disponibili solo agli amministratori
  •  file sotto embargo
  •  nessun file disponibile