IRIS
GUIDOLIN, MASSIMO
 Distribuzione geografica
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Continente #
EU - Europa 3009
NA - Nord America 2315
AS - Asia 478
SA - Sud America 25
OC - Oceania 14
Continente sconosciuto - Info sul continente non disponibili 8
AF - Africa 4
Totale 5853
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Nazione #
US - Stati Uniti d'America 2140
IE - Irlanda 888
IT - Italia 653
GB - Regno Unito 419
UA - Ucraina 408
CN - Cina 223
DE - Germania 189
CA - Canada 173
SE - Svezia 138
VN - Vietnam 101
TR - Turchia 79
BG - Bulgaria 64
FI - Finlandia 54
FR - Francia 40
CZ - Repubblica Ceca 27
CH - Svizzera 24
BE - Belgio 23
SK - Slovacchia (Repubblica Slovacca) 17
IN - India 16
DK - Danimarca 15
BR - Brasile 13
HK - Hong Kong 12
CL - Cile 11
JP - Giappone 11
RO - Romania 11
AU - Australia 10
MY - Malesia 8
NL - Olanda 8
EU - Europa 7
IR - Iran 6
ES - Italia 5
GR - Grecia 5
ID - Indonesia 4
NZ - Nuova Zelanda 4
AT - Austria 3
HU - Ungheria 3
KR - Corea 3
LV - Lettonia 3
PK - Pakistan 3
RU - Federazione Russa 3
SG - Singapore 3
IL - Israele 2
LU - Lussemburgo 2
MX - Messico 2
NG - Nigeria 2
PT - Portogallo 2
QA - Qatar 2
TW - Taiwan 2
A2 - ???statistics.table.value.countryCode.A2??? 1
HR - Croazia 1
JO - Giordania 1
KE - Kenya 1
MZ - Mozambico 1
NO - Norvegia 1
PE - Perù 1
PH - Filippine 1
PL - Polonia 1
RS - Serbia 1
SM - San Marino 1
TH - Thailandia 1
Totale 5853
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Città #
Dublin 885
Chandler 425
Jacksonville 338
Southend 247
Ann Arbor 194
Milan 189
Toronto 166
Dearborn 152
Dong Ket 94
Redwood City 88
Wilmington 88
Lawrence 78
Izmir 73
Boston 72
Mountain View 65
Boardman 51
Woodstock 41
Hefei 34
Fairfield 33
Woodbridge 32
Frankfurt am Main 31
Houston 28
Beijing 24
Ashburn 20
Brussels 18
Falls Church 18
Nanjing 18
Rome 18
Nanchang 16
Bratislava 15
Kunming 15
Düsseldorf 14
Zhangzhou 14
Pordenone 12
Washington 11
Como 10
Harbin 10
London 10
Palombara Sabina 10
Basel 9
Shanghai 9
Changsha 8
Jinan 8
Meda 8
Seattle 8
Shenyang 8
Claremont 7
Fremont 7
Fuzhou 7
Norwalk 7
Reggio Nell'emilia 7
Auburn Hills 6
Birmingham 6
Brescia 6
Guangzhou 6
Napoli 6
Redmond 6
San Mateo 6
São Paulo 6
Dörentrup 5
Los Angeles 5
Mumbai 5
Santiago 5
Trieste 5
Turin 5
Athens 4
Bergamo 4
Brignano Gera D'adda 4
Cambridge 4
Ceva 4
Chicago 4
Helsinki 4
Manchester 4
Ottawa 4
Phoenix 4
Rho 4
Segrate 4
Zhengzhou 4
Baotou 3
Bristol 3
Budapest 3
Central 3
Chengdu 3
Chislehurst 3
Copenhagen 3
Hanover 3
Hebei 3
Huddersfield 3
Imola 3
Lambrecht 3
Lyngby 3
Melbourne 3
Naples 3
Riga 3
Temuco 3
Udine 3
Wellington 3
Xian 3
Abeokuta 2
Amsterdam 2
Totale 3944
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Nome #
Essentials of time series for financial applications 268
Diamonds Are Forever, Wars Are Not. Is Conflict Bad for Private Firms? 240
Asset-backed securities 179
Preference Models in Portfolio Construction and Evaluation 159
Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system 151
Big data e sentiment analysis : il futuro dell'asset management 148
Can Funding Liquidity and Market Spillovers Help Forecast the Dynamics of Implied Volatility Surfaces? Evidence from Equity Index Options 130
Essentials of applied portfolio management 118
Transmission channels of financial shocks to stock, bond, and asset-backed markets: An empirical model 109
Performance persistence and optimal asset allocation strategies 107
The impact of rating changes on stock markets:evidence from U.S. insurance and reinsurance firms 97
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns 89
The economic effects of violent conflict: evidence from asset market reactions 87
The impact of monetary policy on corporate bonds under regime shifts 87
Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey 86
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing 82
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 82
Ambiguity aversion and underdiversification 81
A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers? 81
The predictability of real estate excess returns: an out-of-sample economic value analysis 81
Affiliated mutual funds and analyst optimism 80
The robustness of the volatility factor: linear versus nonlinear factor model 80
A yield spread perspective on the great financial crisis: Break-point test evidence 79
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets 79
Macroeconomic factors strike back: a bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section 76
Do Jumps Matter in Emerging Market Portfolio Strategies? 75
Can linear predictability models time bull and bear real estate markets? Out-of-sample evidence from REIT portfolios 75
Linear and nonlinear predictability in investment style factors: multivariate evidence 74
Asset allocation under multivariate regime switching 72
Identifying and measuring the contagion channels at work in the European financial crises 71
Alternative econometric implementations of multi-factor models of the U.S. financial markets 70
Equally weighted vs. long-run optimal portfolios 70
Learning to smile: can rational learning explain predictable dynamics in the implied volatility surface? 69
Diversifying in public real estate: The ex-post performance 68
Detecting and exploiting regime switching ARCH dynamics in U.S. stock and bond returns 68
Pricing S&P 500 index options: a conditional semi-nonparametric approach 68
International asset allocation under regime switching, skew, and kurtosis preferences 68
Ambiguity in asset pricing and portfolio choice: a review of the literature 66
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 65
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 65
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 64
Forecasting commodity futures returns with stepwise regressions: do commodity-specific factors help? 64
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 64
How did the financial crisis alter the correlations of U.S. yield spreads? 63
Investing for the Long-run in European Real Estate 62
Markov Switching Models in Empirical Finance 62
The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns 62
Volatility as an alternative asset class: does it improve portfolio performance? 62
Cross-asset contagion in the financial crisis: a Bayesian time-varying parameter approach 62
Modeling systemic risk with Markov Switching Graphical SUR models 62
Unconventional monetary policies and the corporate bond market 61
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 61
Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK 60
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective 60
Properties of equilibrium asset prices under alternative learning schemes 60
Time and risk diversification in real estate investments: assessing the ex post economic value 59
Size and Value Anomalies under Regime Shifts 58
Markov switching mean-variance frontier dynamics: theory and international evidence 58
Small caps in international equity portfolios: the effects of variance risk 58
The decline in the U.S. personal saving rate: is it real and is it a puzzle? 56
Time varying stock return predictability: Evidence from US sectors 56
Portfolio performance of linear SDF models: an out-of-sample assessment 56
Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment 55
Predictions of short-term rates and the expectations hypothesis 55
Monetary policy after the crisis: a threat to hedge funds' alphas? 54
Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence 51
Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data 50
Forecasts of US short-term interest rates: A flexible forecast combination approach 49
What tames the Celtic Tiger? Portfolio implications from a multivariate Markov switching model 48
Regime shifts in mean-variance efficient frontiers: Some international evidence 48
Arbitrage risk and a sentiment as causes of persistent mispricing: the European evidence 47
Non-linear predictability in stock and bond returns: When and where is it exploitable? 46
Forecasting Yield Spreads under Crisis-Induced Multiple Breakpoints 45
An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings 42
Time-varying price discovery in sovereign credit markets 40
Sharpening the accuracy of credit scoring models with machine learning algorithms 38
Media attention vs. sentiment as drivers of conditional volatility predictions: an application to Brexit 36
Mildly explosive dynamics in U.S. fixed income markets 34
Forecasting: theory and practice 16
Switching coefficients or automatic variable selection: an application in forecasting commodity returns 15
The dynamics of returns predictability in cryptocurrency markets 14
Totale 6013
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Categoria #
all - tutte 13557
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 13557
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2017/201829 0000 00 00 10577
2018/2019419 8782 583 4093 241425110
2019/20201188 31218366 123140 31094 127534298
2020/20211143 529178106 10850 12257 1329395159
2021/20221071 401873779 7330 76107 12611189116
2022/20231904 1438147165 134139 39115 1041000
Totale 6013