PEDIO, MANUELA
PEDIO, MANUELA
Dipartimento di Finanza
Asset-backed securities
2019 Guidolin, Massimo; Pedio, Manuela
Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system
2018 Ferrario, Andrea; Guidolin, Massimo; Pedio, Manuela
Cross-asset contagion in the financial crisis: a Bayesian time-varying parameter approach
2019 Guidolin, Massimo; Hansen, Erwin; Pedio, Manuela
Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes
2021 Guidolin, Massimo; Massagli, Valentina; Pedio, Manuela
Essentials of applied portfolio management
2016 Guidolin, Massimo; Pedio, Manuela
Essentials of time series for financial applications
2018 Guidolin, Massimo; Pedio, Manuela
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing
2018 Giampietro, Marta; Guidolin, Massimo; Pedio, Manuela
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models
2019 Guidolin, Massimo; Pedio, Manuela
Forecasting commodity futures returns with stepwise regressions: do commodity-specific factors help?
2021 Guidolin, Massimo; Pedio, Manuela
Forecasting: theory and practice
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
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns
2018 Guidolin, Massimo; Orlov, Alexei G.; Pedio, Manuela
Identifying and measuring the contagion channels at work in the European financial crises
2017 Guidolin, Massimo; Pedio, Manuela
Media attention vs. sentiment as drivers of conditional volatility predictions: an application to Brexit
2021 Guidolin, Massimo; Pedio, Manuela
Monetary policy after the crisis: a threat to hedge funds' alphas?
2020 Berglund, Alexander; Guidolin, Massimo; Pedio, Manuela
Sharpening the accuracy of credit scoring models with machine learning algorithms
2021 Guidolin, Massimo; Pedio, Manuela
Switching coefficients or automatic variable selection: an application in forecasting commodity returns
2022 Guidolin, Massimo; Pedio, Manuela
The dynamics of returns predictability in cryptocurrency markets
2023 Bianchi, Daniele; Guidolin, Massimo; Pedio, Manuela
The impact of monetary policy on corporate bonds under regime shifts
2017 Guidolin, Massimo; Orlov, Alexei G.; Pedio, Manuela
The predictability of real estate excess returns: an out-of-sample economic value analysis
2023 Guidolin, Massimo; Pedio, Manuela; Petrova, Milena T.
Time-varying price discovery in sovereign credit markets
2021 Guidolin, Massimo.; Pedio, Manuela; Tosi, Alessandra
| Titolo | Data di pubblicazione | Autore(i) | Rivista | Editore |
|---|---|---|---|---|
| Asset-backed securities | 1-gen-2019 | Guidolin, Massimo; Pedio, Manuela | - | Oxford University Press |
| 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 | - |
| 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 | - |
| 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 | - |
| Essentials of applied portfolio management | 1-gen-2016 | Guidolin, Massimo; Pedio, Manuela | - | Egea |
| 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 | - |
| 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 | - |
| Forecasting commodity futures returns with stepwise regressions: do commodity-specific factors help? | 1-gen-2021 | Guidolin, Massimo; Pedio, Manuela | ANNALS OF OPERATIONS RESEARCH | - |
| 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 | - |
| 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 | - |
| 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 | - |
| Media attention vs. sentiment as drivers of conditional volatility predictions: an application to Brexit | 1-gen-2021 | Guidolin, Massimo; Pedio, Manuela | FINANCE RESEARCH LETTERS | - |
| Monetary policy after the crisis: a threat to hedge funds' alphas? | 1-gen-2020 | Berglund, Alexander; Guidolin, Massimo; Pedio, Manuela | JOURNAL OF ASSET MANAGEMENT | - |
| Sharpening the accuracy of credit scoring models with machine learning algorithms | 1-gen-2021 | Guidolin, Massimo; Pedio, Manuela | - | Springer |
| Switching coefficients or automatic variable selection: an application in forecasting commodity returns | 1-gen-2022 | Guidolin, Massimo; Pedio, Manuela | FORECASTING | - |
| The dynamics of returns predictability in cryptocurrency markets | 1-gen-2023 | Bianchi, Daniele; Guidolin, Massimo; Pedio, Manuela | EUROPEAN JOURNAL OF FINANCE | - |
| 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 | - |
| 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 | - |
| Time-varying price discovery in sovereign credit markets | 1-gen-2021 | Guidolin, Massimo.; Pedio, Manuela; Tosi, Alessandra | FINANCE RESEARCH LETTERS | - |