Massimo Guidolin

Corporate Finance and Real Estate

Latest publications

GUIDOLIN M., Thornton Daniel L. Predictions of short-term rates and the expectations hypothesis International Journal Of Forecasting, 2018, vol.34, no. 4, pp.636-664
Giampietro Marta, GUIDOLIN M., Pedio Manuela Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing European Journal Of Operational Research, 2018, vol.265, no. 2, pp.685-702
Ferrario Andrea, GUIDOLIN M., Pedio Manuela Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system Quantitative Finance and Economics, 2018, vol.2, no. 3, pp.661-701
Bianchi Daniele, GUIDOLIN M., Ravazzolo Francesco Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?* Journal of Financial Econometrics, 2018, vol.16, no. 1, pp.34-62
GUIDOLIN M., PEDIO Manuela Essentials of Time Series for Financial Applications 2018, Elsevier
GUIDOLIN M., Orlov Alexei G., Pedio Manuela How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns Quantitative Finance, 2018, vol.18, no. 1, pp.139-169