Massimo Guidolin

Corporate Finance and Real Estate


Latest publications

Desai P., GUIDOLIN M. Performance persistence and optimal asset allocation strategies European Journal of Finance, 2021, pp.1-28
GUIDOLIN M., Pedio M. Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit Finance Research Letters, 2021, vol.42, pp.101943
GUIDOLIN M., Pedio M. Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help? Annals of Operations Research, 2021, vol.299, no. 1-2, pp.1317-1356
GUIDOLIN M., Massagli V., Pedio M. Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes European Journal of Finance, 2021, vol.27, no. 18, pp.1804-1833
GUIDOLIN M., Pedio M., Tosi A. Time-varying price discovery in sovereign credit markets Finance Research Letters, 2021, vol.38, pp.101388
GUIDOLIN M., MAGNANI M., MAZZA P. Big Data e Sentiment Analysis. Il Futuro dell'Asset Management Egea, Milano, Italy, 2021