Massimo Guidolin
Corporate Finance and Real Estate
Latest publications
Predictions of short-term rates and the expectations hypothesis
International Journal Of Forecasting, 2018, vol.34, no. 4, pp.636-664
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
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
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
Essentials of Time Series for Financial Applications
2018, Elsevier
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