Pubblicazioni recenti

GUIDOLIN M., Thornton D. L. Predictions of short-term rates and the expectations hypothesis International Journal Of Forecasting, 2018, vol.34, no. 4, pp.636-664
Giampietro M., GUIDOLIN M., Pedio M. 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 A., GUIDOLIN M., Pedio M. 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 D., GUIDOLIN M., Ravazzolo F. 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., Orlov A. G., Pedio M. 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
GUIDOLIN M., Hansen E., Lozano-Banda M. Portfolio performance of linear SDF models: an out-of-sample assessment Quantitative Finance, 2018, vol.18, no. 8, pp.1425-1436