Massimo Guidolin

Corporate Finance and Real Estate


Pubblicazioni recenti

GUIDOLIN M., Pedio M. Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns Forecasting, 2022, vol.4, no. 1, pp.275-306
Desai P., GUIDOLIN M. Performance persistence and optimal asset allocation strategies European Journal of Finance, 2022, vol.28, no. 16, pp.1571-1598
Bianchi D., GUIDOLIN M., Pedio M. The dynamics of returns predictability in cryptocurrency markets European Journal of Finance, 2022, pp.1-29
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