Access Statistics for Massimo Guidolin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers? 2 12 27 27 4 17 26 26
Affiliated mutual funds and analyst optimism 2 5 28 124 2 8 57 161
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns 2 5 22 217 2 6 38 375
Are the dynamic linkages between the macroeconomy and asset prices time-varying? 1 5 24 141 6 16 44 247
Asset allocation under multivariate regime switching 5 15 67 438 6 18 97 789
Diamonds are Forever, Wars are Not: Is Conflict Bad for Private Firms? 3 8 31 154 46 99 153 551
Diamonds are forever, wars are not. Is conflict bad for private firms? 2 10 55 309 16 41 116 669
Economic Implications of Bull and Bear Regimes in UK Stock Returns 1 2 12 107 2 4 23 238
Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK 3 6 29 86 5 12 74 204
Forecasts of U.S. short-term interest rates: a flexible forecast combination approach 9 27 122 670 24 75 433 1,937
Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach 0 4 32 220 4 26 141 550
High equity premia and crash fears. Rational foundations 1 2 6 91 3 4 20 221
Home bias and high turnover in an overlapping generations model with learning 4 8 21 170 5 10 29 391
Implied Learning Paths from Option Prices 1 2 3 132 4 6 14 241
International asset allocation under regime switching, skew and kurtosis preferences 2 12 72 325 5 16 105 487
Investing for the Long-Run in European Real Estate. Does Predictability Matter? 0 4 19 148 0 7 37 306
Investing for the long-run in European real estate 2 10 46 278 5 22 93 875
Investing in Mixed Asset Portfolios: the Ex-Post Performance 1 5 20 61 4 11 69 142
Managing international portfolios with small capitalization stocks 0 1 9 44 1 5 51 142
Modelling the MIB30 implied volatility surface. Does market efficiency matter? 1 3 22 195 1 5 53 602
Non-linear predictability in stock and bond returns: when and where is it exploitable? 6 17 97 206 12 27 169 281
Optimal portfolio choice under regime switching, skew and kurtosis preferences 3 11 46 355 10 36 142 985
Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities 2 5 26 279 8 16 66 685
Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities 0 2 25 307 1 15 66 784
Option prices and implied volatility dynamics under Bayesian learning 0 0 0 0 1 5 27 572
Pessimistic beliefs under rational learning: quantitative implications for the equity premium puzzle 1 2 12 119 1 2 22 311
Predictable dynamics in the S&P 500 index options implied volatility surface 3 8 68 468 6 13 132 1,174
Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates 1 7 55 55 9 25 96 96
Properties of equilibrium asset prices under alternative learning schemes 1 3 13 140 1 3 33 336
Size and value anomalies under regime shifts 1 4 24 189 1 4 40 367
Small Caps in International Diversified Portfolios 2 4 12 43 3 10 37 97
Small Caps in International Equity Portfolios: The Effects of Variance Risk 0 1 7 119 4 9 42 309
Small caps in international equity portfolios: the effects of variance risk 1 6 26 131 3 10 53 361
Strategic Asset Allocation and Consumption Decisions under Multivariate Regime Switching 0 0 0 10 1 6 42 599
Subjective probabilities: psychological evidence and economic applications 0 5 17 234 0 5 32 681
Term Structure of Risk Under Alternative Econometric Specifications 0 3 8 86 4 11 34 219
Term structure of risk under alternative econometric specifications 3 9 18 159 3 10 32 367
The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns 3 6 31 165 4 10 74 400
The economic effects of violent conflict: evidence from asset market reactions 3 4 22 129 9 16 97 408
Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value 4 11 20 20 15 30 65 65
Time and risk diversification in real estate investments: assessing the ex post economic value 2 10 11 11 7 25 28 28
What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model 3 5 21 153 5 8 55 420
Why do analysts continue to provide favorable coverage for seasoned stocks? 1 3 10 69 2 9 28 167
Total Working Papers 82 272 1,236 7,384 255 713 3,085 18,866

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Review of: "Book Review: Empirical Dynamic Asset Pricing" 1 1 5 22 1 3 15 50
Affiliated mutual funds and analyst optimism 3 7 7 7 5 14 14 14
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns 3 12 49 188 7 19 95 422
Are the dynamic linkages between the macroeconomy and asset prices time-varying? 1 1 9 43 1 2 14 86
Asset allocation under multivariate regime switching 0 5 32 85 2 7 54 143
Bubbling (or just frothy) house prices? 0 0 1 17 0 0 8 89
Cross-country personal saving rates 1 1 14 69 1 2 27 161
Diamonds Are Forever, Wars Are Not: Is Conflict Bad for Private Firms? 3 13 48 54 45 99 186 358
Economic Implications of Bull and Bear Regimes in UK Stock and Bond Returns 3 5 32 215 4 8 58 423
Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK 1 2 11 19 1 5 26 42
Forecasts of US short-term interest rates: A flexible forecast combination approach 8 14 14 14 36 50 50 50
High equity premia and crash fears - Rational foundations 1 1 5 78 1 2 13 159
Home Bias and High Turnover in an Overlapping-generations Model with Learning 0 1 3 64 1 2 6 164
International asset allocation under regime switching, skew, and kurtosis preferences 5 15 56 68 5 21 114 143
International asset prices and portfolio choices under Bayesian learning 0 0 3 88 0 0 6 162
Investing for the Long-run in European Real Estate 1 6 20 70 2 8 31 135
Is the bond market irrational? 0 0 1 30 0 0 5 81
Is the term spread still speaking to policymakers? some international evidence 0 0 1 9 0 0 7 23
Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options 1 1 6 71 1 2 20 155
No volatility, no forecasting power for the term spread 1 1 7 18 1 3 24 48
Non-linear predictability in stock and bond returns: When and where is it exploitable? 4 11 25 25 11 26 61 61
Option prices under Bayesian learning: implied volatility dynamics and predictive densities 0 1 23 249 0 1 28 469
Pessimistic beliefs under rational learning: Quantitative implications for the equity premium puzzle 0 1 14 53 0 3 28 138
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 3 6 40 130 7 12 96 375
Pricing and Informational Efficiency of the MIB30 Index Options Market. An Analysis with High-frequency Data 0 1 5 73 1 5 23 261
Properties of equilibrium asset prices under alternative learning schemes 0 1 11 48 0 1 14 107
Recursive Modeling of Nonlinear Dynamics in UK Stock Returns 0 1 8 68 1 3 16 173
Size and Value Anomalies under Regime Shifts 2 8 13 13 2 12 19 19
Small caps in international equity portfolios: the effects of variance risk 2 4 20 24 3 9 43 49
Subjective probabilities: psychological theories and economic applications 0 0 1 28 1 3 13 187
Taming the long-term spreads 1 2 3 3 1 3 5 5
Term structure of risk under alternative econometric specifications 3 4 16 86 3 6 26 152
The decline in the U.S. personal saving rate: is it real and is it a puzzle? 10 17 36 66 13 23 74 198
The dollar U-turn 0 0 0 25 0 0 5 79
What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model 0 2 7 7 5 17 40 40
Total Journal Articles 58 145 546 2,127 162 371 1,264 5,221

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2009-12-07