Access Statistics for Massimo Guidolin

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus 0 0 0 83 0 1 42 260
1/N and long run optimal portfolios: results for mixed asset menus 0 0 0 132 3 4 23 367
A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets 0 0 0 129 1 2 14 253
A Markov Switching Cointegration Analysis of the CDS-Bond Basis Puzzle 0 0 0 97 1 1 9 152
A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers? 0 0 0 129 0 1 20 284
A yield spread perspective on the great financial crisis: break-point test evidence 0 0 0 152 1 1 11 298
Affiliated mutual funds and analyst optimism 0 0 0 256 0 0 9 448
Ambiguity Aversion and Under-diversification 0 0 0 215 0 0 12 424
Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature 0 0 0 307 0 1 15 814
Ambiguity in asset pricing and portfolio choice: a review of the literature 0 0 0 152 0 0 13 279
An Empirical Analysis of Changes in the Relative Timeliness of Issuer-Paid vs. Investor-Paid Ratings 0 0 0 124 1 1 14 336
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns 0 0 0 292 1 3 12 571
Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence 0 0 0 55 0 1 13 120
Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence 0 0 1 24 0 0 10 57
Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies? 0 1 6 131 0 2 14 165
Are the dynamic linkages between the macroeconomy and asset prices time-varying? 0 0 0 214 0 0 10 470
Asset allocation under multivariate regime switching 1 2 5 648 6 12 45 1,315
Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks 0 0 1 88 0 3 22 79
Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence 0 1 1 53 1 2 8 100
Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence 0 0 0 105 1 2 9 151
Can No-Arbitrage SDF Models with Regime Shifts Explain the Correlations Between Commodity, Stock, and Bond Returns? 0 0 1 73 2 2 16 119
Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective 1 1 1 190 1 1 12 444
Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective 0 0 0 217 0 1 15 471
Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests 0 0 1 482 1 4 30 1,209
Diamonds are Forever, Wars are Not: Is Conflict Bad for Private Firms? 1 1 2 248 2 2 15 1,046
Diamonds are forever, wars are not. Is conflict bad for private firms? 0 0 2 475 2 3 21 1,184
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets 0 0 7 126 0 0 17 244
Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? 0 0 0 60 0 1 19 179
Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models? 0 1 3 79 0 1 7 110
Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis 0 0 2 152 9 12 32 215
Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings 0 0 6 28 1 1 18 51
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 0 0 1 96 0 0 15 128
Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes 0 0 4 57 0 1 23 95
Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence 0 0 0 127 1 2 12 353
Economic Implications of Bull and Bear Regimes in UK Stock Returns 0 0 0 132 0 1 15 351
Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK 0 0 0 133 0 0 7 358
Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing 0 0 0 117 2 3 21 221
Ex Post Portfolio Performance with Predictable Skewness and Kurtosis 0 0 0 144 0 0 6 400
Federal Reserve Chair Communication Sentiments' Heterogeneity, Personal Characteristics and their Impact on Target Rate Discovery 0 0 0 27 0 1 16 58
Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors 0 1 2 117 2 5 24 185
Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models 0 0 0 144 0 2 17 217
Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models 0 0 2 105 0 0 18 150
Forecasting: theory and practice 0 1 6 96 2 4 48 161
Forecasts of U.S. short-term interest rates: a flexible forecast combination approach 0 0 0 889 1 1 12 2,497
Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach 0 0 0 280 1 1 17 766
High equity premia and crash fears. Rational foundations 0 0 0 115 0 2 13 311
Home bias and high turnover in an overlapping generations model with learning 0 0 0 213 1 1 12 531
How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs 0 0 19 29 0 3 58 68
How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs 0 0 2 95 0 0 13 167
How did the financial crisis alter the correlations of U.S. yield spreads? 0 0 3 247 1 1 23 666
Implied Learning Paths from Option Prices 0 0 0 139 0 0 6 300
International asset allocation under regime switching, skew and kurtosis preferences 1 4 7 491 3 11 32 960
Investing for the Long-Run in European Real Estate. Does Predictability Matter? 0 0 0 178 0 0 14 448
Investing for the long-run in European real estate 0 0 0 384 0 0 14 1,329
Investing in Mixed Asset Portfolios: the Ex-Post Performance 0 0 0 112 0 0 8 386
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 114 1 1 17 286
Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence* 0 0 0 141 4 6 19 260
Machine Learning in Portfolio Decisions 0 2 22 114 0 4 74 210
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 0 2 114 1 3 19 194
Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section 0 0 1 63 2 2 12 359
Managing international portfolios with small capitalization stocks 0 0 0 66 1 2 17 274
Markov Switching Models in Empirical Finance 0 2 8 2,385 8 21 86 4,642
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 0 0 1 88 0 0 15 129
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 2 23 1 1 14 50
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 0 18 2 2 16 105
Mildly Explosive Dynamics in U.S. Fixed Income Markets 0 0 1 28 0 0 16 101
Modeling Systemic Risk with Markov Switching Graphical SUR Models 0 0 2 147 1 4 21 252
Modelling the MIB30 implied volatility surface. Does market efficiency matter? 0 0 1 226 0 1 12 769
Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas? 0 1 2 128 0 1 10 154
Multifactor Empirical Asset Pricing Under Higher-Order Moment Variations 1 1 1 25 1 1 15 95
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate. Evidence from Multi-Factor Asset Pricing Models of REIT Returns 1 1 2 124 3 6 25 309
Myths and facts about the alleged over-pricing of U.S. real estate. Evidence from multi-factor asset pricing models of REIT returns 0 0 0 71 0 0 10 152
Non-linear predictability in stock and bond returns: when and where is it exploitable? 0 0 2 458 1 6 20 922
Nonlinear Dynamics in Monetary Policy-Fueled Stock Market Bubbles 0 1 16 37 0 2 41 62
Optimal Portfolios for Occupational Funds under Time-Varying Correlations in Bull and Bear Markets? Assessing the Ex-Post Economic Value 0 0 0 102 1 1 7 225
Optimal portfolio choice under regime switching, skew and kurtosis preferences 0 0 0 435 0 2 18 1,290
Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities 0 0 0 355 0 0 12 968
Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities 0 0 0 326 0 1 10 923
Option prices and implied volatility dynamics under Bayesian learning 0 0 0 0 1 1 9 669
Option prices under Bayesian learning: implied volatility dynamics and predictive densities 0 1 1 1 1 2 9 10
Pessimistic beliefs under rational learning: quantitative implications for the equity premium puzzle 0 0 0 144 1 2 11 462
Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment 0 0 0 55 0 0 13 129
Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment 0 0 0 25 0 0 16 73
Predictable dynamics in the S&P 500 index options implied volatility surface 0 0 1 612 1 4 30 1,556
Predictions of short-term rates and the expectations hypothesis 0 0 0 141 0 0 10 332
Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates 0 0 5 163 1 1 38 503
Properties of equilibrium asset prices under alternative learning schemes 0 0 0 176 2 3 24 478
Regime shifts in mean-variance efficient frontiers: some international evidence 0 0 0 124 0 1 6 221
Responsible Investing under Climate Change Uncertainty 0 1 7 49 1 2 23 72
Sentiment Risk Premia In The Cross-Section of Global Equity 0 1 1 64 1 2 35 149
Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns 0 0 4 94 0 1 17 157
Size and value anomalies under regime shifts 0 0 0 259 0 1 12 584
Small Caps in International Diversified Portfolios 0 1 1 75 0 1 7 257
Small Caps in International Equity Portfolios: The Effects of Variance Risk 0 0 0 155 0 0 9 530
Small caps in international equity portfolios: the effects of variance risk 0 0 0 171 0 1 9 531
Strategic Asset Allocation and Consumption Decisions under Multivariate Regime Switching 0 0 0 10 2 3 21 806
Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital 0 0 5 74 1 9 41 125
Subjective probabilities: psychological evidence and economic applications 0 0 0 260 0 1 7 849
Term Structure of Risk Under Alternative Econometric Specifications 0 0 0 114 2 2 12 353
Term structure of risk under alternative econometric specifications 0 0 0 218 0 2 11 533
The Effects of Information Asymmetries on the Success of Stock Option Listings 0 0 0 117 1 2 11 438
The Empirical Performance of Option Implied Volatility Surface-Driven Optimal Portfolios 0 0 3 49 1 2 19 76
The Impact of Monetary Policy on Corporate Bonds under Regime Shifts 0 0 0 168 0 0 15 356
The Importance of Considering Regimes in Long-term Asset Allocation to Real Estate 0 1 13 13 0 2 21 21
The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis 0 0 1 89 1 2 16 114
The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns 0 0 1 249 1 3 15 651
The economic effects of violent conflict: evidence from asset market reactions 0 0 2 229 0 1 22 756
Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value 0 0 0 109 1 1 12 439
Time and risk diversification in real estate investments: assessing the ex post economic value 0 0 0 128 0 0 9 307
Time-Varying Price Discovery in Sovereign Credit Markets 0 0 0 57 0 1 11 85
Time-Varying Risk Aversion and International Stock Returns 0 0 6 66 0 0 26 108
Uncertain Climate Policy as a Source of Macro-Financial Shocks: Evidence from Carbon Futures Volatility 0 2 14 14 1 5 25 25
Understanding the Impact of Monetary Policy Shocks on the Corporate Bond Market in Good and Bad Times: A Markov Switching Model 0 0 0 53 1 1 11 129
Volatility as an Alternative asset Class: Does It Improve Portfolio Performance? 1 1 1 55 2 2 9 113
What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model 0 0 0 170 0 1 15 556
Who should buy structured investment products and why? 0 1 9 48 0 8 48 95
Why do analysts continue to provide favorable coverage for seasoned stocks? 0 0 0 88 0 1 14 288
Total Working Papers 7 30 223 20,257 98 242 2,146 49,988

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” 0 0 0 39 0 1 8 124
A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers? 0 0 0 86 1 1 10 234
A yield spread perspective on the great financial crisis: Break-point test evidence 0 0 0 45 0 3 9 159
Affiliated mutual funds and analyst optimism 0 0 1 148 1 2 18 460
Alternative econometric implementations of multi-factor models of the U.S. financial markets 0 0 0 37 0 0 12 141
Ambiguity Aversion and Underdiversification 0 0 1 39 1 1 13 110
Ambiguity in asset pricing and portfolio choice: a review of the literature 0 0 0 71 2 3 24 199
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns 1 1 3 7 1 3 15 32
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns 0 0 0 371 3 5 14 897
An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings 0 0 0 11 0 0 10 47
Arbitrage risk and a sentiment as causes of persistent mispricing: The European evidence 0 0 0 20 0 0 9 60
Are the dynamic linkages between the macroeconomy and asset prices time-varying? 0 0 2 101 0 0 24 286
Asset allocation under multivariate regime switching 1 4 19 511 6 32 139 1,250
Bubbling (or just frothy) house prices? 0 0 0 36 0 0 3 157
Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence 0 0 0 7 0 0 16 27
Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios 0 0 0 40 0 2 15 166
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective 0 0 2 107 2 2 13 276
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets 0 0 0 38 0 2 14 124
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests 0 1 1 90 3 9 30 383
Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach 0 0 0 25 0 0 21 97
Cross-country personal saving rates 0 0 0 83 0 0 6 236
Diamonds Are Forever, Wars Are Not: Is Conflict Bad for Private Firms? 0 1 8 460 2 8 37 1,764
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad? 0 0 0 29 0 0 16 81
Diversifying in public real estate: The ex-post performance 0 0 1 1 1 2 12 21
Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings 0 0 0 10 0 1 13 31
Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence 0 0 0 20 0 0 6 86
Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes 0 0 1 20 1 1 10 35
Economic Implications of Bull and Bear Regimes in UK Stock and Bond Returns 0 0 0 343 1 2 11 728
Equally Weighted vs. Long†Run Optimal Portfolios 0 0 0 10 1 1 11 40
Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK 0 0 0 42 0 2 7 126
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing 0 0 1 26 0 3 12 62
Forecasting Asset Returns Using Nelson–Siegel Factors Estimated from the US Yield Curve 0 0 6 9 3 3 29 40
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 0 0 0 26 0 1 11 117
Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help? 0 0 4 30 1 2 15 67
Forecasting the CBOE VIX and SKEW Indices Using Heterogeneous Autoregressive Models 0 1 4 6 0 4 37 47
Forecasting yield spreads under crisis-induced multiple breakpoints 0 0 0 12 1 1 11 53
Forecasting: theory and practice 0 4 11 65 4 22 182 525
Forecasts of US short-term interest rates: A flexible forecast combination approach 0 0 1 243 2 2 7 641
High equity premia and crash fears - Rational foundations 0 0 0 94 0 0 4 244
Home Bias and High Turnover in an Overlapping‐generations Model with Learning 0 0 0 87 0 0 11 257
How did the financial crisis alter the correlations of U.S. yield spreads? 0 0 0 27 0 1 8 132
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns 0 0 1 21 1 1 15 67
Identifying and measuring the contagion channels at work in the European financial crises 0 0 1 57 2 4 21 169
International asset allocation under regime switching, skew, and kurtosis preferences 0 2 4 225 2 15 39 630
International asset prices and portfolio choices under Bayesian learning 0 0 0 101 0 3 9 237
Investing for the Long-run in European Real Estate 0 0 0 118 1 1 10 314
Is the bond market irrational? 0 0 0 45 1 1 10 145
Is the financial crisis over? a yield spread perspective 0 0 0 16 0 0 5 69
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? 0 0 0 42 0 1 9 116
Linear and nonlinear predictability in investment style factors: multivariate evidence 0 0 4 38 1 3 49 185
Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data 0 0 0 17 0 1 6 46
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section 0 0 1 27 0 1 16 164
Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance 0 0 1 52 0 2 11 142
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 0 0 2 16 1 1 10 35
Mildly explosive dynamics in U.S. fixed income markets 0 0 0 14 0 0 7 49
Modeling systemic risk with Markov Switching Graphical SUR models 0 0 0 47 0 1 9 177
Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options 0 0 0 92 1 2 13 258
Monetary policy after the crisis: A threat to hedge funds' alphas? 0 0 2 36 0 1 14 102
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate 0 0 0 26 0 1 7 122
New ESG rating drivers in the cross‐section of European stock returns 0 1 8 27 1 4 30 68
No volatility, no forecasting power for the term spread 0 0 0 29 0 0 4 104
Non-linear predictability in stock and bond returns: When and where is it exploitable? 0 0 0 155 1 2 9 388
Option prices under Bayesian learning: implied volatility dynamics and predictive densities 0 0 3 314 1 2 21 681
Performance persistence and optimal asset allocation strategies 0 0 1 11 0 0 12 27
Pessimistic beliefs under rational learning: Quantitative implications for the equity premium puzzle 0 0 0 75 2 2 11 238
Portfolio performance of linear SDF models: an out-of-sample assessment 0 0 1 12 1 2 10 58
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 1 4 10 388 4 21 51 1,098
Predicting commodity returns with climate variables: Statistical loss functions vs. economic value 0 2 2 2 2 5 5 5
Predictions of short-term rates and the expectations hypothesis 0 0 0 22 0 4 21 109
Predictive sorting of cryptocurrencies based on fundamentals and sentiment 0 0 2 2 7 10 19 19
Pricing S&P 500 Index Options: A Conditional Semi‐Nonparametric Approach 0 1 1 11 0 1 7 43
Properties of equilibrium asset prices under alternative learning schemes 0 0 1 118 0 1 8 285
Recursive Modeling of Nonlinear Dynamics in UK Stock Returns 0 0 0 85 1 1 10 244
Regime shifts in mean-variance efficient frontiers: Some international evidence 0 0 1 1 2 4 15 25
Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment 0 0 0 16 0 0 7 57
Size and Value Anomalies under Regime Shifts 0 1 1 101 2 4 13 261
Small caps in international equity portfolios: the effects of variance risk 0 0 0 72 1 2 9 231
Strong vs. stable: the impact of ESG ratings momentum and their volatility on the cost of equity capital 0 0 2 5 3 4 28 44
Subjective probabilities: psychological theories and economic applications 0 0 1 47 0 0 6 384
Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns 0 0 0 19 0 0 7 40
Taming the long-term spreads 0 0 0 10 1 1 5 53
Term structure of risk under alternative econometric specifications 0 0 1 160 0 1 16 383
The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis 0 0 0 19 0 1 8 31
The decline in the U.S. personal saving rate: is it real and is it a puzzle? 1 1 1 107 2 3 10 488
The dollar U-turn 0 0 0 34 0 0 2 130
The dynamics of returns predictability in cryptocurrency markets 0 0 1 16 0 3 23 45
The economic effects of violent conflict: Evidence from asset market reactions 1 2 9 123 4 9 40 464
The effects of large-scale asset purchases on TIPS inflation expectations 0 0 2 85 0 0 8 199
The empirical performance of option implied volatility surface-driven optimal portfolios 1 1 2 17 2 3 16 40
The impact of monetary policy on corporate bonds under regime shifts 0 0 0 53 2 4 22 192
The importance of considering regimes in long‐term asset allocation to real estate 0 0 0 0 2 2 2 2
The pricing of biodiversity risk in commodity markets 0 1 3 3 4 6 14 14
Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value 0 0 0 98 1 1 11 248
Time varying stock return predictability: Evidence from US sectors 0 0 1 101 1 1 18 242
Time-varying price discovery in sovereign credit markets 0 0 1 8 0 2 15 30
Time-varying risk aversion and international stock returns 0 0 2 3 0 1 25 30
Unconventional monetary policies and the corporate bond market 0 0 0 41 0 1 10 128
Understanding the Factors Driving the Demand of Structured Investment Products 0 1 8 8 1 5 28 28
What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model 0 0 0 48 1 1 11 225
Total Journal Articles 6 29 147 6,908 96 275 1,720 20,970
1 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets: An Empirical Model 0 0 0 0 0 1 12 32
Total Books 0 0 0 0 0 1 12 32

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chapter 16 The Economic and Statistical Value of Forecast Combinations Under Regime Switching: An Application to Predictable US Returns 0 0 1 1 0 0 7 7
Machine Learning in Portfolio Decisions 1 1 2 8 2 3 19 31
Markov Switching Mean-Variance Frontier Dynamics: Theory and International Evidence 0 0 1 1 0 0 5 14
Markov Switching Models in Empirical Finance 1 2 10 21 2 12 52 84
Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey 0 2 6 18 0 3 11 35
Markov switching models in asset pricing research 0 1 6 127 0 3 30 240
Total Chapters 2 6 26 176 4 21 124 411

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Statistics updated 2026-09-10