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M

Massimo Guidolin

Bocconi University

34H指数
347论文数
5.9K被引数
收录论文 27
发表时间
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Predicting commodity returns with climate variables: Statistical loss functions vs. economic value利用气候变量预测商品回报：统计损失函数与经济价值
errEconomics Letters
IF1.8
err2026-06-01
err0
errOAAI
errGuidolin, Massimo; Ionta, Serena
err分享
err收藏
Predictive sorting of cryptocurrencies based on fundamentals and sentiment基于基本面和情绪的加密货币预测性分类
errjournal of international financial markets, institutions and money
IF0
err2026-01-08
err0
errOAAI
errMassimo Guidolin; Serena Ionta
err分享
err收藏
Factor exposures of hedge fund strategies and unconventional monetary policy shocks对冲基金策略的风险敞口与非常规货币政策冲击
errAPPLIED ECONOMICS
IF2.1
err2025-10-01
err0
PREAI
errGuidolin, Massimo; Orlov, Alexei G.
err分享
err收藏
Time-varying risk aversion and international stock returns时变风险规避与国际股票收益
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2025-01-01
err0
PREAI
errGuidolin, Massimo; Hansen, Erwin; Cabrera, Gabriel
err分享
err收藏
Forecasting: theory and practice预测: 理论与实践
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2022-07-01
err293
errOAAI
errPetropoulos, Fotios; Apiletti, Daniele; Assimakopoulos, Vassilios; Babai, Mohamed Zied; Barrow, Devon K.; Ben Taieb, Souhaib; Bergmeir, Christoph; Bessa, Ricardo J.; Bijak, Jakub; Boylan, John E.; Browell, Jethro; Carnevale, Claudio; Castle, Jennifer L.; Cirillo, Pasquale; Clements, Michael P.; Cordeiro, Clara; Oliveira, Fernando Luiz Cyrino; De Baets, Shari; Dokumentov, Alexander; Ellison, Joanne; Fiszeder, Piotr; Franses, Philip Hans; Frazier, David T.; Gilliland, Michael; Gonul, M. Sinan; Goodwin, Paul; Grossi, Luigi; Grushka-Cockayne, Yael; Guidolin, Mariangela; Guidolin, Massimo; Gunter, Ulrich; Guo, Xiaojia; Guseo, Renato; Harvey, Nigel; Hendry, David F.; Hollyman, Ross; Januschowski, Tim; Jeon, Jooyoung; Jose, Victor Richmond R.; Kang, Yanfei; Koehler, Anne B.; Kolassa, Stephan; Kourentzes, Nikolaos; Leva, Sonia; Li, Feng; Litsiou, Konstantia; Makridakis, Spyros; Martin, Gael M.; Martinez, Andrew B.; Meeran, Sheik; Modis, Theodore; Nikolopoulos, Konstantinos; Onkal, Dilek; Paccagnini, Alessia; Panagiotelis, Anastasios; Panapakidis, Ioannis; Pavia, Jose M.; Pedio, Manuela; Pedregal, Diego J.; Pinson, Pierre; Ramos, Patricia; Rapach, David E.; Reade, J. James; Rostami-Tabar, Bahman; Rubaszek, Michal; Sermpinis, Georgios; Shang, Han Lin; Spiliotis, Evangelos; Syntetos, Aris A.; Talagala, Priyanga Dilini; Talagala, Thiyanga S.; Tashman, Len; Thomakos, Dimitrios; Thorarinsdottir, Thordis; Todini, Ezio; Arenas, Juan Ramon Trapero; Wang, Xiaoqian; Winkler, Robert L.; Yusupova, Alisa; Ziel, Florian
err分享
err收藏
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit
errFINANCE RESEARCH LETTERS
IF6.9
err2021-10-01
err6
PREAI
errGuidolin, Massimo; Pedio, Manuela
err分享
err收藏
Time-varying price discovery in sovereign credit markets主权信贷市场中的时变价格发现
errFINANCE RESEARCH LETTERS
IF6.9
err2021-01-01
err3
PREAI
errGuidolin, Massimo; Pedio, Manuela; Tosi, Alessandra
err分享
err收藏
Mildly explosive dynamics in US fixed income markets
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2020-12-01
err3
errOAAI
errContessi, Silvio; De Pace, Pierangelo; Guidolin, Massimo
err分享
err收藏
Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help?
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2020-02-06
err25
PREAI
errGuidolin, Massimo; Pedio, Manuela
err分享
err收藏
An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings
errJOURNAL OF CORPORATE FINANCE
IF5.9
err2019-12-01
err10
errOAAI
errBerwart, Erik; Guidolin, Massimo; Milidonis, Andreas
err分享
err收藏
Modeling systemic risk with Markov Switching Graphical SUR models
errJOURNAL OF ECONOMETRICS
IF4
err2019-05-01
err35
errOAAI
errBianchi, Daniele; Billio, Monica; Casarin, Roberto; Guidolin, Massimo
err分享
err收藏
Predictions of short-term rates and the expectations hypothesis
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2018-10-01
err10
errOAAI
errGuidolin, Massimo; Thornton, Daniel L.
err分享
err收藏
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2018-03-01
err14
errOAAI
errGiampietro, Marta; Guidolin, Massimo; Pedio, Manuela
err分享
err收藏
The impact of monetary policy on corporate bonds under regime shifts
errJOURNAL OF BANKING & FINANCE
IF3.8
err2017-07-01
err13
errOAAI
errGuidolin, Massimo; Orlov, Alexei G.; Pedio, Manuela
err分享
err收藏
Identifying and measuring the contagion channels at work in the European financial crises
errJOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY
IF6.1
err2017-05-01
err16
PREAI
errGuidolin, Massimo; Pedio, Manuela
err分享
err收藏
Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests
errJOURNAL OF BANKING & FINANCE
IF3.8
err2014-09-01
err33
errOAAI
errBernales, Alejandro; Guidolin, Massimo
err分享
err收藏
Unconventional monetary policies and the corporate bond market
errFINANCE RESEARCH LETTERS
IF6.9
err2014-09-01
err10
PREAI
errGuidolin, Massimo; Orlov, Alexei G.; Pedio, Manuela
err分享
err收藏
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2014-07-01
err11
PREAI
errBianchi, Daniele; Guidolin, Massimo
err分享
err收藏
Time varying stock return predictability: Evidence from US sectors
errFINANCE RESEARCH LETTERS
IF6.9
err2013-03-01
err16
PREAI
errGuidolin, Massimo; McMillan, David G.; Wohar, Mark E.
err分享
err收藏
A yield spread perspective on the great financial crisis: Break-point test evidence
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2013-01-01
err22
errOAAI
errGuidolin, Massimo; Tam, Yu Man
err分享
err收藏

研究方向

暂无研究方向
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