Massimo Guidolin 2008 - Central Bank Research Hub

Papers by year: All | 2013 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005

	Title	Other author(s)
Abstract Full text	How Did the Financial Crisis Alter the Correlations of U.S. Yield Spreads? St Louis Fed Working Papers [View] (Paper: 2013-005, 31.01.2013)	Silvio Contessi Pierangelo DePace
Abstract	Myths and facts about the alleged over-pricing of U.S. real estate. Evidence from multi-factor asset pricing models of REIT returns Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2011/19, 27.12.2011)
Abstract Full text	A Bayesian Multi-Factor Model of Instability in Prices and Quantities of Risk in U.S. Financial Markets St Louis Fed Working Papers [View] (Paper: 2011-003, 22.02.2011)	Andrea Donato Tortora Francesco Ravazzolo
Abstract Full text	Regime Shifts in Mean-Variance Efficient Frontiers: Some International Evidence St Louis Fed Working Papers [View] (Paper: 2010-040, 26.10.2010)	Federica Ria
Abstract Full text	Does the Macroeconomy Predict U.K. Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence St Louis Fed Working Papers [View] (Paper: 2010-039, 26.10.2010)	David McMillan Sadayuki Ono Stuart Hyde
Abstract Full text	Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature St Louis Fed Working Papers [View] (Paper: 2010-028, 08.09.2010)	Francesca Rinaldi
Abstract Full text	A Yield Spread Perspective on the Great Financial Crisis: Break-Point Test Evidence St Louis Fed Working Papers [View] (Paper: 2010-026, 31.08.2010)	Yu Man Tam
Abstract Full text	Predictions of Short-Term Rates and the Expectations Hypothesis St Louis Fed Working Papers [View] (Paper: 2010-013, 21.05.2010)	Daniel L. Thornton
Abstract Full text	Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective St Louis Fed Working Papers [View] (Paper: 2010-002, 06.03.2010)	Stuart Hyde
Abstract Full text	1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus St Louis Fed Working Papers [View] (Paper: 2010-003, 06.03.2010)	Carolina Fugazza Giovanna Nicodano
Abstract Full text	A Simple Model of Trading and Pricing Risky Assets Under Ambiguity: Any Lessons for Policy-Makers? St Louis Fed Working Papers [View] (Paper: 2009-020, 24.04.2009)	Francesca Rinaldi
Full text	Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates European Central Bank Working papers [View] (Paper: 0977, 23.12.2008) JEL: E40, E52	Daniel L. Thornton
Full text	Non-Linear Predictability in Stock and Bond Returns: When and Where Is It Exploitable? St Louis Fed Working Papers [View] (Paper: 2008-010, 29.04.2008) JEL: C32, C53, E44, G12	David McMillan Sadayuki Ono Stuart Hyde
Full text	Equity Portfolio Diversification under Time-Varying Predictability and Comovements: Evidence from Ireland, the US, and the UK St Louis Fed Working Papers [View] (Paper: 2008-005, 02.04.2008) JEL: C32, F30, G11, G15, M13	Stuart Hyde

Papers by year: All | 2013 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005