Feedback to SSRN

 
  • Selected
  • Entire List
 

Guidolin, Massimo


 SSRN Author Rank: 949 by Downloads
 Professor of Finance
 

Bocconi University - Department of Finance


 Via Roentgen 1
 Milano, MI 20136
 Italy
 email address

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Guidolin, Massimo's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
15,741
Total
Citations
452
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Goncalves, Silvia
University of Montreal - Department of Economics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
16 Jun 03
Last Revised:
12 Apr 07
1,230
(7,598)
7

2.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
07 Mar 05
Last Revised:
29 Jul 10
1,026
(10,238)
53

3.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
28 Oct 06
Last Revised:
28 Feb 08
919
(12,136)
43

4.  
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
15 Jun 03
759
(16,210)
14

5.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
15 Mar 04
Last Revised:
29 Jul 10
625
(21,461)
26

6.   Incl. Electronic Paper
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
24 Mar 01
Last Revised:
24 Feb 06
504
(28,753)
17

7.  
Value at Risk and Expected Shortfall under Regime Switching | Show Abstract | Download |
EFA 2004 Maastricht Meetings Paper No. 2983
Working Paper Series
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
23 Jun 04
484
(30,264)
5

8.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
La Ferrara, Eliana
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Posted:
07 Sep 04
Last Revised:
15 Jan 08
481
(30,529)
22

9.   Incl. Electronic Paper
Nicodano, Giovanna
University of Turin - Department of Economics and Statistics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
19 Mar 05
Last Revised:
18 Nov 08
478
(30,780)
6

10.  
Cassese, Gianluca
Department of Economics, Statistics and Management
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
25 Apr 04
473
(31,248)
1

11.   Incl. Electronic Paper
Mola, Simona
Arizona State University (ASU) - Finance Department
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
04 Dec 06
Last Revised:
25 Apr 07
463
(32,139)
4

12.  
Guidolin, Massimo
Bocconi University - Department of Finance
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
04 Nov 04
443
(33,993)
21

13.  
Non-Linear Predictability in Stock and Bond Returns: When and Where is it Exploitable? | Show Abstract | Download |
Federal Reserve Bank of St. Louis Working Paper No. 2008-010A
Working Paper Series
Guidolin, Massimo
Bocconi University - Department of Finance
Hyde, Stuart
University of Manchester - Manchester Business School
McMillan, David G.
University of Stirling
Ono, Sadayuki
Hiroshima University
Posted:
30 Apr 08
Last Revised:
15 Jan 09
435
(34,795)
6

14.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
27 Aug 04
Last Revised:
16 May 06
391
(39,775)
31

15.  
Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature | Show Abstract | Download |
Federal Reserve Bank of St. Louis Working Paper No. 2010-028A
Working Paper Series
Guidolin, Massimo
Bocconi University - Department of Finance
Rinaldi, Francesca
Banque de France
Posted:
09 Sep 10
370
(42,555)
5

16.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
13 Oct 05
Last Revised:
12 Jan 08
348
(45,801)
13

17.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Thornton, Daniel L.
Federal Reserve Bank of St. Louis - Research Division
Posted:
16 Mar 05
Last Revised:
08 Oct 09
342
(46,717)
5

18.  
Cassese, Gianluca
Department of Economics, Statistics and Management
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
02 Sep 03
323
(49,995)
5

19.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Hyde, Stuart
University of Manchester - Manchester Business School
Posted:
09 Jan 10
Last Revised:
13 Oct 10
321
(50,350)
4

20.  
Fugazza, Carolina
University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Nicodano, Giovanna
University of Turin - Department of Economics and Statistics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
28 Jan 05
283
(58,382)
3

21.  
1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus | Show Abstract | Download |
Federal Reserve Bank of St, Louis, Working Paper No. 2010-003A
Working Paper Series
Fugazza, Carolina
University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Guidolin, Massimo
Bocconi University - Department of Finance
Nicodano, Giovanna
University of Turin - Department of Economics and Statistics
Posted:
09 Jan 10
Last Revised:
13 Aug 13
278
(59,550)
1

22.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Ria, Federica
University of Manchester - Manchester Business School
Posted:
27 Oct 10
Last Revised:
13 Dec 10
270
(61,527)
 

23.  
Case, Bradford
National Association of Real Estate Investment Trusts®
Guidolin, Massimo
Bocconi University - Department of Finance
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
30 Aug 12
259
(64,423)
 

24.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
09 May 04
Last Revised:
16 May 06
249
(67,259)
5

25.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Fugazza, Carolina
University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Nicodano, Giovanna
University of Turin - Department of Economics and Statistics
Posted:
15 Jan 09
Last Revised:
01 Dec 09
246
(68,137)
2

26.  
Guidolin, Massimo
Bocconi University - Department of Finance
La Ferrara, Eliana
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Posted:
25 Oct 05
241
(69,562)
8

27.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
23 Nov 03
Last Revised:
08 Nov 05
240
(69,867)
5

28.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
17 Nov 03
Last Revised:
12 Apr 07
217
(77,570)
9

29.  
Ono, Sadayuki
Hiroshima University
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
28 Jul 05
215
(78,364)
7

30.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
04 May 04
Last Revised:
12 Apr 07
214
(78,695)
24

31.  
Na, Carrie Fangzhou
Federal National Mortgage Association (Fannie Mae)
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
03 Nov 06
210
(80,201)
2

32.  
What Tames the Celtic Tiger? Portfolio Implications from a Multivariate Markov Switching Model | Show Abstract | Download |
EFA 2006 Zurich Meetings Paper, FRB of St. Louis Working Paper No. 2006-029A
Working Paper Series
Hyde, Stuart
University of Manchester - Manchester Business School
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
14 Jun 06
184
(91,463)
4

33.   Incl. Electronic Paper
Fugazza, Carolina
University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Nicodano, Giovanna
University of Turin - Department of Economics and Statistics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
04 May 06
Last Revised:
18 Nov 08
182
(92,404)
17

34.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Rinaldi, Francesca
Banque de France
Posted:
25 Apr 09
Last Revised:
02 Dec 09
159
(104,513)
4

35.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Tam, YuMan
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Posted:
31 Aug 10
Last Revised:
10 Dec 10
151
(109,399)
2

36.  
Guidolin, Massimo
Bocconi University - Department of Finance
Mola, Simona
Arizona State University (ASU) - Finance Department
Posted:
16 Mar 06
141
(116,105)
1

37.  
Bernales, Alejandro
Banque de France
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
07 Nov 13
134
(121,204)
 

38.  
Guidolin, Massimo
Bocconi University - Department of Finance
Nicodano, Giovanna
University of Turin - Department of Economics and Statistics
Posted:
31 Aug 07
127
(126,661)
 

39.  
A Bayesian Multi-Factor Model of Instability in Prices and Quantities of Risk in U.S. Financial Markets | Show Abstract | Download |
Federal Reserve Bank of Saint Louis Working Paper No. 2011-003A
Working Paper Series
Guidolin, Massimo
Bocconi University - Department of Finance
Ravazzolo, Francesco
Norges Bank
Tortora, Andrea Donato
Bocconi University
Posted:
20 Jan 11
123
(129,942)
1

40.   Incl. Electronic Paper
Guidolin, Massimo
Bocconi University - Department of Finance
Hyde, Stuart
University of Manchester - Manchester Business School
McMillan, David
affiliation not provided to SSRN
Ono, Sadayuki
Hiroshima University
Posted:
15 Oct 10
Last Revised:
25 Oct 10
121
(131,570)
2

41.  
Hyde, Stuart
University of Manchester - Manchester Business School
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
31 Jan 08
121
(131,570)
1

42.  
Predictions of Short-Term Rates and the Expectations Hypothesis | Show Abstract | Download |
Federal Reserve Bank of St. Louis Working Paper Series No. 2010-013B
Working Paper Series
Guidolin, Massimo
Bocconi University - Department of Finance
Thornton, Daniel L.
Federal Reserve Bank of St. Louis - Research Division
Posted:
21 May 10
Last Revised:
15 Jan 11
115
(136,761)
6

43.  
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
09 Aug 04
111
(140,374)
3

44.  
Guidolin, Massimo
Bocconi University - Department of Finance
Hyde, Stuart
University of Manchester - Manchester Business School
Posted:
17 Jan 13
105
(146,125)
 

45.   Incl. Electronic Paper
Fugazza, Carolina
University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Nicodano, Giovanna
University of Turin - Department of Economics and Statistics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
16 Jan 08
Last Revised:
16 Nov 08
95
(156,547)
2

46.  
How Did the Financial Crisis Alter the Correlations of U.S. Yield Spreads? | Show Abstract | Download |
FRB of St. Louis Working Paper No. 2013-005D
Working Paper Series
Contessi, Silvio
Federal Reserve Bank of St. Louis
De Pace, Pierangelo
Pomona College - Department of Economics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
01 Feb 13
Last Revised:
06 Mar 14
87
(165,943)
 

47.  
Bayesian Multi-Factor Model of Instability in Prices and Quantities of Risk in U.S. Financial Markets | Show Abstract | Download |
Manchester Business School Research Paper No. 619, Bocconi Legal Studies Research Paper No. 1980190
Working Paper Series
Guidolin, Massimo
Bocconi University - Department of Finance
Ravazzolo, Francesco
Norges Bank
Tortora, Andrea Donato
Bocconi University
Posted:
06 Jan 12
67
(193,687)
1

48.  
Bernales, Alejandro
Banque de France
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
07 Nov 13
60
(205,201)
 

49.  
Ravazzolo, Francesco
Norges Bank
Guidolin, Massimo
Bocconi University - Department of Finance
Tortora, Andrea Donato
Bocconi University
Posted:
24 Apr 13
50
(223,569)
 

50.  
Bianchi, Daniele
Bocconi University - Department of Finance
Guidolin, Massimo
Bocconi University - Department of Finance
Ravazzolo, Francesco
Norges Bank
Posted:
12 Nov 13
40
(245,131)
 

51.  
Recursive Modeling of Nonlinear Dynamics in UK Stock Returns | Show Abstract | Download |
Manchester School, Vol. 71, pp. 381-395, July 2003
Accepted Paper Series
Guidolin, Massimo
Bocconi University - Department of Finance
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
03 Jul 03
35
(257,086)
8

52.  
Guidolin, Massimo
Bocconi University - Department of Finance
Nicodano, Giovanna
University of Turin - Department of Economics and Statistics
Posted:
28 Feb 14
33
(262,320)
 

53.  
Bianchi, Daniele
Bocconi University - Department of Finance
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
13 Nov 13
33
(262,320)
 

54.  
Guidolin, Massimo
Bocconi University - Department of Finance
Liu, Hening
University of Manchester
Posted:
25 Jan 14
Last Revised:
13 Mar 14
32
(265,048)
 

55.  
Bernales, Alejandro
Banque de France
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
07 Nov 13
32
(265,048)
 

56.  
Guidolin, Massimo
Bocconi University - Department of Finance
Cassese, Gianluca
Department of Economics, Statistics and Management
Posted:
07 Oct 04
25
(287,261)
3

57.  
Bianchi, Daniele
Bocconi University - Department of Finance
Guidolin, Massimo
Bocconi University - Department of Finance
Ravazzolo, Francesco
Norges Bank
Posted:
12 Nov 13
24
(290,861)
 

58.  
Economic Implications of Bull and Bear Regimes in UK Stock and Bond Returns | Show Abstract | Download |
Economic Journal, Vol. 115, No. 500, pp. 111-143, January 2005
Accepted Paper Series
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
28 Dec 04
15
(325,603)
31

59.  
Guidolin, Massimo
Bocconi University - Department of Finance
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
20 May 08
2
(378,325)
12

60.  
Equally Weighted vs. Long-Run Optimal Portfolios | Show Abstract |
Forthcoming, European Financial Management
Accepted Paper Series
Nicodano, Giovanna
University of Turin - Department of Economics and Statistics
Fugazza, Carolina
University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Guidolin, Massimo
Bocconi University - Department of Finance
Posted:
28 Feb 14
 

61.  
Case, Bradford
National Association of Real Estate Investment Trusts®
Guidolin, Massimo
Bocconi University - Department of Finance
Yildirim, Yildiray
Syracuse University - Whitman School of Management
Posted:
28 Sep 12
 


Records 1 - 61 of 61 matches
[ 1 ]

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo4 in 1.860 seconds