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~person:"Guidolin, Massimo"
~subject:"Financial market"
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Sentiment risk premia in the cross-section of global equity and currency returns
Füss, Roland
;
Guidolin, Massimo
;
Koeppel, Christian
-
2019
-
This version: August 28, 2019
Persistent link: https://www.econbiz.de/10012101492
Saved in:
2
Can VAR models capture regime shifts in asset returns? : a long-horizon strategic asset allocation perspective
Guidolin, Massimo
;
Hyde, Stuart
-
2011
Persistent link: https://www.econbiz.de/10011337373
Saved in:
3
Can VAR models capture regime shifts in asset returns? : A long-horizon strategic asset allocation perspective
Guidolin, Massimo
;
Hyde, Stuart
-
2010
Persistent link: https://www.econbiz.de/10003921737
Saved in:
4
Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective
Guidolin, Massimo
-
2010
-of-sample certainty equivalent returns for a wide range of VARs and compare these measures of
performance
with those typical of non linear …
Persistent link: https://www.econbiz.de/10013149308
Saved in:
5
Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective
Guidolin, Massimo
-
2010
-of-sample certainty equivalent returns for a wide range of VARs and compare these measures of
performance
with those typical of non …
Persistent link: https://www.econbiz.de/10013137095
Saved in:
6
Can VAR models capture regime shifts in asset returns? : a long-horizon strategic asset allocation perspective
Guidolin, Massimo
;
Hyde, Stuart
- In:
Journal of banking & finance
36
(
2012
)
3
,
pp. 695-716
Persistent link: https://www.econbiz.de/10009540509
Saved in:
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