Research output per year
Research output per year
Personal profile
Research interests
My research interests are quite broad and span from empirical finance, financial econometrics, and financial forecasting to asset pricing and portfolio choice.
Education/Academic qualification
PhD in Economics and Finance, University of Milan-Bicocca
1 Oct 2017 → 17 Feb 2021
Award Date: 17 Feb 2021
Research Groups and Themes
- AF Financial Markets
- empirical finance
- bond market
- commodities
- real estate
- asset pricing
- portfolio choice
- ECON Econometrics
- financial econometrics
- forecasting
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Collaborations and top research areas from the last five years
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Research output
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Can Commodity-Specific Factors Improve the Forecasting Power of Macroeconomic Variables for Commodity Futures Returns
Guidolin, M. & Pedio, M., 2020, In: Annals of Operations Research.Research output: Contribution to journal › Article (Academic Journal) › peer-review
19 Citations (Scopus) -
Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing
Giampietro, M., Guidolin, M. & Pedio, M., 2018, In: European Journal of Operational Research. 265, 2Research output: Contribution to journal › Article (Academic Journal) › peer-review
16 Citations (Scopus) -
The Impact of Monetary Policy on Corporate Bonds under Regime Shifts
Guidolin, M., Orlov, A. & Pedio, M., 2017, In: Journal of Banking and Finance. 80Research output: Contribution to journal › Article (Academic Journal) › peer-review
13 Citations (Scopus)