Term Structure Dynamics in a Monetary Economy with Learning. North American Journal of Economics and Finance. 2019. 48. 730-745
Guidolin, Massimo, Hyde, Stuart, McMillan, David, Ono, Sadayuki. Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence. OXFORD BULLETIN OF ECONOMICS AND STATISTICS. 2014. 76. 4. 510-535
Non-Linear Predictability in Stock and Bond Returns: When and Where Is It Exploitable?. International Journal of Forecasting. 2009. 25. 2. 373-399
Are the Dynamic Linkages Between the Macroeconomy and Asset Prices Time-Varying?. Journal of Economics and Business. 2006. 58. 5-6. 480-518
講演・口頭発表等 (4件)：
Term Structure Dynamics in a Monetary Economy with Learning
(The 50th Anniversary Meeting of the Eastern Finance Association 2014)
Option Pricing under Stochastic Volatility and Trading Volume
(The 62nd European Meeting of the Econometric Society 2007)
The Fall and the Rise of the Dollar-Euro Exchange Rates: An Investigation of the Financial Linkages between the United States and Europe
(The 68th Midwest Economics Association Annual Meeting 2004)
Time-Varying Linkages of Equity and Bond Markets in Partially Observable Monetary Economy
(The Seventh Congress of SIMAI 2004)
