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Publications:  Dr Daniele Bianchi

Bianchi D, Billio M, Casarin R, Guidolin M(2019). Modeling systemic risk with Markov Switching Graphical SUR models. Journal of Econometrics vol. 210, (1) 58-74.
10.1016/j.jeconom.2018.11.005
https://qmro.qmul.ac.uk/xmlui/handle/123456789/61345
Bianchi D, Chiarella C(2018). An Anatomy of Industry Merger Waves*. Journal of Financial Econometrics vol. 17, (2) 153-179.
10.1093/jjfinec/nby025
https://qmro.qmul.ac.uk/xmlui/handle/123456789/61344
Bianchi D, Guidolin M, Ravazzolo F(2017). Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?*. Journal of Financial Econometrics vol. 16, (1) 34-62.
10.1093/jjfinec/nbx023
https://qmro.qmul.ac.uk/xmlui/handle/123456789/61343
Bianchi D, Guidolin M, Ravazzolo F(2017). Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section. Journal of Business & Economic Statistics vol. 35, (1) 110-129.
10.1080/07350015.2015.1061436
https://qmro.qmul.ac.uk/xmlui/handle/123456789/61342
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