Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section
Massimo Guidolin (Bocconi University, Italy)
- Seminars Econometric Institute
Massimo Guidolin (Bocconi University, Italy)
Menelaos Karanasos (Brunel University, United Kingdom)
Otilia Boldea (University of Tilburg)
Michel van de Velden (Erasmus University Rotterdam)
Ilona Babenko (The University of Arizona, United States)
Eran Raviv (Erasmus University Rotterdam)
Giovanni Mellace (University of St. Gallen, Switzerland)
Paolo Parente (University of Exeter, United Kingdom)
Stefano Grassi (Aarhus University, Denmark)
Dinand Webbink (Erasmus University Rotterdam)
Albert Lee Chun (University of Aarhus, Denmark)
Mark Watson (Princeton University)
Christian Hafner (UC Louvain, Belgium)
Luc Bauwens (Louvain)
Amaresh Tiwari (Univ. of Liege)
Javier Arroyo, University of Madrid
Wedun Wang (Tilburg)
Georgios Effraimidis ( University of Southern Denmark)
Neil Ericsson (Federal Reserve Board)
James Mitchell (Warwick Business School)