2026 Massimo Guidolin: Economics and Finance Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Economics and Finance	37	2636	2386	61	60	323	8352

Discipline name

D-Index

World Ranking

Current World Ranking

National Ranking

Current National Ranking

Publications

Citations

Economics and Finance

2636

2386

323

8352

Overview

Massimo Guidolin is affiliated with Bocconi University in Italy and has a body of research centered on economics, econometrics, and finance. Their work spans multiple subfields including finance, economics and econometrics, management science and operations research, general economics, and accounting.

The main topics covered in their research include:

Financial Markets and Investment Strategies
Market Dynamics and Volatility
Monetary Policy and Economic Impact
Financial Risk and Volatility Modeling
Complex Systems and Time Series Analysis
Stochastic processes and financial applications
Stock Market Forecasting Methods

Among recent papers authored by Massimo Guidolin are:

"Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help?" (2020), published in Annals of Operations Research

Other influential recent works in the broader research context, not authored by Guidolin but appearing in related venues, include:

"Forecasting: theory and practice" (2022), Virtual Community of Pathological Anatomy (University of Castilla La Mancha)
"Forecasting: theory and practice" (2022), International Journal of Forecasting
"The dynamics of returns predictability in cryptocurrency markets" (2022), European Journal of Finance
"Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets" (2020), SSRN Electronic Journal

Frequent publication venues for Guidolin's work include:

SSRN Electronic Journal
Studies in Nonlinear Dynamics and Econometrics
European Journal of Finance
BOA (University of Milano-Bicocca)
Virtual Community of Pathological Anatomy (University of Castilla La Mancha)

Massimo Guidolin collaborates regularly with several co-authors, among whom are:

Manuela Pedio
Bruce Mizrach
Heather M. Anderson
Robert A. Becker
Hilde C. Bjørnland

Best Publications

International Asset Allocation under Regime Switching, Skew and Kurtosis Preferences ∗

Massimo Guidolin;Allan Timmermann

504
Citations
Asset allocation under multivariate regime switching

Massimo Guidolin;Massimo Guidolin;Allan Timmermann

449
Citations
International asset allocation under regime switching, skew and kurtosis preferences

Massimo Guidolin;Allan Timmerman

446
Citations
Diamonds Are Forever, Wars Are Not. Is Conflict Bad for Private Firms?

Massimo Guidolin;Eliana La Ferrara

435
Citations
Ambiguity in asset pricing and portfolio choice: a review of the literature

Massimo Guidolin;Massimo Guidolin;Francesca Rinaldi

334
Citations
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns

Massimo Guidolin;Allan Timmermann

323
Citations
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns

Massimo Guidolin;Allan Timmerman

292
Citations
ECONOMIC IMPLICATIONS OF BULL AND BEAR REGIMES IN UK STOCK AND BOND RETURNS

Massimo Guidolin;Allan Timmermann

262
Citations
Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach

Massimo Guidolin;Allan G Timmermann

225
Citations
The economic effects of violent conflict: Evidence from asset market reactions

Massimo Guidolin;Eliana La Ferrara

216
Citations
Affiliated mutual funds and analyst optimism

Simona Mola;Massimo Guidolin

216
Citations
Affiliated mutual funds and analyst optimism

Simona Mola;Massimo Guidolin;Massimo Guidolin

216
Citations
Predictable dynamics in the S&P 500 index options implied volatility surface

Silvia Goncalves;Massimo Guidolin

203
Citations
Ambiguity in asset pricing and portfolio choice: a review of the literature

Massimo Guidolin;Massimo Guidolin;Francesca Rinaldi

186
Citations
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface ∗

Silvia Gonçalves;Massimo Guidolin

185
Citations
International Asset Allocation Under Regime Switching, Skew and Kurtosis Preferences

Allan G. Timmermann;Massimo Guidolin

165
Citations
Term Structure of Risk under Alternative Econometric Specifications

Massimo Guidolin;Allan Timmermann

137
Citations
Markov Switching Models in Empirical Finance

Massimo Guidolin

132
Citations
Size and Value Anomalies under Regime Shifts

Massimo Guidolin;Allan Timmermann

125
Citations
Non-linear predictability in stock and bond returns: when and where is it exploitable?

Massimo Guidolin;Stuart Hyde;David McMillan;Sadayuki Ono

106
Citations
Option prices under Bayesian learning: implied volatility dynamics and predictive densities

Massimo Guidolin;Allan Timmermann

103
Citations
Asset Allocation Under Multivariate Regime Switching

Massimo Guidolin;Allan G. Timmermann

89
Citations
Diamonds are Forever, Wars are Not - Is Conflict Bad for Private Firms?

Eliana La Ferrara;Eliana La Ferrara;Massimo Guidolin

65
Citations
Affiliated Mutual Funds and Analyst Optimism

Massimo Guidolin;Simona Mola;Simona Mola

23
Citations

Frequent Co-Authors

Allan Timmermann University of California, San Diego

Eliana La Ferrara Harvard University

David G. McMillan University of Stirling

Daniel L. Thornton Federal Reserve Bank of St. Louis

Monica Billio Ca Foscari University of Venice

Michael T. Owyang Federal Reserve Bank of St. Louis

David C. Wheelock Federal Reserve Bank of St. Louis

Spyros Makridakis University of Nicosia

Robert L. Winkler Duke University

Paul Goodwin University of Bath

External Links

Personal website of Massimo Guidolin Google Scholar page

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