Research output per year
Research output per year
Personal profile
External positions
Academic Visitor, BANK OF ENGLAND
1 Aug 2019 → …
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Dive into the research topics where Daniele Massacci is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Research output
- 3 Article
-
Unstable Diffusion Indexes: With an Application to Bond Risk Premia
Massacci, D., Dec 2019, In: OXFORD BULLETIN OF ECONOMICS AND STATISTICS. 81, 6, p. 1376-1400 25 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Citations (Scopus)187 Downloads (Pure) -
Least squares estimation of large dimensional threshold factor models
Massacci, D., 1 Mar 2017, In: JOURNAL OF ECONOMETRICS. 197, 1, p. 101-129Research output: Contribution to journal › Article › peer-review
Open AccessFile24 Citations (Scopus)303 Downloads (Pure) -
Tail Risk Dynamics in Stock Returns: Links to the Macroeconomy and Global Markets Connectedness
Massacci, D., 1 Sept 2017, In: MANAGEMENT SCIENCE. 63, 9, p. 3072–3089Research output: Contribution to journal › Article › peer-review
Open AccessFile43 Citations (Scopus)350 Downloads (Pure)