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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Collaborations and top research areas from the last five years
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Forecasting in factor augmented regressions under structural change
Massacci, D. & Kapetanios, G., 1 Jan 2024, In: INTERNATIONAL JOURNAL OF FORECASTING. 40, 1, p. 62-76 15 p.Research output: Contribution to journal › Article › peer-review
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THE RELATIONSHIP BETWEEN COVID-19 AND THE FINANCIAL MARKET
Massacci, D., 1 Jun 2022, Contributions to Economic Analysis. Emerald Group Holdings Ltd., p. 71-84 14 p. (Contributions to Economic Analysis; vol. 296).Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
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Forecasting stock returns with large dimensional factor models
Giovannelli, A., Massacci, D. & Soccorsi, S., Sept 2021, In: Journal of Empirical Finance. 63, p. 252-269 18 p.Research output: Contribution to journal › Article › peer-review
11 Citations (Scopus) -
Testing for Regime Changes in Portfolios with a Large Number of Assets: A Robust Approach to Factor Heteroskedasticity
Massacci, D., 1 Oct 2021, (E-pub ahead of print) In: Journal of Financial Econometrics.Research output: Contribution to journal › Article › peer-review
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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)204 Downloads (Pure)