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alberto plazzi
alberto plazzi
Universita' della Svizzera italiana and Swiss Finance Institute
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Why invest in emerging markets? The role of conditional return asymmetry
E Ghysels, A Plazzi, R Valkanov
The Journal of Finance 71 (5), 2145-2192, 2016
277*2016
Expected returns and expected growth in rents of commercial real estate
A Plazzi, W Torous, R Valkanov
The Review of Financial Studies 23 (9), 3469-3519, 2010
2372010
Forecasting real estate prices
E Ghysels, A Plazzi, R Valkanov, W Torous
Handbook of economic forecasting 2, 509-580, 2013
2332013
What Constrains Liquidity Provision? Evidence From Institutional Trades
E Cotelioglu, FA Franzoni, A Plazzi
Review of Finance, 2020
102*2020
The cross‐sectional dispersion of commercial real estate returns and rent growth: Time variation and economic fluctuations
A Plazzi, W Torous, R Valkanov
Real Estate Economics 36 (3), 403-439, 2008
892008
Financial market misconduct and public enforcement: The case of Libor manipulation
P Gandhi, B Golez, JC Jackwerth, A Plazzi
Management Science 65 (11), 5268-5289, 2019
78*2019
Valuation in US commercial real estate
E Ghysels, A Plazzi, R Valkanov
European Financial Management 13 (3), 472-497, 2007
712007
Equity is cheap for large financial institutions
P Gandhi, H Lustig, A Plazzi
The Review of Financial Studies 33 (9), 4231-4271, 2020
68*2020
The risk-return relationship and financial crises
E Ghysels, A Plazzi, RI Valkanov
Available at SSRN 2776702, 2016
552016
Direct versus iterated multiperiod volatility forecasts
E Ghysels, A Plazzi, R Valkanov, A Rubia, A Dossani
Annual Review of Financial Economics 11, 173-195, 2019
432019
Exploiting property characteristics in commercial real estate portfolio allocation
A Plazzi, WN Torous, RI Valkanov
Journal of Portfolio Management 35 (3), 39-50, 2012
412012
Inflation Risk Premia, Yield Volatility, and Macro Factors
A Berardi, A Plazzi
Journal of Financial Econometrics, 2017
192017
Dissecting the Yield Curve: The International Evidence
A Berardi, A Plazzi
Journal of Banking and Finance, 2019
152019
Birds of a feather: do hedge fund managers flock together?
M Gerritzen, J Jackwerth, A Plazzi
Management Science 70 (5), 2976-2998, 2024
142024
A False Sense of Security: Why US Banks Diversify and Does it Help?
P Gandhi, PC Kiefer, A Plazzi
Swiss Finance Institute Research Paper Series, 2016
10*2016
The core, the periphery, and the disaster: Corporate-sovereign nexus in COVID-19 times
R Jappelli, L Pelizzon, A Plazzi
SAFE Working Paper, 2022
92022
Does Monetary Policy Impact Sovereign Credit Risk Comovement?
L Pelizzon, M Caporin, A Plazzi
Available at SSRN 3990064, 2022
8*2022
Mind the (convergence) gap: Bond predictability strikes back!
A Berardi, M Markovich, A Plazzi, A Tamoni
Management Science 67 (12), 7888-7911, 2021
7*2021
International stock return correlation: real or financial integration? A structural present-value approach
A Plazzi
Work. Pap., Anderson Sch. Manag., Univ. Calif. Los Angel, 2009
72009
Does Corporate Governance Matter? Evidence from the AGR Governance Rating
A Plazzi, WN Torous, U Yilmaz
Evidence from the AGR Governance Rating (October 10, 2019). Swiss Finance ¡¦, 2019
52019
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