alberto plazzi
alberto plazzi
Universita' della Svizzera italiana and Swiss Finance Institute
Verified email at usi.ch - Homepage
Title
Cited by
Cited by
Year
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
1892010
Forecasting real estate prices
E Ghysels, A Plazzi, R Valkanov, W Torous
Handbook of economic forecasting 2, 509-580, 2013
1692013
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
162*2016
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
712008
What Constrains Liquidity Provision? Evidence From Institutional Trades
E Cotelioglu, FA Franzoni, A Plazzi
Review of Finance, 2020
70*2020
Valuation in US commercial real estate
E Ghysels, A Plazzi, R Valkanov
European Financial Management 13 (3), 472-497, 2007
572007
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
47*2019
Equity is cheap for large financial institutions
P Gandhi, H Lustig, A Plazzi
The Review of Financial Studies 33 (9), 4231-4271, 2020
43*2020
The risk-return relationship and financial crises
E Ghysels, A Plazzi, RI Valkanov
Available at SSRN 2776702, 2016
412016
Exploiting property characteristics in commercial real estate portfolio allocation
A Plazzi, WN Torous, RI Valkanov
Journal of Portfolio Management 35 (3), 39-50, 2012
332012
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
14*2019
Birds of a Feather–Do Hedge Fund Managers Flock Together?
M Gerritzen, JC Jackwerth, A Plazzi
Swiss Finance Institute Research Paper, 2020
102020
Inflation Risk Premia, Yield Volatility, and Macro Factors
A Berardi, A Plazzi
Journal of Financial Econometrics, 2017
92017
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
6*2016
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
62009
Does monetary policy impact international market co-movement?
M Caporin, L Pelizzon, A Plazzi
Swiss Finance Institute Research Paper Series, 2019
5*2019
Mind the (Convergence) Gap: Bond Predictability Strikes Back!
A Berardi, M Markovich, A Plazzi, A Tamoni
Management Science, 2021
3*2021
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 Financeá…, 2019
32019
Residential mortgage defaults and positive equity: Lessons from europe
V Gianinazzi, L Pelizzon, A Plazzi
Working Paper, 2019
32019
The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in Covid Times
R Jappelli, L Pelizzon, A Plazzi
Available at SSRN 3823385, 2021
12021
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