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Details about Matteo Bonato

Homepage:https://valdon.it/matteobonato/
Workplace:College of Business and Economics, University of Johannesburg, (more information at EDIRC)
Institut de Préparation à l'Administration et à la Gestion (IPAG) (IPAG Business School), (more information at EDIRC)

Access statistics for papers by Matteo Bonato.

Last updated 2018-03-12. Update your information in the RePEc Author Service.

Short-id: pbo992


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Working Papers

2018

  1. Investor Sentiment and Crash Risk in Safe Havens
    Working Papers, University of Pretoria, Department of Economics View citations (4)

2016

  1. Comovement and the financialization of commodities
    GRI Working Papers, Grantham Research Institute on Climate Change and the Environment Downloads View citations (1)
  2. Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach
    Working Papers, University of Pretoria, Department of Economics View citations (13)
  3. Geopolitical Risks and Stock Market Dynamics of the BRICS
    Working Papers, University of Pretoria, Department of Economics View citations (27)
  4. Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach
    Working Papers, University of Pretoria, Department of Economics
  5. Realized correlations, betas and volatility spillover in the commodity market: What has changed?
    Working Papers, Economic Research Southern Africa Downloads View citations (1)
  6. The Effect of Investor Sentiment on Gold Market Dynamics
    Working Papers, University of Pretoria, Department of Economics
  7. The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests
    Working Papers, University of Pretoria, Department of Economics

2012

  1. Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads View citations (6)
    Also in Working Papers, Swiss National Bank (2009) Downloads View citations (19)
  2. Risk spillovers in international equity portfolios
    Working Papers, Swiss National Bank Downloads
    See also Journal Article in Journal of Empirical Finance (2013)

Journal Articles

2017

  1. The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach
    Resources Policy, 2017, 51, (C), 77-84 Downloads View citations (30)

2013

  1. Risk spillovers in international equity portfolios
    Journal of Empirical Finance, 2013, 24, (C), 121-137 Downloads View citations (4)
    See also Working Paper (2012)

2012

  1. A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices
    The European Journal of Finance, 2012, 18, (9), 761-774 Downloads View citations (5)
  2. Modeling fat tails in stock returns: a multivariate stable-GARCH approach
    Computational Statistics, 2012, 27, (3), 499-521 Downloads View citations (7)

2011

  1. Robust estimation of skewness and kurtosis in distributions with infinite higher moments
    Finance Research Letters, 2011, 8, (2), 77-87 Downloads View citations (8)
 
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