LSE creators
Number of items: 6.
Finance
Favero, Carlo A., Ortu, Fulvio, Tamoni, Andrea, Yang, Haoxi
(2019).
Implications of return predictability for consumption dynamics and asset pricing.
Journal of Business and Economic Statistics,
https://doi.org/10.1080/07350015.2018.1527702
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Bandi, F.M, Perron, B, Tamoni, Andrea, Tebaldi, C.
(2018).
The scale of predictability.
Journal of Econometrics,
208(1), 120-140.
https://doi.org/10.1016/j.jeconom.2018.09.008
Bianchi, Daniele, Tamoni, Andrea
(2016).
The dynamics of expected returns: evidence from multi-scale time series modelling.
(Financial Markets Group Discussion Papers 752).
Financial Markets Group, The London School of Economics and Political Science.
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Ortu, F., Tamoni, Andrea, Tebaldi, C.
(2013).
Long-run risk and the persistence of consumption shocks.
Review of Financial Studies,
26(11), 2876-2915.
https://doi.org/10.1093/rfs/hht038
Favero, Carlo A., Gozluklu, Arie E., Tamoni, Andrea
(2011).
Demographic trends, the dividend-price ratio, and the predictability of long-run stock market returns.
Journal of Financial and Quantitative Analysis,
46(05), 1493-1520.
https://doi.org/10.1017/S0022109011000329