The Real Response to Uncertainty Shocks: The Risk Premium Channel.
- Published in:
- Management Science, 2023, v. 69, n. 1, p. 119, doi. 10.1287/mnsc.2022.4335
- By:
- Publication type:
- Article
Works by Tamoni, Andrea
Results: 14
1
2
Mind the (Convergence) Gap: Bond Predictability Strikes Back!
- Published in:
- Management Science, 2021, v. 67, n. 12, p. 7888, doi. 10.1287/mnsc.2020.3847
- By:
- Publication type:
- Article
3
Implications of Return Predictability for Consumption Dynamics and Asset Pricing.
- Published in:
- Journal of Business & Economic Statistics, 2020, v. 38, n. 3, p. 527, doi. 10.1080/07350015.2018.1527702
- By:
- Publication type:
- Article
4
IMPLEMENTING STOCHASTIC VOLATILITY IN DSGE MODELS: A COMMENT.
- Published in:
- Macroeconomic Dynamics, 2020, v. 24, n. 4, p. 935, doi. 10.1017/S1365100518000548
- By:
- Publication type:
- Article
5
A persistence‐based Wold‐type decomposition for stationary time series.
- Published in:
- Quantitative Economics, 2020, v. 11, n. 1, p. 203, doi. 10.3982/QE994
- By:
- Publication type:
- Article
6
Monetary Policy and Bond Prices with Drifting Equilibrium Rates.
- Published in:
- Journal of Financial & Quantitative Analysis, 2024, v. 59, n. 2, p. 626, doi. 10.1017/S0022109022001557
- By:
- Publication type:
- Article
7
Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns.
- Published in:
- Journal of Financial & Quantitative Analysis, 2011, v. 46, n. 5, p. 1493, doi. 10.1017/S0022109011000329
- By:
- Publication type:
- Article
8
COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission.
- Published in:
- Review of Asset Pricing Studies, 2020, v. 10, n. 4, p. 705, doi. 10.1093/rapstu/raaa017
- By:
- Publication type:
- Article
9
Tradable Risk Factors for Institutional and Retail Investors.
- Published in:
- Review of Finance, 2025, v. 29, n. 1, p. 103, doi. 10.1093/rof/rfae034
- By:
- Publication type:
- Article
10
Value Return Predictability across Asset Classes and Commonalities in Risk Premia.
- Published in:
- Review of Finance, 2021, v. 25, n. 2, p. 449, doi. 10.1093/rof/rfaa011
- By:
- Publication type:
- Article
11
SPECTRAL FINANCIAL ECONOMETRICS.
- Published in:
- 2022
- By:
- Publication type:
- Literature Review
12
Corrigendum: Bond Risk Premiums with Machine Learning.
- Published in:
- 2021
- By:
- Publication type:
- Correction Notice
13
Bond Risk Premiums with Machine Learning.
- Published in:
- Review of Financial Studies, 2021, v. 34, n. 2, p. 1046, doi. 10.1093/rfs/hhaa062
- By:
- Publication type:
- Article
14
Long-Run Risk and the Persistence of Consumption Shocks.
- Published in:
- Review of Financial Studies, 2013, v. 26, n. 11, p. 2876, doi. 10.1093/rfs/hht038
- By:
- Publication type:
- Article