Discussion paper DP16145 Outlasting the Pandemic: Corporate Payout and Financing Decisions During Covid-19 Davide Pettenuzzo Riccardo Sabbatucci Allan Timmermann 12 May 2021 Financial Economics
Discussion paper DP14921 Dividend Suspensions and Cash Flow Risk during the Covid-19 Pandemic Davide Pettenuzzo Riccardo Sabbatucci Allan Timmermann 23 Jun 2020 Financial Economics
Discussion paper DP14117 Cash Flow News and Stock Price Dynamics Davide Pettenuzzo Riccardo Sabbatucci Allan Timmermann 12 Nov 2019 Financial Economics
Discussion paper DP11355 Forecasting Macroeconomic Variables under Model Instability Allan Timmermann Davide Pettenuzzo 26 Jun 2016 Financial Economics C22 C53
Discussion paper DP10160 A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics Allan Timmermann Davide Pettenuzzo 21 Sep 2014 Financial Economics C11 C32 C53 E37
Discussion paper DP10104 Bond Return Predictability: Economic Value and Links to the Macroeconomy Allan Timmermann Davide Pettenuzzo Antonio Gargano 10 Aug 2014 Financial Economics G11 G12 G17
Discussion paper DP9377 Forecasting Stock Returns under Economic Constraints Allan Timmermann Davide Pettenuzzo 10 Mar 2013 Financial Economics C11 C22 G11 G12
Discussion paper DP4636 Forecasting Time Series Subject to Multiple Structural Breaks M. Hashem Pesaran Allan Timmermann Davide Pettenuzzo 23 Sep 2004 Financial Economics C11 C15 C53