Discussion paper DP12692 Forecasting Methods in Finance Allan Timmermann 6 Feb 2018 Financial Economics
Discussion paper DP11895 Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis Allan Timmermann Russ Wermers 9 Mar 2017 Financial Economics G01 G21 G23
Discussion paper DP11896 Picking Funds with Confidence Allan Timmermann Asger Lunde Russ Wermers 9 Mar 2017 Financial Economics G2 G11 G17
VoxEU Column Predicting the effects of Brexit: Forecasting in economics and finance Allan Timmermann Graham Elliott 15 Jul 2016 Frontiers of economic research
Discussion paper DP11354 Forecasting in Economics and Finance Allan Timmermann Graham Elliott 26 Jun 2016 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 DP9906 Runs on Money Market Funds Allan Timmermann Russ Wermers 23 Mar 2014 Financial Economics G01 G21 G23
Discussion paper DP9377 Forecasting Stock Returns under Economic Constraints Allan Timmermann Davide Pettenuzzo 10 Mar 2013 Financial Economics C11 C22 G11 G12
Discussion paper DP8480 Regime Changes and Financial Markets Allan Timmermann Andrew Ang 1 Jul 2011 Financial Economics G11 G12