Dividend suspensions and cash flows during the Covid-19 pandemic : a dynamic econometric model
Davide Pettenuzzo, Riccardo Sabbatucci, Allan Timmermann
| Year of publication: |
2023
|
|---|---|
| Authors: | Pettenuzzo, Davide ; Sabbatucci, Riccardo ; Timmermann, Allan |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 235.2023, 2, p. 1522-1541
|
| Subject: | Bayesian estimation | Covid-19 | Dividend suspensions | High-frequency cash flows | Predictive density modeling | Coronavirus | Dividende | Dividend | Cash Flow | Cash flow | Epidemie | Epidemic | Bayes-Statistik | Bayesian inference | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2022.11.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014471409