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~person:"Aono, Kohei"
~person:"Engsted, Tom"
~person:"Timmermann, Allan"
~subject:"Forecasting model"
~subject:"VAR-Modell"
~type_genre:"Arbeitspapier"
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High-frequency cash flow dynamics
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
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Timmermann, Allan
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2018
Persistent link: https://www.econbiz.de/10011813356
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The predictive power of dividend yields for future infl‡ation : money illusion or rational causes?
Engsted, Tom
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Pedersen, Thomas Q.
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2016
Persistent link: https://www.econbiz.de/10011474702
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Cash flow news and stock price dynamics
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
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2019
Persistent link: https://www.econbiz.de/10012206550
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The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom
;
Pedersen, Thomas Q.
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2009
Persistent link: https://www.econbiz.de/10003865691
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5
On the predictability of Japanese stock returns using dividend yield
Aono, Kohei
;
Iwaisako, Tokuo
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2009
Persistent link: https://www.econbiz.de/10003941811
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