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~person:"Cochrane, John H."
~person:"Engsted, Tom"
~person:"Pettenuzzo, Davide"
~subject:"1926-2004"
~subject:"Forecasting model"
~subject:"VAR-Modell"
~type_genre:"Arbeitspapier"
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Cochrane, John H.
Engsted, Tom
Pettenuzzo, Davide
Petrella, Ivan
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High-frequency cash flow dynamics
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
-
2018
Persistent link: https://www.econbiz.de/10011813356
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2
The predictive power of dividend yields for future infl‡ation : money illusion or rational causes?
Engsted, Tom
;
Pedersen, Thomas Q.
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2016
Persistent link: https://www.econbiz.de/10011474702
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3
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
Saved in:
4
The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom
;
Pedersen, Thomas Q.
-
2009
Persistent link: https://www.econbiz.de/10003865691
Saved in:
5
The dog that did not bark : a defense of return predictability
Cochrane, John H.
-
2006
Persistent link: https://www.econbiz.de/10003289214
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