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~person:"Timmermann, Allan"
~subject:"Capital income"
~subject:"EU-Staaten"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
~type_genre:"Übersichtsarbeit"
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Timmermann, Allan
Gupta, Rangan
124
Zaremba, Adam
99
McMillan, David G.
67
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Bouri, Elie
47
Faff, Robert W.
45
Cakici, Nusret
42
Ma, Feng
41
Bali, Turan G.
40
Tiwari, Aviral Kumar
39
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37
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36
Sehgal, Sanjay
36
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36
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35
Demirer, Rıza
35
Nguyen, Duc Khuong
35
Brooks, Robert
34
Pierdzioch, Christian
34
Zhang, Wei
33
Titman, Sheridan
32
Xuan Vinh Vo
30
Zhou, Guofu
30
Gil-Alaña, Luis A.
29
Guidolin, Massimo
28
Ryu, Doojin
28
Zhang, Yaojie
28
Auer, Benjamin R.
27
Hammoudeh, Shawkat
27
Lee, Bong-soo
27
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27
Shen, Dehua
27
Wei, K. C. John
27
Bollerslev, Tim
26
Fabozzi, Frank J.
26
Subrahmanyam, Avanidhar
26
Apergēs, Nikolaos
25
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25
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International journal of forecasting
4
Journal of financial economics
4
Journal of econometrics
3
The economic journal : the journal of the Royal Economic Society
3
The journal of finance : the journal of the American Finance Association
3
Journal of empirical finance
2
Economic policy : a European forum
1
Economics letters
1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
30
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1
Bond
return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
2
Modeling covariance risk in Merton's ICAPM
Rossi, Alberto
;
Timmermann, Allan
- In:
The review of financial studies
28
(
2015
)
5
,
pp. 1428-1461
Persistent link: https://www.econbiz.de/10011338198
Saved in:
3
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
4
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
5
Mutual fund performance : evidence from the UK
Blake, David
;
Timmermann, Allan
- In:
European finance review : the official journal of the …
2
(
1998
)
1
,
pp. 57-77
Persistent link: https://www.econbiz.de/10001400427
Saved in:
6
How learning in financial markets generates excess volatility and predictability in stock prices
Timmermann, Allan
- In:
The quarterly journal of economics
108
(
1993
)
4
,
pp. 1135-1145
Persistent link: https://www.econbiz.de/10001151027
Saved in:
7
Predictability of stock returns : robustness and economic significance
Pesaran, M. Hashem
- In:
The journal of finance : the journal of the American …
50
(
1995
)
4
,
pp. 1201-1228
Persistent link: https://www.econbiz.de/10001191734
Saved in:
8
Forecasting stock returns : an examination of stock market trading in the presence of transaction costs
Pesaran, M. Hashem
- In:
Journal of forecasting
13
(
1994
)
4
,
pp. 335-367
Persistent link: https://www.econbiz.de/10001166232
Saved in:
9
Why do dividend yields forecast stock returns?
Timmermann, Allan
- In:
Economics letters
46
(
1994
)
2
,
pp. 149-158
Persistent link: https://www.econbiz.de/10001171356
Saved in:
10
Recursive modeling of nonlinar dynamics in UK stock returns
Guidolin, Massimo
;
Timmermann, Allan
- In:
The Manchester School
71
(
2003
)
4
,
pp. 381-395
Persistent link: https://www.econbiz.de/10001771328
Saved in:
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