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Items where Author is "Tamoni, Andrea"

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Number of items: 5.


Favero, Carlo A., Ortu, Fulvio, Tamoni, Andrea and Yang, Haoxi (2019) Implications of return predictability for consumption dynamics and asset pricing. Journal of Business and Economic Statistics. ISSN 0735-0015

Bandi, F.M, Perron, B, Tamoni, Andrea and Tebaldi, C. (2018) The scale of predictability. Journal of Econometrics, 208 (1). pp. 120-140. ISSN 0304-4076

Ortu, F., Tamoni, Andrea and Tebaldi, C. (2013) Long-run risk and the persistence of consumption shocks. Review of Financial Studies, 26 (11). pp. 2876-2915. ISSN 0893-9454

Favero, Carlo A., Gozluklu, Arie E. and Tamoni, Andrea (2011) Demographic trends, the dividend-price ratio, and the predictability of long-run stock market returns. Journal of Financial and Quantitative Analysis, 46 (05). pp. 1493-1520. ISSN 0022-1090


Malkhozov, Aytek and Tamoni, Andrea (2015) News shocks and asset prices. SRC Discussion Paper (No 34). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

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