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Tamoni, Andrea's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
686 |
Total
Citations
11 |
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1.
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Favero, Carlo A. Bocconi University - Department of Finance Gozluklu, Arie Eskenazi Bocconi University Tamoni, Andrea London School of Economics & Political Science (LSE)
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14 Feb 09
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Last Revised:
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21 Jul 09
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184
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error correction, long run predictability, equity premium, demographics
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2.
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Tamoni, Andrea London School of Economics & Political Science (LSE) Ortu, Fulvio Bocconi University - Department of Finance Tebaldi, Claudio Bocconi University - Department of Finance
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22 Nov 10
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Last Revised:
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20 Nov 12
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136
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2
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Long-run risk, Persistence heterogeneity, Temporal aggregation, Consumption predictability
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3.
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Bandi, Federico M. University of Chicago - Booth School of Business Perron, Benoit University of Montreal - Department of Economics Tamoni, Andrea London School of Economics & Political Science (LSE) Tebaldi, Claudio Bocconi University - Department of Finance
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05 Dec 12
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Last Revised:
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15 Dec 12
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128
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1
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Predictability, Multiresolution, Permanent-transitory decomposition, Risk-return trade-off, long run
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4.
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Ortu, Fulvio Bocconi University - Department of Finance Tamoni, Andrea London School of Economics & Political Science (LSE) Tebaldi, Claudio Bocconi University - Department of Finance
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18 Mar 10
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Last Revised:
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23 Nov 10
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93
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Persistence heterogeneity, Temporal aggregation, Permanent-transitory decomposition, Term-structure of risks, Long-run risks
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5.
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Tamoni, Andrea London School of Economics & Political Science (LSE) Favero, Carlo A. Bocconi University - Department of Finance
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22 Feb 10
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Last Revised:
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20 May 10
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61
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2
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Dynamic Dividend Growth Model, Long Run Returns Predictability, Demographics
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6.
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Favero, Carlo A. Bocconi University - Department of Finance Ortu, Fulvio Bocconi University - Department of Finance Tamoni, Andrea London School of Economics & Political Science (LSE) Yang, Haoxi Bocconi University - Department of Finance
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49
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Predictability, variance bounds, stochastic discount factor, long-run
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7.
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Tamoni, Andrea London School of Economics & Political Science (LSE) Tebaldi, Claudio Bocconi University - Department of Finance Ortu, Fulvio Bocconi University - Department of Finance
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32
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1
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Persistence heterogeneity, Temporal aggregation, Permanent-transitory decomposition
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8.
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Favero, Carlo A. Bocconi University - Department of Finance Gozluklu, Arie Eskenazi Bocconi University Tamoni, Andrea London School of Economics & Political Science (LSE)
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3
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5
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demographics, dynamic dividend growth model, long run returns predictability
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