Juan Antolin-Diaz

London Business School - Department of Economics

Sussex Place

Regent's Park

London NW1 4SA

United Kingdom

SCHOLARLY PAPERS

4

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1,164

SSRN CITATIONS
Rank 43,123

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Top 43,123

in Total Papers Citations

3

CROSSREF CITATIONS

18

Scholarly Papers (4)

Dividend Momentum and Stock Return Predictability: A Bayesian Approach

WBS Finance Group Research Paper
Number of pages: 79 Posted: 06 Oct 2021 Last Revised: 13 Feb 2024
London Business School - Department of Economics, University of WarwickUniversity of Warwick - Warwick Business SchoolUniversity of Warwick - Finance Group and Emory University
Downloads 360 (154,638)

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Dividend Momentum and Stock Return Predictability: A Bayesian Approach

CEPR Discussion Paper No. DP16613
Number of pages: 81 Posted: 09 Nov 2021
London Business School - Department of Economics, University of WarwickUniversity of Warwick - Warwick Business SchoolUniversity of Warwick - Finance Group and Emory University
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2.

US Interest Rate Surprises and Currency Returns

Number of pages: 64 Posted: 28 Sep 2023 Last Revised: 18 Jan 2024
Juan Antolin-Diaz, Gino Cenedese, Shangqi Han and Lucio Sarno
London Business School - Department of Economics, Fulcrum Asset Management, Fulcrum Asset Management and University of Cambridge - Judge Business School
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Foreign exchange, monetary policy shocks, central bank information shocks, interest rate differentials, carry

Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data

Number of pages: 47 Posted: 12 Aug 2020
London Business School - Department of Economics, London School of Economics & Political Science (LSE) and University of WarwickUniversity of Warwick - Warwick Business SchoolUniversity of Warwick - Finance Group
Downloads 340 (164,570)
Citation 19

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Nowcasting, Dynamic Factor Models, Real-Time Data, Bayesian Methods, Fat Tails

Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data

CEPR Discussion Paper No. DP15926
Number of pages: 63 Posted: 15 Mar 2021 Last Revised: 22 Sep 2021
London Business School - Department of Economics, London School of Economics & Political Science (LSE) and University of WarwickUniversity of Warwick - Warwick Business SchoolUniversity of Warwick - Finance Group
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Bayesian methods, Daily economic index, Dynamic factor models, Fat Tails, Nowcasting, real-time data

4.

Structural Scenario Analysis with SVARs

Journal of Monetary Economics, Forthcoming
Number of pages: 37 Posted: 23 Sep 2020
London Business School - Department of Economics, University of WarwickUniversity of Warwick - Warwick Business SchoolUniversity of Warwick - Finance Group and Emory University
Downloads 119 (432,035)

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Conditional forecasts, SVARs, Bayesian methods, Forward guidance, Stress testing