Discussion paper DP16145 Outlasting the Pandemic: Corporate Payout and Financing Decisions During Covid-19 Davide Pettenuzzo Riccardo Sabbatucci Allan Timmermann 12 May 2021 Financial Economics
Discussion paper DP14921 Dividend Suspensions and Cash Flow Risk during the Covid-19 Pandemic Davide Pettenuzzo Riccardo Sabbatucci Allan Timmermann 23 Jun 2020 Financial Economics
Discussion paper DP14117 Cash Flow News and Stock Price Dynamics Davide Pettenuzzo Riccardo Sabbatucci Allan Timmermann 12 Nov 2019 Financial Economics
Discussion paper DP11355 Forecasting Macroeconomic Variables under Model Instability Allan Timmermann Davide Pettenuzzo 26 Jun 2016 Financial Economics C22 C53
Discussion paper DP10160 A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics Allan Timmermann Davide Pettenuzzo 21 Sep 2014 Financial Economics C11 C32 C53 E37