LSE creators

Number of items: 6.
Article
  • Favero, Carlo A., Ortu, Fulvio, Tamoni, Andrea, Yang, Haoxi (2019). Implications of return predictability for consumption dynamics and asset pricing. Journal of Business and Economic Statistics, https://doi.org/10.1080/07350015.2018.1527702 picture_as_pdf
  • Bandi, F.M, Perron, B, Tamoni, Andrea, Tebaldi, C. (2018). The scale of predictability. Journal of Econometrics, 208(1), 120-140. https://doi.org/10.1016/j.jeconom.2018.09.008
  • Ortu, F., Tamoni, Andrea, Tebaldi, C. (2013). Long-run risk and the persistence of consumption shocks. Review of Financial Studies, 26(11), 2876-2915. https://doi.org/10.1093/rfs/hht038
  • Favero, Carlo A., Gozluklu, Arie E., 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), 1493-1520. https://doi.org/10.1017/S0022109011000329
    • Working paper
  • Bianchi, Daniele, Tamoni, Andrea (2016). The dynamics of expected returns: evidence from multi-scale time series modelling. (Financial Markets Group Discussion Papers 752). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Malkhozov, Aytek, Tamoni, Andrea (2015). News shocks and asset prices. (Systemic Risk Centre Discussion Papers 34). Systemic Risk Centre, The London School of Economics and Political Science.