Tamoni, Andrea

Item Type Year Departments File available

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.