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DP16629 Monetary Policy and Bond Prices with Drifting Equilibrium Rates 智库出版物
2021
作者:  Carlo A. Favero;  Andrea Tamoni;  Alessandro Melone
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Monetary policy rule  Secular trends  Term structure  Diagnostic expectations  Bond return predictability  
DP16353 Dynamic Asset (Mis)Pricing: Build-up vs. Resolution Anomalies 智库出版物
2021
作者:  Jules van Binsbergen;  Martijn Boons;  Christian Opp;  Andrea Tamoni
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
: dynamic price wedges  Buildup  Resolution  Alphas  Persistence  
DP11645 Implications of Return Predictability across Horizons for Asset Pricing Models 智库出版物
2016
作者:  Carlo A. Favero;  Andrea Tamoni
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Return predictability  Predictors-based bound  Asset pricing models  
Demographics and stock market fluctuations 智库出版物
2010
作者:  Carlo A. Favero;  Arie Gozluklu;  Andrea Tamoni
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Gdp  World bank  Data  Purchasing power parity  
DP7734 Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns 智库出版物
2010
作者:  Carlo A. Favero;  Arie Gozluklu;  Andrea Tamoni
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Demographics  Dynamic dividend growth model  Long run returns predictability