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Tamoni, Andrea
31  results:
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1

Persistent and transitory components of firm characteristic..:

Baba-Yara, Fahiz ; Boons, Martijn ; Tamoni, Andrea
Journal of Financial Economics.  154 (2024)  - p. 103808 , 2024
Link: https://doi.org/10.1016/..
 
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2

ESG risk and returns implied by demand-based asset pricing ..:

Zhang, Chi ; Li, Xinyang ; Tamoni, Andrea..
Journal of Asset Management.  , 2024
Link: https://doi.org/10.1057/..
 
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3

Return predictability with endogenous growth:

Bandi, Federico M. ; Bretscher, Lorenzo ; Tamoni, Andrea
Journal of Financial Economics.  150 (2023)  3 - p. 103724 , 2023
Link: https://doi.org/10.1016/..
 
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4

Dynamic asset (mis)pricing: Build-up versus resolution anom..:

van Binsbergen, Jules H. ; Boons, Martijn ; Opp, Christian C..
Journal of Financial Economics.  147 (2023)  2 - p. 406-431 , 2023
Link: https://doi.org/10.1016/..
 
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5

Business-cycle consumption risk and asset prices:

Bandi, Federico M. ; Tamoni, Andrea
Journal of Econometrics.  237 (2023)  2 - p. 105447 , 2023
Link: https://doi.org/10.1016/..
 
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6

Monetary Policy and Bond Prices with Drifting Equilibrium R..:

Favero, Carlo A. ; Melone, Alessandro ; Tamoni, Andrea
Journal of Financial and Quantitative Analysis.  59 (2023)  2 - p. 626-651 , 2023
Link: https://doi.org/10.1017/..
 
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7

SPECTRAL FINANCIAL ECONOMETRICS:

Bandi, Federico M. ; Tamoni, Andrea
Econometric Theory.  38 (2022)  6 - p. 1175-1220 , 2022
Link: https://doi.org/10.1017/..
 
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8

Mind the (convergence) gap 

, In: Management science
bond predictability strikes back! 
Berardi, Andrea ; Markovich, Michael ; Plazzi, Alberto ; Tamoni, Andrea. (2021)  12 - p. 7888-7911
Copies: Zentrale;
 
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9

Spectral factor models:

Bandi, Federico M. ; Chaudhuri, Shomesh E. ; Lo, Andrew W..
Journal of Financial Economics.  142 (2021)  1 - p. 214-238 , 2021
Link: https://doi.org/10.1016/..
 
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10

Expectations and aggregate risk:

Bretscher, Lorenzo ; Malkhozov, Aytek ; Tamoni, Andrea
Journal of Monetary Economics.  123 (2021)  - p. 91-108 , 2021
Link: https://doi.org/10.1016/..
 
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11

Corrigendum: Bond Risk Premiums with Machine Learning:

Bianchi, Daniele ; Büchner, Matthias ; Hoogteijling, Tobias.
The Review of Financial Studies.  34 (2020)  2 - p. 1090-1103 , 2020
Link: https://doi.org/10.1093/..
 
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12

Value Return Predictability across Asset Classes and Common..:

Baba Yara, Fahiz ; Boons, Martijn ; Tamoni, Andrea
Review of Finance.  25 (2020)  2 - p. 449-484 , 2020
Link: https://doi.org/10.1093/..
 
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13

COVID-19 and the Cross-Section of Equity Returns: Impact an..:

Bretscher, Lorenzo ; Hsu, Alex ; Simasek, Peter..
The Review of Asset Pricing Studies.  10 (2020)  4 - p. 705-741 , 2020
Link: https://doi.org/10.1093/..
 
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14

Bond Risk Premiums with Machine Learning:

Bianchi, Daniele ; Büchner, Matthias ; Tamoni, Andrea.
The Review of Financial Studies.  34 (2020)  2 - p. 1046-1089 , 2020
Link: https://doi.org/10.1093/..
 
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15

Fiscal policy driven bond risk premia:

Bretscher, Lorenzo ; Hsu, Alex ; Tamoni, Andrea
Journal of Financial Economics.  138 (2020)  1 - p. 53-73 , 2020
Link: https://doi.org/10.1016/..
 
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