Andrea Tamoni
Andrea Tamoni
Assistant Professor Rutgers Business School
Verified email at - Homepage
Cited by
Cited by
Bond risk premiums with machine learning
D Bianchi, M Büchner, A Tamoni
The Review of Financial Studies 34 (2), 1046-1089, 2021
Long-run risk and the persistence of consumption shocks
F Ortu, A Tamoni, C Tebaldi
The Review of Financial Studies 26 (11), 2876-2915, 2013
COVID-19 and the cross-section of equity returns: Impact and transmission
L Bretscher, A Hsu, P Simasek, A Tamoni
The Review of Asset Pricing Studies 10 (4), 705-741, 2020
Demographic trends, the dividend-price ratio, and the predictability of long-run stock market returns
CA Favero, AE Gozluklu, A Tamoni
Journal of Financial and Quantitative Analysis 46 (5), 1493-1520, 2011
The scale of predictability
FM Bandi, B Perron, A Tamoni, C Tebaldi
Journal of Econometrics 208 (1), 120-140, 2019
Business-cycle consumption risk and asset prices
FM Bandi, A Tamoni
Journal of Econometrics 237 (2), 105447, 2023
Spectral factor models
FM Bandi, SE Chaudhuri, AW Lo, A Tamoni
Journal of Financial Economics 142 (1), 214-238, 2021
Value return predictability across asset classes and commonalities in risk premia
F Baba Yara, M Boons, A Tamoni
Review of Finance 25 (2), 449-484, 2021
Fiscal policy driven bond risk premia
L Bretscher, A Hsu, A Tamoni
Journal of Financial Economics 138 (1), 53-73, 2020
A persistence‐based Wold‐type decomposition for stationary time series
F Ortu, F Severino, A Tamoni, C Tebaldi
Quantitative Economics 11 (1), 203-230, 2020
Dynamic asset (mis) pricing: Build-up versus resolution anomalies
JH Van Binsbergen, M Boons, CC Opp, A Tamoni
Journal of Financial Economics 147 (2), 406-431, 2023
The real response to uncertainty shocks: The risk premium channel
L Bretscher, A Hsu, A Tamoni
Management Science 69 (1), 119-140, 2023
Persistent and Transitory Components of Characteristics: Implications for Asset Pricing
F Baba Yara, M Boons, A Tamoni
Martijn and Tamoni, Andrea, Persistent and Transitory Components of …, 2020
The multi-horizon dynamics of risk and returns
A Tamoni
Available at SSRN 2948595, 2011
Factor models with drifting prices
CA Favero, A Melone, A Tamoni
Available at SSRN 3418352, 2019
When it rains it pours: Cascading uncertainty shocks
AM Diercks, A Hsu, A Tamoni
Journal of Political Economy 132 (2), 000-000, 2024
Implications of return predictability for consumption dynamics and asset pricing
CA Favero, F Ortu, A Tamoni, H Yang
Journal of Business & Economic Statistics 38 (3), 527-541, 2020
Demographics and US stock market fluctuations
CA Favero, A Tamoni
CESifo Economic Studies 57 (1), 25-43, 2011
Mind the (convergence) gap: Bond predictability strikes back!
A Berardi, M Markovich, A Plazzi, A Tamoni
Management Science 67 (12), 7888-7911, 2021
Implementing stochastic volatility in DSGE models: a comment
L Bretscher, A Hsu, A Tamoni
Macroeconomic Dynamics 24 (4), 935-950, 2020
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