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~language:"eng"
~person:"Timmermann, Allan"
~subject:"Capital income"
~subject:"Financial market"
~type_genre:"Article in journal"
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Capital income
Financial market
Theorie
57
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57
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54
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54
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29
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23
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Timmermann, Allan
Gupta, Rangan
134
Zaremba, Adam
98
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75
Narayan, Paresh Kumar
66
Wohar, Mark E.
61
Bouri, Elie
51
Faff, Robert W.
51
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47
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45
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41
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41
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41
Ma, Feng
41
Bali, Turan G.
40
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40
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40
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38
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38
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37
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36
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36
Xuan Vinh Vo
36
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36
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35
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35
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35
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34
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33
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33
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31
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31
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31
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29
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29
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29
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29
Ryu, Doojin
29
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29
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29
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International journal of forecasting
4
Journal of econometrics
4
Journal of financial economics
4
The journal of finance : the journal of the American Finance Association
4
The economic journal : the journal of the Royal Economic Society
3
Annual review of financial economics
2
Economics letters
2
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2
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1
Economic policy : a European forum
1
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1
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1
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ECONIS (ZBW)
35
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1
Payout suspensions during the Covid-19 pandemic
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307907
Saved in:
2
Predictive modeling of financial data : editorial
Andersen, Torben
;
Taylor, Robert
;
Timmermann, Allan
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-4
Persistent link: https://www.econbiz.de/10014471792
Saved in:
3
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
4
Picking funds with confidence
Grønborg, Niels S.
;
Lunde, Asger
;
Timmermann, Allan
; …
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650222
Saved in:
5
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
6
Forecasting methods in finance
Timmermann, Allan
- In:
Annual review of financial economics
10
(
2018
),
pp. 449-479
Persistent link: https://www.econbiz.de/10011959903
Saved in:
7
Forecasting in economics and finance
Elliott, Graham
;
Timmermann, Allan
- In:
Annual review of economics
8
(
2016
),
pp. 81-110
Persistent link: https://www.econbiz.de/10011743161
Saved in:
8
Modeling covariance risk in Merton's ICAPM
Rossi, Alberto
;
Timmermann, Allan
- In:
The review of financial studies
28
(
2015
)
5
,
pp. 1428-1461
Persistent link: https://www.econbiz.de/10011338198
Saved in:
9
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
10
The cross section of conditional mutual fund performance in European stock markets
Banegas, Ayelen
;
Gillen, Ben
;
Timmermann, Allan
; …
- In:
Journal of financial economics
108
(
2013
)
3
,
pp. 699-726
Persistent link: https://www.econbiz.de/10009764346
Saved in:
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