Dividend suspensions and cash flows during the Covid-19 pandemic: a dynamic econometric model

DOI10.1016/J.JECONOM.2022.11.008MaRDI QIDQ6108314

Allan G. Timmermann, Riccardo Sabbatucci, Davide Pettenuzzo

Publication date: 29 June 2023

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

Bayesian estimationCovid-19dividend suspensionshigh-frequency cash flowspredictive density modeling

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (1)

High-dimensional conditionally Gaussian state space models with missing data

Cites Work

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