Mind the (Convergence) Gap: Bond Predictability Strikes Back!Andrea TamoniA. BerardiM. MrakovichA. PlazziManagement Science2021
Expectations and aggregate riskAndrea TamoniA. MalkhozovL. BretscherJournal of Monetary Economics2021
Spectral Factor ModelsAndrea TamoniF. BandiS.E. ChaudhuriAndrew LoJournal of Financial Economics14212021
Bond Risk Premiums with Machine LearningAndrea TamoniD. BianchiM. BuchnerReview of Financial Studies3422021
Fiscal policy driven bond risk premiaAndrea TamoniA. HsuL. BretscherJournal of Financial Economics2020
COVID-19 and the Cross-Section of Equity Retruns: Impact and TransmissionAndrea TamoniL. BretscherA. HsuP. SimasekThe Review of Asset Pricing Studies1042020
Value Return Predictability across Asset Classes and Commonalities in Risk PremiaAndrea TamoniB. FahizM. BoonsReview of Finance2020
A Persistence-Based Wold-type Decomposition for Stationary Time SeriesAndrea TamoniF. OrtuF. SeverinoC. TebaldiQuantitative Economics112020
Implications of Return Predictability for Consumption Dynamics and Asset PricingAndrea TamoniC. FaveroF. OrtuH. YangJournal of Business & Economic Statistics4652019