Davide Pettenuzzo

Latest Institution: Brandeis University

All Institutions: Brandeis University; Bocconi University

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Forecasting Time Series Subject to Multiple Structural Breaks

Year: 2004
Journal: Review of Economic Studies
Authors: M Hashem Pesaran; Davide Pettenuzzo; Allan G Timmermann

Forecasting Stock Returns Under Economic Constraints

Year: 2013
Journal: No Journal Matched
Authors: Davide Pettenuzzo; Allan G. Timmermann; Rossen Valkanov

A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics

Year: 2014
Journal: No Journal Matched
Authors: Davide Pettenuzzo; Allan G. Timmermann; Rossen Valkanov

Bond Return Predictability: Economic Value and Links to the Macroeconomy

Year: 2014
Journal: No Journal Matched
Authors: Antonio Gargano; Davide Pettenuzzo; Allan G. Timmermann

Cash Flow News and Stock Price Dynamics

Year: 2019
Journal: No Journal Matched
Authors: Davide Pettenuzzo; Riccardo Sabbatucci; Allan Timmermann

Dividend Suspensions and Cash Flow Risk During the COVID-19 Pandemic

Year: 2020
Journal: No Journal Matched
Authors: Davide Pettenuzzo; Riccardo Sabbatucci; Allan Timmermann

Outlasting the Pandemic: Corporate Payout and Financing Decisions during COVID-19

Year: 2021
Journal: No Journal Matched
Authors: Davide Pettenuzzo; Riccardo Sabbatucci; Allan Timmermann

Author Disambiguation

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