Dividend suspensions and cash flows during the Covid-19 pandemic: a dynamic econometric model
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Publication:6108314
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)
Bayesian estimation; Covid-19; dividend suspensions; high-frequency cash flows; predictive density modeling