Long-Run Risk and the Persistence of Consumption Shocks von Ortu, Fulvio, Tamoni, Andrea, Tebaldi, Claudio

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Bond Risk Premiums with Machine Learning von Bianchi, Daniele, Büchner, Matthias, Hoogteijling, Tobias, Tamoni, Andrea

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The Real Response to Uncertainty Shocks: The Risk Premium Channel von Bretscher, Lorenzo, Hsu, Alex, Tamoni, Andrea

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Fiscal policy driven bond risk premia von Bretscher, Lorenzo, Hsu, Alex, Tamoni, Andrea

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Persistent and transitory components of firm characteristics: Implications for asset pricing von Baba-Yara, Fahiz, Boons, Martijn, Tamoni, Andrea

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When It Rains It Pours: Cascading Uncertainty Shocks von Diercks, Anthony M., Hsu, Alex, Tamoni, Andrea

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Return predictability with endogenous growth von Bandi, Federico M., Bretscher, Lorenzo, Tamoni, Andrea

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Tradable Risk Factors for Institutional and Retail Investors von Johansson, Andreas, Sabbatucci, Riccardo, Tamoni, Andrea

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Business-cycle consumption risk and asset prices von Bandi, Federico M., Tamoni, Andrea

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COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission von Bretscher, Lorenzo, Hsu, Alex, Simasek, Peter, Tamoni, Andrea

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Expectations and aggregate risk von Bretscher, Lorenzo, Malkhozov, Aytek, Tamoni, Andrea

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Mind the (Convergence) Gap: Bond Predictability Strikes Back von Berardi, Andrea, Markovich, Michael, Plazzi, Alberto, Tamoni, Andrea

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Monetary Policy and Bond Prices with Drifting Equilibrium Rates von Favero, Carlo A., Melone, Alessandro, Tamoni, Andrea

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Corrigendum: Bond Risk Premiums with Machine Learning von Bianchi, Daniele, Büchner, Matthias, Hoogteijling, Tobias, Tamoni, Andrea

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Spectral factor models von Bandi, Federico M., Chaudhuri, Shomesh E., Lo, Andrew W., Tamoni, Andrea

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SPECTRAL FINANCIAL ECONOMETRICS von Bandi, Federico M., Tamoni, Andrea

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Dynamic asset (mis)pricing: Build-up versus resolution anomalies von van Binsbergen, Jules H., Boons, Martijn, Opp, Christian C., Tamoni, Andrea

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Value Return Predictability across Asset Classes and Commonalities in Risk Premia von Baba Yara, Fahiz, Boons, Martijn, Tamoni, Andrea

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IMPLEMENTING STOCHASTIC VOLATILITY IN DSGE MODELS: A COMMENT von Bretscher, Lorenzo, Hsu, Alex, Tamoni, Andrea

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A persistence-based Wold-type decomposition for stationary time series von Ortu, Fulvio, Severino, Federico, Tamoni, Andrea, Tebaldi, Claudio

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