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

Davide Pettenuzzo1, Riccardo Sabbatucci2, Allan Timmermann3

  • 1International Business School, Brandeis University, 415 South Street, MS 032 Waltham, MA 02453, USA.

Journal of Econometrics
|January 30, 2023
PubMed

Keywords:
Bayesian estimationCovid-19Dividend suspensionsHigh-frequency cash flowsPredictive density modeling

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