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

Firms suspended dividend payments in unprecedented numbers in response to the outbreak of the Covid-19 pandemic. We develop a multivariate dynamic econometric model that allows dividend suspensions to affect the conditional mean, volatility, and jump probability of growth in daily industry-level div...

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Detalles Bibliográficos
Autores principales: Pettenuzzo, Davide, Sabbatucci, Riccardo, Timmermann, Allan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: The Authors. Published by Elsevier B.V. 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9868400/
https://www.ncbi.nlm.nih.gov/pubmed/36714078
http://dx.doi.org/10.1016/j.jeconom.2022.11.008

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9868400/
https://www.ncbi.nlm.nih.gov/pubmed/36714078
http://dx.doi.org/10.1016/j.jeconom.2022.11.008

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