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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
The Authors. Published by Elsevier B.V.
2023
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| Materias: | |
| 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 |