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Davide Pettenuzzo

3 published titles

A Bayesian midas approach to modeling first and second moment dynamics : financial economics

1 edition

  • Centre for Economic Policy Research
  • 2014
  • Details

Bond return predictability : economic value and links to the macroeconomy

(Contributor)

1 edition

  • Centre for Economic Policy Research
  • 2014
  • Details

Forecasting stock returns under economic constraints

1 edition

  • Centre for Economic Policy Research
  • Details

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