Recent searches
Search options
RT @SFSjournals@twitter.com
#RFS #Forthcoming: The Leading Premium
Mariano M Croce @MCroce_MacroFin@twitter.com @Unibocconi@twitter.com
Tatyana Marchuk @HandelshoyskBI@twitter.com
Christian Schlag @SAFE_Frankfurt@twitter.com
https://doi.org/10.1093/rfs/hhad009
: https://twitter.com/SFSjournals/status/1618265437720154113
OUP AcademicLeading PremiumAbstract. In this paper, we consider conditional measures of lead-lag relations between aggregate growth and industry-level cash flow growth in the United State
Many thanks to my coauthors, the #RFS, @SVNieuwerburgh@twitter.com, @rkoijen@twitter.com and many referees! The #Dual_Submission really helped us. The manuscript now features a model with a network of industries with *endogenous* leads and lags of growth news shocks! Leading firms bear a risk premium.