Dividend Dynamics and the Term Structure of Dividend Strips

By Frederico Belo, Pierre Collin-Dufresne, Robert S. Goldstein. 2015

122 citations recorded by the source corpus.

Subfields: Accounting, Finance, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/52562ef4c5ec1a329484fe72090bb89361bd7446

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Citations in the corpus

• Cash Flow Duration and the Term Structure of Equity Returns (2018, unknown): “Belo, Collin-Dufresne, and Goldstein (2012) introduce endogenous dividend dynamics in the external habit formation model of Campbell and Cochrane (1999) and the long run risk model of Bansal and Yaron (2004) to produce stationary leverage ratios in line with empirical evidence.”
• Long Term Risk: A Martingale Approach (2014, background): “tion processes RT 2 T1 Gs tds paid over time intervals [T1,T2]. In particular, one can investigate the term structure of dividend strips (see v. Binsbergen et al. (2012), v. Binsbergen et al. (2013), Belo et al. (2014) and references therein for recent work in this area). The results in this section”