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type_genre:"Kongress"
type_genre:"Non-commercial literature"
~isPartOf:"IFS working paper"
~isPartOf:"NBER working paper series"
~isPartOf:"Working paper"
~person:"Engsted, Tom"
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Engsted, Tom
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The comovement of U.S. And U.K. stock markets
Engsted, Tom
;
Tanggaard, Carsten
-
2002
Persistent link: https://www.econbiz.de/10001683185
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2
A new test for speculative bubbles based on return variance decompositions
Engsted, Tom
;
Tanggaard, Carsten
-
2001
Persistent link: https://www.econbiz.de/10001613889
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3
Estimating the LQAC model with I(2) variables
Engsted, Tom
;
Haldrup, Niels
-
1998
Persistent link: https://www.econbiz.de/10000986316
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4
Evaluating the consumption-capital asset pricing model using Hansen-Jagannathan bounds : evidence from the UK
Engsted, Tom
-
1997
-
rev
Persistent link: https://www.econbiz.de/10000970101
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5
Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom
;
Lund, Jesper
-
1994
Persistent link: https://www.econbiz.de/10000894175
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