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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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Estimating the LQAC model with I(2) variables
Engsted, Tom; Haldrup, Niels - 1998
Persistent link: https://www.econbiz.de/10000986316
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GMM and present value tests of the C-CAPM : some evidence from the Danish, German, Swedish, and UK stock markets
Lund, Jesper; Engsted, Tom - 1993
Persistent link: https://www.econbiz.de/10000880721
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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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The comovement of U.S. And U.K. stock markets
Engsted, Tom; Tanggaard, Carsten - 2002
Persistent link: https://www.econbiz.de/10001683185