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Journal of empirical finance
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The Danish stock and bond markets : comovement, return predictability and variance decomposition
Engsted, Tom
;
Tanggaard, Carsten
- In:
Journal of empirical finance
8
(
2001
)
3
,
pp. 243-271
Persistent link: https://www.econbiz.de/10001587064
Saved in:
2
The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom
;
Pedersen, Thomas Q.
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 585-605
Persistent link: https://www.econbiz.de/10009267268
Saved in:
3
Return predictability and intertemporal asset allocation : evidence from a bias-adjusted VAR model
Engsted, Tom
;
Pedersen, Thomas Q.
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 241-253
Persistent link: https://www.econbiz.de/10009615710
Saved in:
4
The dividend–price ratio does predict dividend growth: International evidence
Engsted, Tom
;
Pedersen, Thomas Q.
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 585-606
Persistent link: https://www.econbiz.de/10008436086
Saved in:
5
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model
Engsted, Tom
;
Pedersen, Thomas Q.
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 241-254
Persistent link: https://www.econbiz.de/10009838596
Saved in:
6
The Danish stock and bond markets: comovement, return predictability and variance decomposition
Engsted, Tom
;
Tanggaard, Carsten
- In:
Journal of empirical finance
8
(
2001
)
3
,
pp. 243-272
Persistent link: https://www.econbiz.de/10007239581
Saved in:
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