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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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Long-run forecasting in multicointegrated systems
Siliverstovs, Boriss; Engsted, Tom; Haldrup, Niels - 2002
Persistent link: https://www.econbiz.de/10001721445
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Aktiemarkedet
Engsted, Tom - 2002
Persistent link: https://www.econbiz.de/10001708316
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The Danish stock and bond markets : comovement, return predictability and variance decomposition
Engsted, Tom; Tanggaard, Carsten - 1999
Persistent link: https://www.econbiz.de/10001411172
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Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom; Tanggaard, Carsten - 2003
Persistent link: https://www.econbiz.de/10001985166
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Money demand during hyperinflation : cointegration, rational expectations, and the importance of money demand shocks
Engsted, Tom - 1997
Persistent link: https://www.econbiz.de/10000959730
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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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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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Regime shifts in the Danish term structure of interest rates
Engsted, Tom; Nyholm, Ken - 1998
Persistent link: https://www.econbiz.de/10000981750