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Evaluating the C-CAPM and the equity premium puzzle at short and long horizons : a Markovian bootstrap approach
Engsted, Tom; Mammen, Enno; Tanggaard, Carsten - 2000
Persistent link: https://www.econbiz.de/10001468898
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Cross-sectional consumption-based asset pricing : the importance of consumption timing and the inclusion of severe crises
Engsted, Tom; Møller, Stig Vinther - 2011
Persistent link: https://www.econbiz.de/10008823504
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Bond return predictability in expansions and recessions
Engsted, Tom; Møller, Stig Vinther; Sander, Magnus - 2013
Persistent link: https://www.econbiz.de/10009736243
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Evaluating the C-CAPM and the equity premium puzzle at short and long horizons : a Morkovian bootstrap approach
Engsted, Tom; Mammen, Enno; Tanggaard, Carsten - 2000
Persistent link: https://www.econbiz.de/10001493825
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The yield spread and bond return predictability in expansions and recessions
Andreasen, Martin Møller; Engsted, Tom; Møller, Stig … - In: The review of financial studies 34 (2021) 6, pp. 2773-2812
Persistent link: https://www.econbiz.de/10012546315