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Regime-switching stock returns and mean reversion

Nielsen, Steen; Overgaard Olesen, Jan - In: Empirical studies of price behaviour in the Danish …, (pp. 125-155). 2001

Persistent link: https://www.econbiz.de/10001621231

Modeling the dividend-price ratio : the role of fundmentals using a regime-switching approach

Nielsen, Steen; Overgaard Olesen, Jan - In: Empirical studies of price behaviour in the Danish …, (pp. 156-195). 2001

Persistent link: https://www.econbiz.de/10001621233

Stocks hedge against inflation in the long run : evidence from a cointegration analysis for Denmark

Overgaard Olesen, Jan - 2000

Persistent link: https://www.econbiz.de/10001481078

Empirical studies of price behaviour in the Danish stock market

Overgaard Olesen, Jan - 2001 - 1. udg.

Persistent link: https://www.econbiz.de/10001593999

A simple explanation of stock price behavior in the long run : evidence for Denmark

Overgaard Olesen, Jan - 2000

Persistent link: https://www.econbiz.de/10001492293

En opgørelse af boligformuen

Overgaard Olesen, Jan (contributor); … - 2006

Based on data on the living space of dwellings compiled by Statistics Denmark and data on housing prices compiled by Realkreditraadet (the Association of Danish Mortgage Banks), we calculate three measures of housing wealth for Denmark in the period from 1981 to 2006. These measures include...

Persistent link: https://www.econbiz.de/10003316374

A simple explanation of stock price behavior in the long run : evidence for Denmark

Overgaard Olesen, Jan - 2000 - This version, March 2000

Using Danish data for the post-World War II-period, we estimate a simple model for the long-run behavior of stock prices. We find a stable and strong cointegrating relation between stock prices and two macroeconomic "fundamentals" variables, firm profits and the nominal bond rate. Both...

Persistent link: https://www.econbiz.de/10011537102

Stocks hedge against inflation in the long run : evidence from a cointegration analysis for Denmark

Overgaard Olesen, Jan - In: Empirical studies of price behaviour in the Danish …, (pp. 1-56). 2001

Persistent link: https://www.econbiz.de/10001621223

On the predictability of the Danish equity premium

Overgaard Olesen, Jan; Risager, Ole - In: Empirical studies of price behaviour in the Danish …, (pp. 57-102). 2001

Persistent link: https://www.econbiz.de/10001621226

On the relationship between the Danish stock and bond market in the medium and long term

Overgaard Olesen, Jan; Risager, Ole - In: Empirical studies of price behaviour in the Danish …, (pp. 103-124). 2001

Persistent link: https://www.econbiz.de/10001621229