Similar Search Results

A new test for speculative bubbles based on return variance decompositions

Engsted, Tom (contributor); Tanggaard, Carsten (contributor) - 2002 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10001660132

A new test for speculative bubbles based on return variance decompositions

Engsted, Tom; Tanggaard, Carsten - 2001

Persistent link: https://www.econbiz.de/10001613889

Testing cointegration implications of the constant term premium hypothesis in US term structure data

Engsted, Tom; Tanggaard, Carsten - 1992

Persistent link: https://www.econbiz.de/10000847544

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

The predictive power of dividend yields for future infl‡ation : money illusion or rational causes?

Engsted, Tom; Pedersen, Thomas Q. - 2016

Persistent link: https://www.econbiz.de/10011474702

Explosive bubbles in house prices? : evidence from the OECD countries

Engsted, Tom; Hviid, Simon Juul; Pedersen, Thomas Q. - In: Journal of international financial markets, … 40 (2016), pp. 14-25

Persistent link: https://www.econbiz.de/10011475823

Predicting returns and rent growth in the housing market using the rent-price ratio : evidence from the OECD countries

Engsted, Tom; Pedersen, Thomas Q. - In: Journal of international money and finance 53 (2015), pp. 257-275

Persistent link: https://www.econbiz.de/10011475981

Errors in trade classification : consequences and remedies

Tanggaard, Carsten (contributor) - 2004 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10002491270

Errors in trade classification : consequences and remedies

Tanggaard, Carsten - 2003

Persistent link: https://www.econbiz.de/10001803999

Estimating yield curves by Kernel smoothing methods

Linton, Oliver; Mammen, Enno; Nielsen, Jens Perch; … - 1998

We introduce a new method for the estimation of discount functions, yield curves and forward curves from government issued coupon bonds. Our approach is non-parametric and does not assume particular functional form for the discount function although we do show how to impose various restrictions...

Persistent link: https://www.econbiz.de/10009580489