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~subject:"Kapitaleinkommen"
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Pitfalls in VAR based return d...
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Kapitaleinkommen
Theorie
84
Theory
83
VAR model
44
Denmark
39
Dänemark
39
Estimation
39
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39
Capital income
34
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24
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Großbritannien
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Share price
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Dividend
9
Dividende
9
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9
Immobilienpreis
9
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9
Risikoprämie
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English
34
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Engsted, Tom
32
Tanggaard, Carsten
14
Pedersen, Thomas Q.
10
Møller, Stig Vinther
4
Nielsen, Bent
3
Pedersen, Thomas Quistgaard
3
Sander, Magnus
2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
Journal of empirical finance
3
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1
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1
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1
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ECONIS (ZBW)
34
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The log-linear return approximation, bubbles, and predictability
Engsted, Tom
;
Pedersen, Thomas Q.
;
Tanggaard, Carsten
-
2010
Persistent link: https://www.econbiz.de/10008651718
Saved in:
2
The log-linear return approximation, bubbles, and predictability
Engsted, Tom
;
Pedersen, Thomas Q.
;
Tanggaard, Carsten
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
3
,
pp. 643-665
Persistent link: https://www.econbiz.de/10009672497
Saved in:
3
The comovement of US and German bond markets
Engsted, Tom
;
Tanggaard, Carsten
- In:
International review of financial analysis
16
(
2007
)
2
,
pp. 172-182
Persistent link: https://www.econbiz.de/10003612670
Saved in:
4
The comovement of US and German bond markets
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002612195
Saved in:
5
The relation between asset returns and inflation at short and long horizons
Engsted, Tom
;
Tanggaard, Carsten
- In:
Journal of international financial markets, …
12
(
2002
)
2
,
pp. 101-118
Persistent link: https://www.econbiz.de/10001656966
Saved in:
6
The comovement of US and UK stock markets
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660129
Saved in:
7
A new daily dividend-adjusted index for the Danish stock market, 1985 - 2002 : construction, statistical properties, and return predictability
Belter, Klaus
;
Engsted, Tom
;
Tanggaard, Carsten
-
2003
Persistent link: https://www.econbiz.de/10001746723
Saved in:
8
The relation between asset returns and inflation at short and long horizons
Engsted, Tom
;
Tanggaard, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001493817
Saved in:
9
The Danish stock and bond markets : comovement, return predictability and variance decomposition
Engsted, Tom
;
Tanggaard, Carsten
-
1999
Persistent link: https://www.econbiz.de/10001456440
Saved in:
10
The relation between asset returns and inflation at short and long horizons
Engsted, Tom
;
Tanggaard, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001468901
Saved in:
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