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Pitfalls in VAR based return decompositions : a clarification
Engsted, Tom; Pedersen, Thomas Q.; Tanggaard, Carsten - 2010
Persistent link: https://www.econbiz.de/10003934481
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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
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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
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Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom (contributor); Tanggaard, Carsten (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
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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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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
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The relation between asset returns and inflation at short and long horizons
Engsted, Tom; Tanggaard, Carsten - 2000
Persistent link: https://www.econbiz.de/10001493817
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The relation between asset returns and inflation at short and long horizons
Engsted, Tom; Tanggaard, Carsten - 2000
Persistent link: https://www.econbiz.de/10001468901
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Risikopræmien p°a danske aktier
Engsted, Tom; Tanggaard, Carsten - In: Nationaløkonomisk tidsskrift 137 (1999) 2, pp. 164-177
Persistent link: https://www.econbiz.de/10001422112
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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