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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 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
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Pitfalls in VAR based return decompositions : a clarification
Engsted, Tom; Pedersen, Thomas Q.; Tanggaard, Carsten - In: Journal of banking & finance 36 (2012) 5, pp. 1255-1265
Persistent link: https://www.econbiz.de/10009614553
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The comovement of US and German bond markets
Engsted, Tom (contributor); Tanggaard, Carsten (contributor) - 2005
Persistent link: https://www.econbiz.de/10002612195
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The comovement of US and UK stock markets
Engsted, Tom (contributor); Tanggaard, Carsten (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660129
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The Danish stock and bond markets : comovement, return predictability and variance decomposition
Engsted, Tom; Tanggaard, Carsten - 1999
Persistent link: https://www.econbiz.de/10001456440
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The Danish stock and bond markets : comovement, return predictability and variance decomposition
Engsted, Tom; Tanggaard, Carsten - 1999
Persistent link: https://www.econbiz.de/10001411172
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The comovement of U.S. And U.K. stock markets
Engsted, Tom; Tanggaard, Carsten - 2002
Persistent link: https://www.econbiz.de/10001683185
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The Danish stock and bond markets : comovement, return predictability and variance decomposition
Engsted, Tom; Tanggaard, Carsten - In: Journal of empirical finance 8 (2001) 3, pp. 243-271
Persistent link: https://www.econbiz.de/10001587064
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Explosive bubbles in the cointegrated VAR model
Engsted, Tom - In: Finance research letters 3 (2006) 2, pp. 154-162
Persistent link: https://www.econbiz.de/10003333936