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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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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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Rentestrukturen p°a den danske pengemarked
Engsted, Tom; Tanggaard, Carsten - 1994
Persistent link: https://www.econbiz.de/10000882187
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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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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
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A new test for speculative bubbles based on return variance decompositions
Engsted, Tom; Tanggaard, Carsten - 2001
Persistent link: https://www.econbiz.de/10001613889
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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 - 1999
Persistent link: https://www.econbiz.de/10001411172
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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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Evaluating the C-CAPM and the equity premium puzzle at short and long horizons : a Markovian bootstrap approach
Engsted, Tom; Mammen, Enno; Tanggaard, Carsten - 2000
Persistent link: https://www.econbiz.de/10001468898