Narrow search
Showing 21 - 30 of 321
Cover Image
A cointegration analysis of Danish zero-coupon bond yields
Engsted, Tom - In: Applied financial economics 4 (1994) 4, pp. 265-278
Persistent link: https://www.econbiz.de/10001164678
Cover Image
Risikopræmien p°a danske aktier
Engsted, Tom; Tanggaard, Carsten - 1998
Persistent link: https://www.econbiz.de/10000997129
Cover Image
The Danish stock and bond markets : comovement, return predictability and variance decomposition
Engsted, Tom; Tanggaard, Carsten - 1999
Persistent link: https://www.econbiz.de/10001411172
Cover Image
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
Cover Image
The comovement of U.S. And U.K. stock markets
Engsted, Tom; Tanggaard, Carsten - 2002
Persistent link: https://www.econbiz.de/10001683185
Cover Image
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
Cover Image
The predictive power of yield spreads for future interest rates : evidence from the Danish term structure
Engsted, Tom - In: The Scandinavian journal of economics 97 (1995) 1, pp. 145-159
Persistent link: https://www.econbiz.de/10001183384
Cover Image
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
Cover Image
A cointegration analysis of Danish zero-coupon bond yields
Engsted, Tom; Tanggaard, Carsten - 1992
Persistent link: https://www.econbiz.de/10000847545
Cover Image
Pitfalls in VAR based return decompositions: A clarification
Engsted, Tom; Pedersen, Thomas Q.; Tanggaard, Carsten - In: Journal of banking & finance 36 (2012) 5, pp. 1255-1266
Persistent link: https://www.econbiz.de/10009843625