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Pitfalls in VAR based return d...
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ECONIS (ZBW)
178
RePEc
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EconStor
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41
Return predictability and intertemporal asset allocation : evidence from a bias-adjusted VAR model
Engsted, Tom
;
Pedersen, Thomas Q.
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 241-253
Persistent link: https://www.econbiz.de/10009615710
Saved in:
42
The predictive power of dividend yields for future infl‡ation : money illusion or rational causes?
Engsted, Tom
;
Pedersen, Thomas Q.
-
2016
Persistent link: https://www.econbiz.de/10011474702
Saved in:
43
Explosive bubbles in house prices? : evidence from the OECD countries
Engsted, Tom
;
Hviid, Simon Juul
;
Pedersen, Thomas Q.
- In:
Journal of international financial markets, …
40
(
2016
),
pp. 14-25
Persistent link: https://www.econbiz.de/10011475823
Saved in:
44
Predicting returns and rent growth in the housing market using the rent-price ratio : evidence from the OECD countries
Engsted, Tom
;
Pedersen, Thomas Q.
- In:
Journal of international money and finance
53
(
2015
),
pp. 257-275
Persistent link: https://www.econbiz.de/10011475981
Saved in:
45
Explosive bubbles in house prices? : evidence from the OECD countries
Engsted, Tom
;
Hviid, Simon Juul
;
Pedersen, Thomas Q.
-
2015
Persistent link: https://www.econbiz.de/10010464690
Saved in:
46
Disappearing money illusion
Engsted, Tom
;
Pedersen, Thomas Q.
-
2018
Persistent link: https://www.econbiz.de/10011913758
Saved in:
47
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
48
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
-
2003
Persistent link: https://www.econbiz.de/10001803999
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49
Nonparametric smoothing of yield curves
Tanggaard, Carsten
- In:
Review of quantitative finance and accounting
9
(
1997
)
3
,
pp. 251-267
Persistent link: https://www.econbiz.de/10001591111
Saved in:
50
Dispersed trading and the prevention of market failure: the case of the Copenhagen Stock Exchange
Porter, David C.
;
Tanggaard, Carsten
;
Weaver, Daniel G.
; …
- In:
European financial management : the journal of the …
14
(
2008
)
2
,
pp. 243-267
Persistent link: https://www.econbiz.de/10003694548
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