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The log-linear return approxim...
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Engsted, Tom
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ECONIS (ZBW)
178
RePEc
95
OLC EcoSci
45
EconStor
3
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1
Pitfalls in VAR based return decompositions : a clarification
Engsted, Tom
;
Pedersen, Thomas Q.
;
Tanggaard, Carsten
-
2010
Persistent link: https://www.econbiz.de/10003934481
Saved in:
2
The log-linear return approximation, bubbles, and predictability
Engsted, Tom
;
Pedersen, Thomas Q.
;
Tanggaard, Carsten
-
2010
Persistent link: https://www.econbiz.de/10008651718
Saved in:
3
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
Saved in:
4
Rentestrukturen p°a den danske pengemarked
Engsted, Tom
;
Tanggaard, Carsten
-
1994
Persistent link: https://www.econbiz.de/10000882187
Saved in:
5
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
Saved in:
6
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
Saved in:
7
The comovement of US and German bond markets
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002612195
Saved in:
8
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
;
Tanggaard, Carsten
-
2003
Persistent link: https://www.econbiz.de/10001985166
Saved in:
9
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
Saved in:
10
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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