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Multicointegration and present value relations
Engsted, Tom, (1995)
The predictive power of the money market term structure
Engsted, Tom, (1996)
The term structure of interest rates in Denmark 1982 - 89 : testing the rational expectations constant liquidity premium theory
Engsted, Tom, (1993)
The Danish stock and bond markets : comovement, return predictability and variance decomposition
Engsted, Tom, (1999)
Risikopræmien p°a danske aktier
Evaluating the C-CAPM and the equity premium puzzle at short and long horizons : a Markovian bootstrap approach
Engsted, Tom, (2000)