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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
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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. 243-272
Persistent link: https://www.econbiz.de/10007239581
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The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom; Pedersen, Thomas Q. - In: Journal of empirical finance 17 (2010) 4, pp. 585-605
Persistent link: https://www.econbiz.de/10009267268
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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
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House price bubbles under the COVID-19 pandemic
Hansen, Jacob Hald; Møller, Stig Vinther; Pedersen, … - In: Journal of empirical finance 75 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014491882
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Testing for explosive bubbles in the presence of autocorrelated innovations
Pedersen, Thomas Quistgaard; Montes Schütte, Erik Christian - In: Journal of empirical finance 58 (2020), pp. 207-225
Persistent link: https://www.econbiz.de/10012430675
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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. 241-254
Persistent link: https://www.econbiz.de/10009838596
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The dividend–price ratio does predict dividend growth: International evidence
Engsted, Tom; Pedersen, Thomas Q. - In: Journal of empirical finance 17 (2010) 4, pp. 585-606
Persistent link: https://www.econbiz.de/10008436086