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Gold risk premium estimation with machine learning methods

Díaz, Juan; Hansen, Erwin; Cabrera, Gabriel - In: Journal of commodity markets 31 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014477822

Machine-learning stock market volatility : predictability, drivers, and economic value

Díaz, Juan; Hansen, Erwin; Cabrera, Gabriel - In: International review of financial analysis 94 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10014544073

Time-varying risk aversion and international stock returns

Guidolin, Massimo; Hansen, Erwin; Cabrera, Gabriel - 2025

Persistent link: https://www.econbiz.de/10015338080

Time-varying risk aversion and international stock returns

Guidolin, Massimo; Hansen, Erwin; Cabrera, Gabriel - 2023 - This version: August 2023

Persistent link: https://www.econbiz.de/10014470638

Stock returns and tax progressivity

Castro Nofal, Bastian; Díaz, Juan; Gutiérrez … - In: Finance research letters 69 (2024) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10015191077

On the robustness of the relationship between tax progressivity, growth, and inequality in the US

Castro Nofal, Bastian; Díaz, Juan; Gutiérrez … - In: Economics letters 241 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10015077951

Economic evaluation of asset pricing models under predictability

Hansen, Erwin - In: Journal of empirical finance 68 (2022), pp. 50-66

Persistent link: https://www.econbiz.de/10013464435

Currency mismatches, balance-sheet effects and hedging in Chilean non-financial corporations

Cowan, Kevin (contributor); Hansen, Erwin (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003140258

Die zweckmäßige betriebswirtschaftliche Einrichtung der zukünftigen Siedlungsbetriebe im Reichsgau Danzig-Westpreußen

Hansen, Erwin - 1941

Persistent link: https://www.econbiz.de/10002275997

Estimating the Impact of Teachers' Quality on Tertiary Education Attendance : Value Added Versus Evaluation Tests

Villena, Mauricio G.; Díaz, Juan; Sanchez, Rafael; … - 2022

We study and compare the impact of two teachers’ quality instruments, teachers’ evaluation tests (TET) and teachers’ value added (TVA), on a middle-run outcome defined by tertiary education attendance. For this purpose, we follow several cohorts of students and teachers using Chilean...

Persistent link: https://www.econbiz.de/10014081139