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Cointegration and the US term...
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Engsted, Tom
28
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13
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13
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5
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4
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3
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3
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2
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2
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2
European financial management : the journal of the European Financial Management Association
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OLC EcoSci
ECONIS (ZBW)
174
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EconStor
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1
Cointegration and the US term structure
Engsted, T.
;
Tanggaard, C.
- In:
Journal of banking & finance
18
(
1994
)
1
,
pp. 167-182
Persistent link: https://www.econbiz.de/10005913963
Saved in:
2
A cointegration analysis of Danish zero-coupon bond yields
Engsted, T.
;
Tanggaard, C.
- In:
Applied financial economics
4
(
1994
)
4
,
pp. 265-278
Persistent link: https://www.econbiz.de/10007712668
Saved in:
3
The Comovement of US and UK Stock Markets
Engsted, Tom
;
Tanggaard, Carsten
- In:
European financial management : the journal of the …
10
(
2004
)
4
,
pp. 593-608
Persistent link: https://www.econbiz.de/10005924626
Saved in:
4
The Predictive Power of Yield Spreads for Future Interest Rates: Evidence from the Danish Term Structure
Engsted, Tom
;
Tanggaard, Carsten
- In:
The Scandinavian journal of economics
97
(
1995
)
1
,
pp. 145-160
Persistent link: https://www.econbiz.de/10006069053
Saved in:
5
Pitfalls in VAR based return decompositions: A clarification
Engsted, Tom
;
Pedersen, Thomas Q.
;
Tanggaard, Carsten
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1255-1266
Persistent link: https://www.econbiz.de/10009843625
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/10007604710
Saved in:
7
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/10007110866
Saved in:
8
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
Saved in:
9
Rentestrukturen p°a det danske pengemarked
Engsted, Tom
;
Tanggaard, Carsten
- In:
Nationaløkonomisk tidsskrift
133
(
1995
)
1
,
pp. 87-97
Persistent link: https://www.econbiz.de/10009938084
Saved in:
10
Risikopræmien p°a danske aktier
Engsted, Tom
;
Tanggaard, Carsten
- In:
Nationaløkonomisk tidsskrift
137
(
1999
)
2
,
pp. 164-177
Persistent link: https://www.econbiz.de/10009938165
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