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Engsted, Tom
28
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9
Bentzen, Jan
5
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3
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2
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2
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Journal of empirical finance
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3
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OLC EcoSci
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1
Long-run forecasting in multicointegrated systems
Siliverstovs, Boriss
;
Engsted, Tom
;
Haldrup, Niels
- In:
Journal of forecasting
23
(
2004
)
5
,
pp. 315-336
Persistent link: https://www.econbiz.de/10006880578
Saved in:
2
Misspecification versus bubbles in hyperinflation data: comment
Engsted, Tom
- In:
Journal of international money and finance
22
(
2003
)
4
,
pp. 441-452
Persistent link: https://www.econbiz.de/10006888620
Saved in:
3
GMM and present value tests of the C-CAPM: Evidence from the Danish, German, Swedish and UK stock markets
Lund, Jesper
;
Engsted, Tom
- In:
Journal of international money and finance
15
(
1996
)
4
,
pp. 497-522
Persistent link: https://www.econbiz.de/10006932626
Saved in:
4
Multicointegration in Stock-flow Models
Engsted, Tom
;
Haldrup, Niels
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
2
,
pp. 237-254
Persistent link: https://www.econbiz.de/10006460449
Saved in:
5
Does the Long-term Interest Rate Predict Future Inflation? A Multi-Country Analysis
Engsted, Tom
- In:
The review of economics and statistics
77
(
1995
)
1
,
pp. 42-54
Persistent link: https://www.econbiz.de/10006405875
Saved in:
6
Regime shifts in the Danish term structure of interest rates
Engsted, Tom
;
Nyholm, Ken
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10006291271
Saved in:
7
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:
8
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:
9
On the Estimation of Short- and Long-Run Elasticities in U.S. Petroleum Consumption: Comment
Bentzen, Jan
;
Engsted, Tom
- In:
Southern economic journal
62
(
1996
)
3
,
pp. 783-787
Persistent link: https://www.econbiz.de/10006677446
Saved in:
10
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
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