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A new test for speculative bubbles based on return variance decompositions

Engsted, Tom; Tanggaard, Carsten - 2001

Persistent link: https://www.econbiz.de/10001613889

A new test for speculative bubbles based on return variance decompositions

Engsted, Tom (contributor); Tanggaard, Carsten (contributor) - 2002 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10001660132

Speculative bubbles in stock prices? : Tests based on the price-dividend ratio

Engsted, Tom (contributor); Tanggaard, Carsten (contributor) - 2004 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10001998442

The log-linear return approximation, bubbles, and predictability

Engsted, Tom; Pedersen, Thomas Q.; Tanggaard, Carsten - 2010

Persistent link: https://www.econbiz.de/10008651718

The log-linear return approximation, bubbles, and predictability

Engsted, Tom; Pedersen, Thomas Q.; Tanggaard, Carsten - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 3, pp. 643-665

Persistent link: https://www.econbiz.de/10009672497

Speculative bubbles in stock prices? : Tests based on the price-dividend ratio

Engsted, Tom; Tanggaard, Carsten - 2003

Persistent link: https://www.econbiz.de/10001985166

The Log-Linear Return Approximation, Bubbles, and Predictability

Engsted, Tom - 2013

We study in detail the log-linear return approximation introduced by Campbell and Shiller (1988a). First, we derive an upper bound for the mean approximation error, given stationarity of the log dividend-price ratio. Next, we simulate various rational bubbles which have explosive conditional...

Persistent link: https://www.econbiz.de/10013094428

Misspecification versus bubbles in hyperinflation data : comment

Engsted, Tom - In: Journal of international money and finance 22 (2003) 4, pp. 441-451

Persistent link: https://www.econbiz.de/10001770574

Misspecification versus bubbles in hyperinflation data : comment

Engsted, Tom (contributor) - 2002 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10001660135

Testing for rational inflationary bubbles : the case of Argentina, Brazil and Israel

Engsted, Tom - In: Applied economics 25 (1993) 5, pp. 667-674

Persistent link: https://www.econbiz.de/10015142543