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Multicointegration and present value relations
Engsted, Tom; Gonzalo, Jesús; Haldrup, Niels - 1995
Persistent link: https://www.econbiz.de/10000915773
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Testing quadratic adjustment cost models within a cointegrated VAR
Engsted, Tom; Haldrup, Niels - 1992
Persistent link: https://www.econbiz.de/10000845224
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The Danish equity premium
Engsted, Tom - 1998
Persistent link: https://www.econbiz.de/10000981752
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The predictive power of the money market term structure
Engsted, Tom - In: International journal of forecasting 12 (1996) 2, pp. 289-295
Persistent link: https://www.econbiz.de/10001204613
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The term structure of interest rates in Denmark 1982 - 89 : testing the rational expectations constant liquidity premium theory
Engsted, Tom - In: Bulletin of economic research 45 (1993) 1, pp. 19-37
Persistent link: https://www.econbiz.de/10001138154
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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. 1-13
Persistent link: https://www.econbiz.de/10001452532
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The Danish stock and bond markets : comovement, return predictability and variance decomposition
Engsted, Tom; Tanggaard, Carsten - 1999
Persistent link: https://www.econbiz.de/10001456440
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Husholdningssektorens energiforbrug 1960 - 1996
Bentzen, Jan; Engsted, Tom - In: Nationaløkonomisk tidsskrift 137 (1999) 2, pp. 150-163
Persistent link: https://www.econbiz.de/10001422108
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Risikopræmien p°a danske aktier
Engsted, Tom; Tanggaard, Carsten - In: Nationaløkonomisk tidsskrift 137 (1999) 2, pp. 164-177
Persistent link: https://www.econbiz.de/10001422112
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Test af "permanent indkomst-rationel forventnings"-hypotesen
Engsted, Tom - 1990
Persistent link: https://www.econbiz.de/10000811778