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The log-linear return approximation, bubbles, and predictability
Engsted, Tom; Pedersen, Thomas Q.; Tanggaard, Carsten - 2010
Persistent link: https://www.econbiz.de/10008651718
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Pitfalls in VAR based return decompositions : a clarification
Engsted, Tom; Pedersen, Thomas Q.; Tanggaard, Carsten - 2010
Persistent link: https://www.econbiz.de/10003934481
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Pitfalls in VAR based return decompositions : a clarification
Engsted, Tom; Pedersen, Thomas Q.; Tanggaard, Carsten - In: Journal of banking & finance 36 (2012) 5, pp. 1255-1265
Persistent link: https://www.econbiz.de/10009614553
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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
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Bias-correction in vector autoregressive models : a simulation study
Engsted, Tom; Pedersen, Thomas Q. - 2011
Persistent link: https://www.econbiz.de/10009008562
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Return predictability and intertemporal asset allocation : evidence from a bias-adjusted VAR model
Engsted, Tom; Pedersen, Thomas Q. - In: Journal of empirical finance 19 (2012) 2, pp. 241-253
Persistent link: https://www.econbiz.de/10009615710
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The predictive power of dividend yields for future infl‡ation : money illusion or rational causes?
Engsted, Tom; Pedersen, Thomas Q. - 2016
Persistent link: https://www.econbiz.de/10011474702
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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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The relation between asset returns and inflation at short and long horizons
Engsted, Tom; Tanggaard, Carsten - 2000
Persistent link: https://www.econbiz.de/10001468901
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The relation between asset returns and inflation at short and long horizons
Engsted, Tom; Tanggaard, Carsten - 2000
Persistent link: https://www.econbiz.de/10001493817