Similar Search Results

The Danish stock and bond markets : comovement, return predictability and variance decomposition

Engsted, Tom; Tanggaard, Carsten - 1999

Persistent link: https://www.econbiz.de/10001456440

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. 243-271

Persistent link: https://www.econbiz.de/10001587064

The Danish stock and bond markets : comovement, return predictability and variance decomposition

Engsted, Tom; Tanggaard, Carsten - 1999

Persistent link: https://www.econbiz.de/10001411172

The comovement of US and UK stock markets

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

Persistent link: https://www.econbiz.de/10001660129

The comovement of US and German bond markets

Engsted, Tom (contributor); Tanggaard, Carsten (contributor) - 2005

Persistent link: https://www.econbiz.de/10002612195

The comovement of U.S. And U.K. stock markets

Engsted, Tom; Tanggaard, Carsten - 2002

Persistent link: https://www.econbiz.de/10001683185

Pitfalls in VAR based return decompositions : a clarification

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

Persistent link: https://www.econbiz.de/10003934481

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

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/10003612670

Bias-Correction in Vector Autoregressive Models : A Simulation Study

Engsted, Tom - 2011

We analyze and compare the properties of various methods for bias-correcting parameter estimates in vector autoregressions. First, we show that two analytical bias formulas from the existing literature are in fact identical. Next, based on a detailed simulation study, we show that this simple...

Persistent link: https://www.econbiz.de/10013125302