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Rentestrukturen p°a den danske pengemarked
Engsted, Tom; Tanggaard, Carsten - 1994
Persistent link: https://www.econbiz.de/10000882187
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Cointegration and the US term structure
Engsted, Tom - In: Journal of banking & finance 18 (1994) 1, pp. 167-181
Persistent link: https://www.econbiz.de/10001156036
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A cointegration analysis of Danish zero-coupon bond yields
Engsted, Tom - In: Applied financial economics 4 (1994) 4, pp. 265-278
Persistent link: https://www.econbiz.de/10001164678
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Rentestrukturen p°a det danske pengemarked
Engsted, Tom - In: Nationaløkonomisk tidsskrift 133 (1995) 1, pp. 87-97
Persistent link: https://www.econbiz.de/10001181114
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The predictive power of yield spreads for future interest rates : evidence from the Danish term structure
Engsted, Tom - In: The Scandinavian journal of economics 97 (1995) 1, pp. 145-159
Persistent link: https://www.econbiz.de/10001183384
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Testing cointegration implications of the constant term premium hypothesis in US term structure data
Engsted, Tom; Tanggaard, Carsten - 1992
Persistent link: https://www.econbiz.de/10000847544
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A cointegration analysis of Danish zero-coupon bond yields
Engsted, Tom; Tanggaard, Carsten - 1992
Persistent link: https://www.econbiz.de/10000847545
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Nonparametric smoothing of yield curves
Tanggaard, Carsten - In: Review of quantitative finance and accounting 9 (1997) 3, pp. 251-267
Persistent link: https://www.econbiz.de/10001591111
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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/10001180424
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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