Bibsonomy :: author  ::

bookmarks

publications

(6)

• The comovement of US and German bond markets
  Tom Engsted and Carsten Tanggaard International Review of Financial Analysis 16 172--182 (2007)
  to International bond markets by smicha on 2008-04-29 08:06:25
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• The relation between asset returns and inflation at short and long horizons
  Tom Engsted and Carsten Tanggaard Journal of International Financial Markets, Institutions and Money 12 101--118 (2002)
  to Fisher hypothesis by smicha on 2008-04-29 08:06:25
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• A new daily dividend-adjusted index for the Danish stock market, 1985-2002: construction, statistical properties, and return predictability
  Klaus Belter and Tom Engsted and Carsten Tanggaard Research in International Business and Finance 19 53--70 (2005)
  to Asset market returns by smicha on 2008-04-28 13:05:01
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• The Danish stock and bond markets: comovement, return predictability and variance decomposition
  Tom Engsted and Carsten Tanggaard Journal of Empirical Finance 8 243--271 (2001)
  to VAR model by smicha on 2008-04-23 22:05:04
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• Cointegration and the US term structure
  Tom Engsted and Carsten Tanggaard Journal of Banking \& Finance 18 167--181 (1994)
  to Term structure by smicha on 2008-04-22 13:53:19
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• Yield curve estimation by kernel smoothing methods
  Oliver Linton and Enno Mammen and Jans Perch Nielsen and Carsten Tanggaard Journal of Econometrics 105 185--223 (2001)
  to Zero coupon by smicha on 2008-04-21 22:02:42
  | URL | BibTeX