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Does the Long-Term Interest Rate Predict Future Inflation? A Multi-Country Analysis. The Review of Economics and Statistics, 77 (1): 42-54 (февраля 1995)Literature review for Fisher Effect Paper.GMM and present value tests of the C-CAPM: evidence from the Danish, German, Swedish and UK stock markets, и . Journal of International Money and Finance, 15 (4): 497--521 (августа 1996)The comovement of US and German bond markets, и . International Review of Financial Analysis, 16 (2): 172--182 (2007)The Danish stock and bond markets: comovement, return predictability and variance decomposition, и . Journal of Empirical Finance, 8 (3): 243--271 (июля 2001)Testing for multicointegration, , и . Economics Letters, 56 (3): 259--266 (14.11.1997)A new daily dividend-adjusted index for the Danish stock market, 1985-2002: construction, statistical properties, and return predictability, , и . Research in International Business and Finance, 19 (1): 53--70 (марта 2005)The predictive power of the money market term structure. International Journal of Forecasting, 12 (2): 289--295 (июня 1996)Cointegration and the US term structure, и . Journal of Banking & Finance, 18 (1): 167--181 (января 1994)The monetary model of the exchange rate under hyperinflation: New encouraging evidence. Economics Letters, 51 (1): 37--44 (апреля 1996)Measures of Fit for Rational Expectations Models. Journal of Economic Surveys, 16 (3): 301--355 (182 07 2002)doi: 10.1111/1467-6419.00171.