Department of Economics and Business Economics

Carsten Tanggaard

  1. 2017
  2. Published

    Sådan stopper man højfrekvent handel. / Engsted, Tom; Tanggaard, Carsten.

    In: Politiken, Vol. Analyse, 18.03.2017.

    Research output: CommunicationContribution to newspaper - Newspaper article

  3. 2016
  4. Published

    Morningstar-rapport er fri fantasi. / Engsted, Tom; Tanggaard, Carsten.

    In: Borsen.dk, 24.01.2016.

    Research output: CommunicationContribution to newspaper - Comment/debate

  5. 2015
  6. Published

    Global Polynomial Kernel Hazard Estimation : Ajuste polinomial global para la estimación kernel de la función de riesgo. / Hiabu, Munir; Miranda, Maria Dolores Martínez; Nielsen, Jens Perch; Spreeuw, Jaap; Tanggaard, Carsten; Villegas, Andrés.

    In: Revista Colombiana de Estadistica, Vol. 38, No. 2, 07.2015, p. 399-411.

    Research output: Research - peer-reviewJournal article

  7. 2014
  8. Published

    Asymmetric Information, Self-selection, and Pricing of Insurance Contracts : The Simple No-Claims Case. / Donnelly, Catherine; Englund, Martin Kristian; Nielsen, Jens Perch; Tanggaard, Carsten.

    In: Journal of Risk and Insurance, Vol. 81, No. 4, 12.2014, p. 757-779.

    Research output: Research - peer-reviewJournal article

  9. Published

    Aktiv forvaltning er en dødssejler. / Tanggaard, Carsten; Engsted, Tom.

    In: Finans.dk (Jyllands-Posten), 29.10.2014.

    Research output: CommunicationContribution to newspaper - Newspaper article

  10. Published

    Anders Grosen - redaktør og samfundsdebattør. / Balling, Morten; Engsted, Tom; Jakobsen, Svend; Møller, Michael; Tanggaard, Carsten.

    In: Finans/Invest, No. 1, 2014, p. 5-9.

    Research output: CommunicationJournal article

  11. Published

    Investeringsforeninger, deres bestyrelser og bankerne under beskydning – hvad er problemet med omkostningerne? / Bechmann, Ken; Tanggaard, Carsten.

    In: Finans/Invest, No. 6, 2014, p. 2-6.

    Research output: Research - peer-reviewJournal article

  12. 2013
  13. Published

    Malurt i bægeret. / Engsted, Tom; Tanggaard, Carsten.

    In: Boersen, 25.04.2013.

    Research output: CommunicationContribution to newspaper - Comment/debate

  14. Published

    Det finansielle system og krisen. / Engsted, Tom; Tanggaard, Carsten; Balling, Morten.

    In: Finans/Invest, No. 4, 2013, p. 2-3, 9.

    Research output: Research - peer-reviewEditorial

  15. Published

    Horisontberegninger for boliglån: forslag til nøgletal for boligfinansiering. / Tanggaard, Carsten; Jakobsen, Svend; Leth-Petersen , Søren ; Sørensen, Peter Norman; Skibye-Lotz, Rikke ; Worm, Sune; Andersen, Gert Holst; Stenbæk, Niels Storm; Holmberg, Troels Hauer; Pedersen, Morten Bruun; Andersen, Annette Bjaaland; Johannessen, Henrik Bruun.

    København : Penge- og Pensionspanelet, 2013. 10 p.

    Research output: CommunicationReport

  16. Published

    Omlægning af kapitalpension til aldersopsparing i et pengeinstitut: anbefalinger fra Penge- og Pensionspanelet. / Habel, Christine; Jensen, Karen Leth; Møller, Michael; Pedersen, Morten Bruun; Tanggaard, Carsten.

    København : Penge- og Pensionspanelet, 2013. 11 p.

    Research output: CommunicationReport

  17. Published

    Omlægning af kapitalpension til aldersopsparing i et pensionsselskab: anbefalinger fra Penge- og Pensionspanelet. / Habel, Christine; Jensen, Karen Leth; Møller, Michael; Pedersen, Morten Bruun; Tanggaard, Carsten.

    København : Penge- og Pensionspanelet, 2013. 13 p.

    Research output: CommunicationReport

  18. Published

    Rangvid rapporten om investeringsrådgivning. / Tanggaard, Carsten.

    In: Finans/Invest, No. 8, 2013, p. 14-17.

    Research output: Research - peer-reviewJournal article

  19. 2012
  20. Published

    Kritik af investeringsforeninger : Omkostninger, gennemsigtighed og interessekonflikter. / Tanggaard, Carsten.

    In: Finans/Invest, No. 3, 2012, p. 2-3, 11, 19, 24.

    Research output: CommunicationComment/debate

  21. Published

    Pitfalls in VAR based return decompositions: A clarification. / Engsted, Tom; Pedersen, Thomas Quistgaard; Tanggaard, Carsten.

    In: Journal of Banking & Finance, Vol. 36, No. 5, 2012, p. 1255–1265.

    Research output: Research - peer-reviewJournal article

  22. Published

    The Log-Linear Return Approximation, Bubbles, and Predictability. / Engsted, Tom; Pedersen, Thomas Quistgaard; Tanggaard, Carsten.

    In: Journal of Financial and Quantitative Analysis, Vol. 47, No. 3, 2012, p. 643-665.

    Research output: Research - peer-reviewJournal article

  23. 2010
  24. Published

    Penge- og Pensionspanelet. / Tanggaard, Carsten.

    In: Finans/Invest, No. 3, 2010, p. 2-4.

    Research output: Research - peer-reviewJournal article

  25. Published

    Pitfalls in VAR based return decompositions: A clarification. / Engsted, Tom; Pedersen, Thomas Quistgaard; Tanggaard, Carsten.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2010.

    Research output: ResearchWorking paper

  26. Published

    The log-linear return approximation, bubbles, and predictability. / Engsted, Tom; Pedersen, Thomas Quistgaard; Tanggaard, Carsten.

    Aarhus : Aarhus University. School of Economics and Management, 2010.

    Research output: ResearchWorking paper

  27. 2009
  28. Published

    Finansiel rådgivning - et forbrugerpolitisk rædselskabinet. / Grosen, Anders; Tanggaard, Carsten.

    In: Finans/Invest, No. 4, 2009, p. 2-4.

    Research output: Research - peer-reviewJournal article

  29. Published

    Finansiel rådgivning - behov for enkel og effektiv finansaftalelov. / Grosen, Anders; Tanggaard, Carsten.

    In: Finans/Invest, No. 5, 2009, p. 2-4.

    Research output: Research - peer-reviewJournal article

  30. Published

    Local linear density estimation for filtered survival data, with bias correction. / Nielsen, Jens Perch; Tanggaard, Carsten; Jones, M.C.

    In: Statistics, Vol. 43, No. 2, 2009, p. 167-186.

    Research output: Research - peer-reviewJournal article

  31. Published

    Paying for Market Quality. / Anand, Amber; Tanggaard, Carsten; Weaver, Daniel G.

    In: Journal of Financial and Quantitative Analysis, Vol. 44, No. 6, 2009, p. 1427-1457.

    Research output: Research - peer-reviewJournal article

  32. 2008
  33. Published

    Dispersed trading and the prevention of market failure : The case of the Copenhagen Stock Exchange. / Porter, David C.; Tanggaard, Carsten; Weaver, Daniel G.; Yu, Wei.

    In: European Financial Management, Vol. 14, No. 2, mar, 2008, p. 243-267.

    Research output: Research - peer-reviewJournal article

  34. 2007
  35. Published

    Local Linear Density Estimation for Filtered Survival Data with Bias Correction. / Tanggaard, Carsten; Nielsen, Jens Perch; Jones, M.C.

    Aarhus : CREATES, Institut for Økonomi, Aarhus Universitet, 2007.

    Research output: ResearchWorking paper

  36. Published

    Paying for Market Quality. / Tanggaard, Carsten; Anand, Amber; Weaver, Daniel G.

    Aarhus : CREATES, Institut for Økonomi, Aarhus Universitet, 2007.

    Research output: ResearchWorking paper

  37. Published

    Skovlen under banditterne. / Tanggaard, Carsten.

    In: Nyhedsbrev for Bestyrelser, No. 13, 2007, p. 8-9.

    Research output: CommunicationJournal article

  38. Published

    The comovement of US and German bond markets. / Engsted, Tom; Tanggaard, Carsten.

    In: International Review of Financial Analysis, Vol. 16, No. 2, 2007, p. 172-182.

    Research output: Research - peer-reviewJournal article

  39. 2006
  40. Published

    Dispersed Trading and the Prevention of Market Failure : The Case of the Copenhagen Stock Exchange. / Porter, David C.; Tanggaard, Carsten; G. Weaver, Daniel; Yu, Wei.

    Aarhus : Aarhus School of Business, Department of Business Studies, 2006.

    Research output: ResearchWorking paper

  41. Published

    Paying for Market Quality. / Anand, Amber; Tanggaard, Carsten; G. Weaver, Daniel.

    Aarhus : Aarhus School of Business, Department of Business Studies, 2006.

    Research output: ResearchWorking paper

  42. Published

    Upstairs, downstairs. / Tanggaard, Carsten.

    In: Finans/Invest, No. 7, 2006, p. 2-5.

    Research output: ResearchReview

  43. 2005
  44. Published

    A new daily dividend-adjusted index for the Danish stock market, 1985-2002: Construction, statistical properties, and return predictability. / Belter, Klaus; Engsted, Tom; Tanggaard, Carsten.

    In: Research in International Business and Finance, Vol. 19, No. 1, 2005, p. 53-70.

    Research output: Research - peer-reviewJournal article

  45. Published

    Market microstructure. / Tanggaard, Carsten.

    Udviklingslinier i finansiering. ed. / Michael Christensen. København : Djøf / Jurist- og Økonomforbundet, 2005. p. 157-182.

    Research output: ResearchBook chapter

  46. 2004
  47. Published

    An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993-2002. / Christiansen, Charlotte; Engsted, Tom; Jakobsen, Svend; Tanggaard, Carsten.

    European Fixed Income Markets: Money, Bond, and Interest Rate Derivatives. ed. / Jonathan A. Batten, Thomas A. Fetherston and Peter F. Szilagyi. London : John Wiley & Sons Ltd, 2004. p. s. 199-209.

    Research output: ResearchBook chapter

  48. Published

    Denmark - A Chapter on the Danish Bond Market. / Christiansen, Charlotte; Engsted, Tom; Jakobsen, Svend; Tanggaard, Carsten.

    European Fixed Income Markets: Money, Bond, and Interest Rate Derivatives. ed. / Jonathan A. Batten, Thomas A. Fetherston and Peter F. Szilagyi. London : John Wiley & Sons Ltd, 2004. p. s. 181-197.

    Research output: ResearchBook chapter

  49. Published
  50. Published

    Speculative bubbles in stock prices? Tests based on the price-dividend ratio. / Engsted, Tom; Tanggaard, Carsten.

    2004. Paper presented at The Annual Congress of the European Finance Association, Maastricht, .

    Research output: ResearchPaper

  51. Published

    The comovement of US and German bond markets. / Engsted, Tom; Tanggaard, Carsten.

    2004. Paper presented at The International Bond and Debt Market Integration Conference, .

    Research output: ResearchPaper

  52. Published

    The comovement of US and UK stock markets. / Engsted, Tom; Tanggaard, Carsten.

    In: European Financial Management, Vol. 10, No. 4, 2004, p. 593-607.

    Research output: Research - peer-reviewJournal article

  53. 2003
  54. Published
  55. Published

    An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 - 2002. / Christiansen, Charlotte; Engsted, Tom; Jakobsen, Svend; Tanggaard, Carsten.

    2003.

    Research output: ResearchWorking paper

  56. Published

    Den rygende pistol? / Tanggaard, Carsten.

    In: Aktionæren, No. 6, 2003.

    Research output: CommunicationJournal article

  57. Published

    Denmark - A Chapter on the Danish Bond Market. / Christiansen, Charlotte; Engsted, Tom; Jakobsen, Svend; Tanggaard, Carsten.

    2003.

    Research output: ResearchWorking paper

  58. Published

    Errors in Trade Classification: Consequences and Remedies. / Tanggaard, Carsten.

    2003.

    Research output: ResearchWorking paper

  59. Published

    Investeringsforeningernes obligationsafdelinger: effektiv, billig og fordelagtig opsparing? / Lund, Jesper; Tanggaard, Carsten.

    In: Finans/Invest, Vol. 4, 2003, p. 6-15.

    Research output: Research - peer-reviewJournal article

  60. Published

    Investeringsforeningernes obligationsafdelinger: effektiv, billig og fordelagtig opsparing? - Replik. / Lund, Jesper; Tanggaard, Carsten.

    In: Finans/Invest, Vol. 5, 2003, p. 31.

    Research output: Research - peer-reviewJournal article

  61. Published

    Local Linear Density Estimation for Filtered Survival Data, with Bias Correction. / Nielsen, Jens Perch; Tanggaard, Carsten; Jones, M.C.

    Aarhus School of Business, Department of Finance, 2003.

    Research output: ResearchWorking paper

  62. Published

    Speculative bubbles in stock prices? Tests based on the price-dividend ratio. / Engsted, Tom; Tanggaard, Carsten.

    2003. Paper presented at Euro Working Group on Financial Modelling, Monaco, November 6-9. Arne Ryde Workshop on Empirical Finance, Lund, November, .

    Research output: ResearchPaper

  63. Published

    Trade classification by switching regressions. / Tanggaard, Carsten; Nyholm, Ken.

    2003. Paper presented at Euro Working Group on Financial Modelling, Monaco, .

    Research output: ResearchPaper

  64. 2002
  65. Published

    The Comovement of US and UK Stock Markets. / Engsted, Tom; Tanggaard, Carsten.

    2002.

    Research output: ResearchWorking paper

  66. Published

    The Relation Between Asset Returns and Inflation at Short and Long Horizons. / Engsted, Tom; Tanggaard, Carsten.

    In: Journal of International Financial Markets, Institutions & Money, Vol. 12, 2002, p. 101-118.

    Research output: Research - peer-reviewJournal article

  67. Published

    The comovement of US and UK stock market. / Engsted, Tom; Tanggaard, Carsten.

    2002. Paper presented at The Second T.N. Thiele Symposium on Financial Econometrics, Copenhagen, October. The 31st Meeting of the EURO Working Group on Financial Modeling, Cyprus, November, .

    Research output: ResearchPaper

  68. 2001
  69. Published
  70. Published

    Boundary and Bias Correction in Kernel Hazard Estimation. / Nielsen, Jens Perch; Tanggaard, Carsten.

    In: Scandinavian Journal of Statistics, Vol. vol. 28, No. 4, 2001, p. 675-698.

    Research output: Research - peer-reviewJournal article

  71. Published

    Et dansk udbyttejusteret aktieindeks: 1985-2000. / Belter, K.; Tanggaard, Carsten.

    In: Finans/Invest, Vol. 5, 2001, p. 5-14.

    Research output: Research - peer-reviewJournal article

  72. Published

    Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. / Engsted, Tom; Mammen, Enno; Tanggaard, Carsten.

    2001. Paper presented at Centre for Analytical Finance Annual Meeting, (Sandbjerg Gods, January). Arne Ryde Workshop in Empirical Finance, (Lund, April). Global Finance Association Annual Meeting, (Los Angeles, May) Financial Management Association European Meeting, (Paris, June), .

    Research output: ResearchPaper

  73. Published

    Hvorfor er børshandel bedst? / Tanggaard, Carsten.

    In: Aktionæren, Vol. 8, 2001.

    Research output: Research - peer-reviewJournal article

  74. Published

    Investeringsservice: Afkastmåling, børskvalitet og rentegarantier. / Grosen, Anders; Tanggaard, Carsten.

    In: Finans/Invest, Vol. 2, 2001, p. 2-4.

    Research output: Research - peer-reviewJournal article

  75. Published

    Om aktiehandel, børskvalitet og børspligt. / Tanggaard, Carsten.

    In: Finans/Invest, Vol. 2, 2001, p. 6-15.

    Research output: Research - peer-reviewJournal article

  76. Published

    The Comovement of US and UK Stock Markets. / Engsted, Tom; Tanggaard, Carsten.

    2001. Paper presented at Centre for Analytical Finance Annual Meeting, Sandbjerg Gods, January, .

    Research output: ResearchPaper

  77. Published

    The Danish Stock and Bond Markets: Comovement, Return Predictability and Variance Decomposition. / Engsted, Tom; Tanggaard, Carsten.

    In: Journal of Empirical Finance, Vol. 8, No. 3, 2001, p. 243-271.

    Research output: Research - peer-reviewJournal article

  78. Published

    The Danish Stock and Bond Markets: Comovement, Return Predictability and Variance Decomposition. / Engsted, Tom; Tanggaard, Carsten.

    2001. Paper presented at Global Finance Association Annual Meeting, Los Angeles, May, .

    Research output: ResearchPaper

  79. Published

    Yield Curve Estimation by Kernel Smoothing Methods. / Linton, O.; Mammen, E.; Nielsen, J.P.; Tanggaard, Carsten.

    In: Journal of Econometrics, Vol. 105, No. 1, 2001, p. 185-223.

    Research output: Research - peer-reviewJournal article

  80. 2000
  81. Published

    Boundary and Bias Correction in Kernel Hazard Estimation. / Nielsen, Jens Perch; Tanggaard, Carsten.

    2000.

    Research output: ResearchWorking paper

  82. Published

    Dansk aktiehandel efter et år med Saxess. / Tanggaard, Carsten.

    In: Finans/Invest, No. 4, 2000, p. 2-3.

    Research output: CommunicationJournal article

  83. Published

    Et halvt års erfaringer med Saxess. / Tanggaard, Carsten.

    In: Synspunkt, No. januar, 2000.

    Research output: CommunicationJournal article

  84. Published
  85. Published

    Global Polynomial Kernel Hazard Estimation. / Nielsen, Jens Perch; Tanggaard, Carsten.

    2000.

    Research output: ResearchWorking paper

  86. Published

    Grønt lys til BG Bank. / Grosen, Anders; Tanggaard, Carsten.

    In: Finans/Invest, No. 6, 2000.

    Research output: CommunicationJournal article

  87. Published

    Pionerer eller banditter? / Hansen, Jesper Lau; Tanggaard, Carsten.

    In: Berlingske Tidende, No. september, 2000.

    Research output: CommunicationContribution to newspaper - Newspaper article

  88. Published

    Skyd først og spørg bagefter: Fondsrådet vs. banditterne. / Tanggaard, Carsten; Hansen, Jesper Lau.

    In: Nordisk Tidsskrift for Selskabsret, 2000, p. 3-4.

    Research output: Research - peer-reviewJournal article

  89. Published
  90. Published

    The relation between asset returns and inflation at short and long horizons. / Engsted, Tom; Tanggaard, Carsten.

    2000. Paper presented at Research Conference in Financial Risk Management, London, and 20th International Symposium on Forecasting, Lisbon, June, .

    Research output: ResearchPaper

  91. 1999
  92. Published

    Brugte biler, banker og børshandel. / Grosen, Anders; Tanggaard, Carsten.

    In: Finans/Invest, Vol. nr. 5, 1999.

    Research output: Research - peer-reviewJournal article

  93. Published

    Horisontens betydning for den institutionelle opsparing - svar. / Engsted, Tom; Tanggaard, Carsten.

    In: Finans/Invest, Vol. 3, No. maj, 1999, p. 16-18.

    Research output: Research - peer-reviewJournal article

  94. Published

    Kan det anbefales at overvægte aktierne i de unge år? / Engsted, Tom; Grosen, Anders; Tanggaard, Carsten.

    In: Finans/Invest, Vol. nr. 4, 1999, p. 2-4.

    Research output: Research - peer-reviewJournal article

  95. Published

    Long-term Risk and Return on Danish Stocks and Bonds. / Engsted, Tom; Tanggaard, Carsten.

    1999. Paper presented at Financial Markets in the Nordic Countries, Aarhus, .

    Research output: ResearchPaper

  96. Published

    Risiko for langsigtet fald i aktiekurserne - svar og duplik. / Engsted, Tom; Tanggaard, Carsten.

    In: Finans/Invest, Vol. 3, No. maj, 1999, p. 24-26 + s. 28.

    Research output: Research - peer-reviewJournal article

  97. Published

    Risikopræmien på danske aktier. / Engsted, Tom; Tanggaard, Carsten.

    In: Nationaloekonomisk Tidsskrift, Vol. 137, No. 2, 1999, p. 164-177.

    Research output: Research - peer-reviewJournal article

  98. Published
  99. Published

    The Danish Stock and Bond Markets: Comovement, Return, Predictability and Variance Decomposition. / Engsted, Tom; Tanggaard, Carsten.

    1999. Paper presented at Macroeconomic Transmissions Mechanisms: Empirical Applications and Econometric Methods, Trondheim, April, .

    Research output: ResearchPaper

  100. Published

    Tvivl om Norex. / Tanggaard, Carsten.

    In: Aktionæren, No. 1, 1999.

    Research output: CommunicationJournal article

  101. Published

    Yield Curve Estimation by Kernel Smoothing Methods. / Linton, O.; Mammen, E.; Nielsen, J.; Tanggaard, Carsten.

    1999.

    Research output: ResearchWorking paper

  102. 1998
  103. Published

    Aktiemarkedet på længere sigt: indikationer på faldende fremtidige kurser. / Tanggaard, Carsten; Engsted, Tom.

    In: Finans/Invest, No. VI, 1998, p. 15-19.

    Research output: Research - peer-reviewJournal article

  104. Published

    Estimating Yield Curves by Kernel Smoothing Methods. / Tanggaard, Carsten; Linton, O.; Nielsen, J.; Mammen, E.

    1998.

    Research output: ResearchWorking paper

  105. Published

    Horisontens betydning for den institutionelle opsparing. / Tanggaard, Carsten; Engsted, Tom; Nielsen, Jens Perch.

    In: Finans/Invest, No. VIII, 1998, p. 29-34.

    Research output: Research - peer-reviewJournal article

  106. Published

    Hvad praktikere bør vide om Finansielle stokastiske simulationsmodeller. / Tanggaard, Carsten.

    In: Finans/Invest, No. III, 1998, p. 28-30.

    Research output: Research - peer-reviewJournal article

  107. Published

    Hvad praktikere bør vide om Nye metoder til måling af nulkuponrenter. / Tanggaard, Carsten.

    In: Finans/Invest, No. VI, 1998, p. 28-30.

    Research output: Research - peer-reviewJournal article

  108. Published

    Hvad praktikere bør vide om Rentestruktur og prisdannelse på obligationsmarkedet. / Jakobsen, Svend; Tanggaard, Carsten.

    In: Finans/Invest, No. V, 1998, p. 25-30.

    Research output: Research - peer-reviewJournal article

  109. Published

    Liquidity, Bid-Ask Spreads, and Execution Costs: A Comparison of NYSE and CSE Trading Data. / Tanggaard, Carsten; Moulton, J.S.

    1998. Paper presented at FMA Annual Meeting in Chicago, October, .

    Research output: ResearchPaper

  110. Published

    Risikopræmien på danske aktier. / Engsted, Tom; Tanggaard, Carsten.

    1998.

    Research output: ResearchWorking paper

  111. 1997
  112. Published

    Hvad praktikere bør vide om Regressionsanalyse. / Tanggaard, Carsten.

    In: Finans/Invest, No. nr. 3, 1997, p. 27-29.

    Research output: Research - peer-reviewJournal article

  113. Published

    Kursspænd ved obligationshandel : en sammenligning mellem store og små investorer. / Tanggaard, Carsten.

    In: Finans/Invest, No. nr. 2, 1997, p. 23-27.

    Research output: Research - peer-reviewJournal article

  114. Published

    Nonparametric smoothing of yield curves. / Tanggaard, Carsten.

    In: Review of Quantitative Finance and Accounting, Vol. 9, No. 3, 1997, p. 251-267.

    Research output: Research - peer-reviewJournal article

  115. Published

    Opsparing i Danmark : en anmeldelse af to rapporter. / Engsted, Tom; Tanggaard, Carsten.

    In: Finans/Invest, No. nr. 5, 1997, p. 14-17.

    Research output: Research - peer-reviewJournal article

  116. 1995
  117. Published

    Rentestrukturen på det danske pengemarked. / Tanggaard, Carsten; Engsted, Tom.

    In: Nationaloekonomisk Tidsskrift, Vol. 133, No. 1, 1995, p. 87-97.

    Research output: Research - peer-reviewJournal article

  118. Published

    The predictive power of yield spreads for future interest rates : evidence from the Danish term structure. / Tanggaard, Carsten; Engsted, Tom.

    In: The Scandinavian Journal of Economics, 1995, p. 145-159.

    Research output: Research - peer-reviewJournal article

  119. 1994
  120. Published

    A cointegration analysis of Danish zero-coupon bond yields. / Engsted, Tom; Tanggaard, Carsten.

    In: Applied Financial Economics, No. Nr.4, 1994, p. 265-278.

    Research output: Research - peer-reviewJournal article

  121. Published

    Cointegration and the US term structure. / Engsted, Tom; Tanggaard, Carsten.

    In: Journal of Banking & Finance, No. No.18, 1994, p. 167-181.

    Research output: Research - peer-reviewJournal article