Statistisk evaluering af finansielle modeller: Den bayesianske tilgang. / Engsted, Tom.
In: Finans/Invest, No. 1, 2021, p. 14-21.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Er der virkelig 400+ risikofaktorer i aktiemarkedet? En diskussion af statistisk praksis i empirisk finansiering. / Engsted, Tom.
In: Finans/Invest, No. 6, 2020, p. 28-35.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Frekvensbaserede vs. bayesianske metoder i empirisk økonomi. / Engsted, Tom.
2020. Poster session presented at Nationaløkonomisk forenings Årsmøde, Kolding, Denmark.Research output: Contribution to conference › Poster › Research › peer-review
Likelihoodprincippet og den klassiske p-værdi. / Engsted, Tom.
Symposium i Anvendt Statistik: 27.-28. januar 2020. ed. / Peter Linde. Aarhus : Det Nationale Forskningscenter for Arbejdsmiljø, 2020. p. 137-154.Research output: Contribution to book/anthology/report/proceeding › Book chapter › Research › peer-review
The Yield Spread and Bond Return Predictability in Expansions and Recessions. / Andreasen, Martin Møller; Engsted, Tom; Jensen, Magnus David Sander; Møller, Stig Vinther.
In: Review of Financial Studies, 2020.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Bayesianske hypotesetest. / Engsted, Tom.
Symposium i Anvendt Statistik. ed. / Peter Linde. København : Det Nationale Forskningscenter for Arbejdsmiljø, 2019. p. 21-36.Research output: Contribution to book/anthology/report/proceeding › Article in proceedings › Research › peer-review
Disappearing money illusion. / Engsted, Tom; Pedersen, Thomas Quistgaard.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2018.Research output: Working paper › Research
Frekvensbaserede versus bayesianske metoder i empirisk økonomi. / Engsted, Tom.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2018.Research output: Working paper › Research
Sådan stopper man højfrekvent handel. / Engsted, Tom; Tanggaard, Carsten.
In: Politiken, Vol. Analyse, 18.03.2017.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Contribution to newspaper - Newspaper article
Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia. / Andreasen, Martin Møller; Engsted, Tom; Møller, Stig Vinther; Jensen, Magnus David Sander.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2016.Research output: Working paper › Research
The predictive power of dividend yields for future inflation: Money illusion or rational causes? / Engsted, Tom; Pedersen, Thomas Quistgaard.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2016.Research output: Working paper › Research
Bankpakkernes succes er stærkt forskønnet. / Engsted, Tom.
In: Dagbladet Politiken, 08.04.2016.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Contribution to newspaper - Comment/debate
Morningstar-rapport er fri fantasi. / Engsted, Tom; Tanggaard, Carsten.
In: Borsen.dk, 24.01.2016.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Contribution to newspaper - Comment/debate
Explosive bubbles in house prices? Evidence from the OECD countries. / Engsted, Tom; Hviid, Simon Juul; Pedersen, Thomas Quistgaard.
In: Journal of International Financial Markets, Institutions & Money, Vol. 40, 2016, p. 14-25.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Fama on Bubbles. / Engsted, Tom.
In: Journal of Economic Surveys, Vol. 30, No. 2, 2016, p. 370-376.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Gav EU grønt lys til at fusionere to usunde banker? / Engsted, Tom; Raaballe, Johannes.
In: Berlingske Tidende, 14.12.2015.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Contribution to newspaper - Comment/debate
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Contribution to newspaper - Comment/debate
Explosive bubbles in house prices? Evidence from the OECD countries. / Engsted, Tom; Hviid, Simon Juul; Pedersen, Thomas Quistgaard.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2015.Research output: Working paper › Research
Cross-sectional consumption-based asset pricing: A reappraisal. / Engsted, Tom; Møller, Stig Vinther.
In: Economics Letters, Vol. 132, 2015, p. 101-104.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Research output: Contribution to book/anthology/report/proceeding › Book chapter › Communication
Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries. / Engsted, Tom; Pedersen, Thomas Quistgaard.
In: Journal of International Money and Finance, Vol. 53, 2015, p. 257-275.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Supplerende pensionsopsparing : Anbefalinger og gode råd til, hvordan du sammensætter din supplerende pensionsopsparing. / Engsted, Tom; Møller, Michael; Steffensen, Mogens.
København : Penge- og Pensionspanelet, 2015. 11 p.Research output: Book/anthology/dissertation/report › Report › Communication
Aktiv forvaltning er en dødssejler. / Tanggaard, Carsten; Engsted, Tom.
In: Finans.dk (Jyllands-Posten), 29.10.2014.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Contribution to newspaper - Newspaper article
Fama on bubbles. / Engsted, Tom.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2014.Research output: Working paper › Research
Den finansielle krise i Danmark : Diskussion af rapporten fra Udvalget om årsagerne til finanskrisen: Duplik. / Engsted, Tom; Raaballe, Johannes.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2014.Research output: Working paper › Research
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: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Communication
Bias-correction in vector autoregressive models : A simulation study. / Engsted, Tom; Pedersen, Thomas Quistgaard.
In: Econometrics, Vol. 2, No. 1, 2014, p. 45-71.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Den finansielle krise i Danmark : Diskussion af rapporten fra Udvalget om årsagerne til finanskrisen: Duplik. / Engsted, Tom; Raaballe, Johannes.
In: Finans/Invest, No. 3, 2014, p. 28-35.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Housing market volatility in the OECD area : Evidence from VAR based return decompositions. / Engsted, Tom; Pedersen, Thomas Quistgaard.
In: Journal of Macroeconomics, Vol. 42, 2014, p. 91-103.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Den finansielle krise i Danmark : Diskussion af rapporten fra "Udvalg om årsagerne til finanskrisen". / Engsted, Tom; Raaballe, Johannes.
In: Finans/Invest, Vol. 2013, No. 8, 8, 06.12.2013, p. 4-13.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Den finansielle krise i Danmark: Diskussion af rapporten fra ”Udvalg om årsagerne til finanskrisen”. / Engsted, Tom; Raaballe, Johannes.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2013.Research output: Working paper › Research
Nobelprisen i økonomi 2013: Eugene F. Fama, Robert J. Shiller og Lars Peter Hansen. / Engsted, Tom.
In: Finans/Invest, No. 8, 8, 12.2013, p. 26-29.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Detailregulering er opskriften på nye kriser. / Engsted, Tom.
In: Dagbladet Information, 23.09.2013.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Contribution to newspaper - Feature article
Bond return predictability in expansions and recessions. / Engsted, Tom; Møller, Stig Vinther; Jensen, Magnus David Sander.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2013.Research output: Working paper › Research
Malurt i bægeret. / Engsted, Tom; Tanggaard, Carsten.
In: Boersen, 25.04.2013.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Contribution to newspaper - Comment/debate
Housing market volatility in the OECD area: Evidence from VAR based return decompositions. / Engsted, Tom; Pedersen, Thomas Quistgaard.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2013.Research output: Working paper › Research
Derfor skyder økonomerne forbi. / Engsted, Tom.
In: Politiken, Analyse, 30.01.2013.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Contribution to newspaper - Newspaper article
Det finansielle system og krisen. / Engsted, Tom; Tanggaard, Carsten; Balling, Morten.
In: Finans/Invest, No. 4, 2013, p. 2-3, 9.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Editorial › peer-review
Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries. / Engsted, Tom; Pedersen, Thomas Quistgaard.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2012.Research output: Working paper › Research
Aktiv vs. passiv forvaltning, held eller dygtighed, og måling af porteføljeforvalteres performance. / Engsted, Tom.
In: Finans/Invest, No. 3, 2012, p. 4-11.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
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: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model. / Engsted, Tom; Pedersen, Thomas Quistgaard.
In: Journal of Empirical Finance, Vol. 19, No. 2, 2012, p. 241-253.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Testing for rational bubbles in a coexplosive vector autoregression. / Engsted, Tom; Nielsen, Bent.
In: Econometrics Journal, Vol. 15, No. 2, 2012, p. 226-254.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
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: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
En pengemaskine for bankerne. / Engsted, Tom.
In: Weekendavisen, 17.06.2011.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Contribution to newspaper - Feature article
Bias-correction in vector autoregressive models: A simulation study. / Engsted, Tom; Pedersen, Thomas Quistgaard.
Aarhus : CREATES, Institut for Økonomi, Aarhus Universitet, 2011.Research output: Working paper › Research
Anbefalinger om aktieinvestering. / Engsted, Tom; Larsen, Bjarne Graven; Møller, Michael.
2011. 37 p.Research output: Memorandum/exposition › Memorandum › peer-review
Anbefalinger til den 'almindelige forbruger' om aktieinvesteringer. / Engsted, Tom; Møller, Michael.
In: Finans/Invest, Vol. 2011, No. 2, 2011, p. 5-10.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Cross-sectional consumption-based asset pricing: The importance of consumption timing and the inclusion of severe crises. / Engsted, Tom; Møller, Stig Vinther.
Aarhus : CREATES, Institut for Økonomi, Aarhus Universitet, 2011.Research output: Working paper › Research
An Iterated GMM Procedure for Estimating the Campbell-Cochrane Habit Formation Model, with an Application to Danish Stock and Bond Returns. / Engsted, Tom; Møller, Stig Vinther.
In: International Journal of Finance and Economics, Vol. 15, No. 3, 2010, p. 213-227.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Habit formation, surplus consumption and return predictability : International evidence. / Engsted, Tom; Hyde, Stuart; Vinther Møller, Stig.
In: Journal of International Money and Finance, Vol. 29, No. 7, 2010, p. 1237-1255.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Pitfalls in VAR based return decompositions: A clarification. / Engsted, Tom; Pedersen, Thomas Quistgaard; Tanggaard, Carsten.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2010.Research output: Working paper › Research
Spekulative bobler: Kan de identificeres, og hvad skal vi gøre ved dem? / Engsted, Tom.
In: Finans/Invest, No. 5, 2010, p. 5-16.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Testing for rational bubbles in a co-explosive vector autoregression. / Engsted, Tom; Nielsen, Bent.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2010.Research output: Working paper › Research
The dividend-price ratio does predict dividend growth: International evidence. / Engsted, Tom; Pedersen, Thomas Quistgaard.
In: Journal of Empirical Finance, Vol. 17, No. 4, 2010, p. 585-605.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
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: Working paper › Research
Peter Straarup blev skam advaret. / Engsted, Tom.
In: Politiken, 10.02.2009.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Contribution to newspaper - Comment/debate
Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak. / Engsted, Tom.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2009.Research output: Working paper › Research
Statistical vs. economic significance in economics and econometrics: Further comments on McCloskey and Ziliak. / Engsted, Tom.
In: Journal of Economic Methodology, Vol. 16, No. 4, 2009, p. 393-408.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
The dividend-price ratio does predict dividend growth: International evidence. / Engsted, Tom; Pedersen, Thomas Quistgaard.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2009.Research output: Working paper › Research
An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish stock and bond returns. / Engsted, Tom; Møller, Stig V.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2008.Research output: Working paper › Research
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model. / Engsted, Tom; Pedersen, Thomas Quistgaard.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2008.Research output: Working paper › Research
Habit Formation, Surplus Consumption and Return Predictability: International Evidence. / Engsted, Tom; Hyde, Stuart; Møller, Stig V.
Institut for Økonomi, Aarhus Universitet, 2007.Research output: Working paper › Research
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: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Explosive bubbles in the cointegrated VAR model. / Engsted, Tom.
In: Finance Research Letters, No. 3, 2006, p. 154-162.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Kan afkast forudsiges i et efficient marked? / Engsted, Tom.
In: Finans/Invest, No. 6, 2006, p. 4-8.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research
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: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Explosive bubbles in the US stock market, 1871-2000. / Engsted, Tom.
In: Finance Letters, Vol. 3, 2005, p. 113-116.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Finansiel økonometri. / Engsted, Tom.
Udviklingslinier i finansiering. ed. / Michael Christensen. København : Djøf Forlag, 2005. p. 215-244.Research output: Contribution to book/anthology/report/proceeding › Book chapter › Research
Prisudvikling på aktie- og boligmarkedet: Deja vu. / Engsted, Tom.
In: Finans/Invest, Vol. No 5, 2005, p. 2-4.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
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: Contribution to book/anthology/report/proceeding › Book chapter › Research
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: Contribution to book/anthology/report/proceeding › Book chapter › Research
Long-run forecasting in multicointegrated systems. / Siliverstovs, Boriss; Engsted, Tom; Haldrup, Niels.
In: Journal of Forecasting, Vol. 23, No. 5, 2004, p. 315-335.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
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: Contribution to conference › Paper › Research
Speculative bubbles in stock prices? Tests based on the price-dividend ratio. / Engsted, Tom; Tanggaard, Carsten.
2004.Research output: Working paper › Research
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: Contribution to conference › Paper › Research
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: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
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.
2003.Research output: Working paper › Research
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: Working paper › Research
Denmark - A Chapter on the Danish Bond Market. / Christiansen, Charlotte; Engsted, Tom; Jakobsen, Svend; Tanggaard, Carsten.
2003.Research output: Working paper › Research
Misspecification Versus Bubbles in Hyperinflation Data: Comment. / Engsted, Tom.
In: Journal of International Money and Finance, Vol. 22, No. 4, 2003, p. 441-451.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
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: Contribution to conference › Paper › Research
Aktiemarkedet. / Engsted, Tom.
2002.Research output: Working paper › Research
Aktiemarkedet. / Engsted, Tom.
2002. Paper presented at Nationaløkonomisk Forenings Kolding Fjord Konference, .Research output: Contribution to conference › Paper › Research
Long-Run Forecasting in Multicointegrated Systems. / Siliverstovs, Boriss; Engsted, Tom; Haldrup, Niels.
2002.Research output: Working paper › Research
Measures of Fit for Rational Expectations Models. / Engsted, Tom.
In: Journal of Economic Surveys, Vol. 16, August, No. 3, 2002, p. 301-355.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Measuring Noise in the Permanent Income Hypothesis. / Engsted, Tom.
In: Journal of Macroeconomics, Vol. 4, No. 3, 2002, p. 353-370.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Misspecification Versus Bubbles in Hyperinflation Data: Comment. / Engsted, Tom.
2002.Research output: Working paper › Research
The Comovement of US and UK Stock Markets. / Engsted, Tom; Tanggaard, Carsten.
2002.Research output: Working paper › Research
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: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
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: Contribution to conference › Paper › Research
Udviklingen på aktiemarkedet: "Mean-reversion" og den finansielle sektors investeringsråd og -anbefalinger. / Engsted, Tom.
In: Finans/Invest, Vol. VIII, 2002, p. 5-9.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
A New Test for Speculative Bubbles Based on Return Variance Decompositions. / Engsted, Tom; Tanggaard, Carsten.
2001.Research output: Working paper › Research
A Revival of the Autoregressive Distributed Lag Model in Estimating Energy Demand Relationships. / Bentzen, Jan Børsen; Engsted, Tom.
In: Energy, Vol. 26, No. 1, 2001, p. 45-55.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Afkast og risiko ved aktieinvesteringer på kort og lang sigt: Kommentar og replik. / Engsted, Tom.
In: Nationaloekonomisk Tidsskrift, Vol. 139, 2001, p. 316-319 + s. 321-322.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
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: Contribution to conference › Paper › Research
Measuring Noise in the Permanent Income Hypothesis. / Engsted, Tom.
2001. Paper presented at European Economic Association Annual Meeting, Lausanne, August, .Research output: Contribution to conference › Paper › Research
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: Contribution to conference › Paper › Research
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: Contribution to conference › Paper › Research
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: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review