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Elsevier电子期刊(16)

在“Elsevier电子期刊”中，命中：16条，耗时：0.0119943 秒

在所有数据库中总计命中：16条

1.Explosive bubbles in house prices? Evidence from the OECD countries

作者：Tom Engsted ; ^{tengsted@econ.au.dk" class="auth_mail" title="E-mail the corresponding author} ; Simon J. Hviid ^{shviid@econ.au.dk" class="auth_mail" title="E-mail the corresponding author} ; Thomas Q. Pedersen ^{tqpedersen@econ.au.dk" class="auth_mail" title="E-mail the corresponding author}

关键词：C22 ; C32 ; G12

刊名：Journal of International Financial Markets, Institutions & Money

出版年：2016

2.Habit formation, surplus consumption and return predictability: International evidence

作者：Tom Engsted ; Stuart Hyde ; Stig V. Mø ; ller

关键词：Habit formation ; Campbell– ; Cochrane model ; Surplus consumption ratio ; GMM estimation ; Pricing errors ; Return predictability

刊名：Journal of International Money and Finance

出版年：2010

3.The dividend–price ratio does predict dividend growth: International evidence

作者：Tom Engsted ; Thomas Q. Pedersen

关键词：Dividend– ; price ratio ; Equity return and dividend growth ; Short- and long-horizon predictability ; Dividend smoothing ; VAR model ; Asymptotic and small-sample tests

刊名：Journal of Empirical Finance

出版年：2010

4.The comovement of US and German bond markets

作者：Tom Engsted ; Carsten Tanggaard

关键词：International bond markets ; VAR model ; Return variance decomposition ; Small-sample bias ; Bootstrap simulation

刊名：International Review of Financial Analysis

出版年：2007

5.Explosive bubbles in the cointegrated VAR model

作者：Tom Engsted

关键词：Speculative bubbles ; Explosive processes ; Cointegrated VAR model

刊名：Finance Research Letters

出版年：2006

6.A new daily dividend-adjusted index for the Danish stock market, 1985–2002: construction, statistical properties, and return predictability

作者：Klaus Belter ; Tom Engsted ; Carsten Tanggaard

关键词：Asset market returns ; Mean-reversion and predictability ; Hansen– ; Jagannathan bound

刊名：Research in International Business and Finance

出版年：2005

7.Misspecification versus bubbles in hyperinflation data: comment

作者：Engsted ; Tom

关键词：Cagan model ; Cointegration ; Measurement of noise ; E31 ; E41 ; C52

刊名：Journal of International Money and Finance

出版年：2003

8.The relation between asset returns and inflation at short and long horizons

作者：Engsted ; Tom ; Tanggaard ; Carsten

关键词：C32 ; G12 ; Fisher hypothesis ; Vector-autoregression ; Inflation

刊名：Journal of International Financial Markets, Institutions & Money

出版年：2002

9.Measuring noise in the Permanent Income Hypothesis

作者：Engsted ; Tom

关键词：E21 ; Saving ; Noise ratio ; Vector-autoregression ; Cointegration

刊名：Journal of Macroeconomics

出版年：2002

10.The Danish stock and bond markets: comovement, return predictability and variance decomposition

作者：Engsted ; Tom ; Tanggaard ; Carsten

关键词：VAR model ; Present value relations ; Return variance decomposition ; Bias-correction ; Bootstrapping ; C32 ; G12

刊名：Journal of Empirical Finance

出版年：2001

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2000年及以前(6)