Details about Carsten Tanggaard

Access statistics for papers by Carsten Tanggaard.

Last updated 2008-11-04. Update your information in the RePEc Author Service.

Short-id: pta77

Working Papers

Journal Articles

2007

1. The comovement of US and German bond markets
   International Review of Financial Analysis, 2007, 16, (2), 172-182 View citations

2005

2. A new daily dividend-adjusted index for the Danish stock market, 1985-2002: construction, statistical properties, and return predictability
   Research in International Business and Finance, 2005, 19, (1), 53-70

2002

3. The relation between asset returns and inflation at short and long horizons
   Journal of International Financial Markets, Institutions and Money, 2002, 12, (2), 101-118 View citations

2001

4. The Danish stock and bond markets: comovement, return predictability and variance decomposition
   Journal of Empirical Finance, 2001, 8, (3), 243-271 View citations
5. Yield curve estimation by kernel smoothing methods
   Journal of Econometrics, 2001, 105, (1), 185-223 View citations

1997

6. Nonparametric Smoothing of Yield Curves
   Review of Quantitative Finance and Accounting, 1997, 9, (3), 251-67 View citations

1995

7. The Predictive Power of Yield Spreads for Future Interest Rates: Evidence from the Danish Term Structure
   Scandinavian Journal of Economics, 1995, 97, (1), 145-59 View citations

1994

8. A Cointegration Analysis of Danish Zero-Coupon Bond Yields
   Applied Financial Economics, 1994, 4, (4), 265-78 View citations
9. Cointegration and the US term structure
   Journal of Banking & Finance, 1994, 18, (1), 167-181 View citations