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Details about Erwin Hansen

Homepage:https://sites.google.com/site/erwinhansen/
Postal address:Diagonal Paraguay 257 Oficina 1205 Santiago
Workplace:Facultad de Economía y Negocios (Faculty of Economics and Business Management), Universidad de Chile (University of Chile), (more information at EDIRC)

Access statistics for papers by Erwin Hansen.

Last updated 2025-01-07. Update your information in the RePEc Author Service.

Short-id: pha681


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Working Papers

2023

  1. Time-Varying Risk Aversion and International Stock Returns
    BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy Downloads

2018

  1. Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment
    BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy Downloads View citations (4)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2018) Downloads View citations (4)

    See also Journal Article Portfolio performance of linear SDF models: an out-of-sample assessment, Quantitative Finance, Taylor & Francis Journals (2018) Downloads View citations (4) (2018)

2017

  1. Corporate Currency Risk and Hedging in Chile: Real and Financial Effects
    IDB Publications (Working Papers), Inter-American Development Bank Downloads View citations (8)

2015

  1. Multinationals Stockpiling Cash: Exploring a Commodity Boom
    IDB Publications (Working Papers), Inter-American Development Bank Downloads

2005

  1. Currency Mismatches, Balance Sheet Effects and Hedging in Chilean non-Financial Corporations
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (67)
    Also in IDB Publications (Working Papers), Inter-American Development Bank (2005) Downloads View citations (18)
    Research Department Publications, Inter-American Development Bank, Research Department (2005) Downloads View citations (81)
  2. Descalces cambiarios, repercusiones en el balance general y protección contra el riesgo en empresas no financieras chilenas
    Research Department Publications, Inter-American Development Bank, Research Department Downloads

Journal Articles

2024

  1. Machine-learning stock market volatility: Predictability, drivers, and economic value
    International Review of Financial Analysis, 2024, 94, (C) Downloads
  2. On the robustness of the relationship between tax progressivity, growth, and inequality in the US
    Economics Letters, 2024, 241, (C) Downloads
  3. Stock returns and tax progressivity
    Finance Research Letters, 2024, 69, (PB) Downloads

2023

  1. Gold risk premium estimation with machine learning methods
    Journal of Commodity Markets, 2023, 31, (C) Downloads

2022

  1. Asset pricing model uncertainty and portfolio choice
    Finance Research Letters, 2022, 45, (C) Downloads View citations (2)
  2. Economic evaluation of asset pricing models under predictability
    Journal of Empirical Finance, 2022, 68, (C), 50-66 Downloads View citations (3)
  3. The reinvestment by multinationals as a capital flow: Crises, imbalances, and the cash-based current account
    Journal of International Money and Finance, 2022, 124, (C) Downloads View citations (1)

2021

  1. Economic drivers of commodity volatility: The case of copper
    Resources Policy, 2021, 73, (C) Downloads View citations (8)
  2. Economic policy uncertainty and presidential approval: Evidence from Latin America
    PLOS ONE, 2021, 16, (3), 1-17 Downloads View citations (1)
  3. When does the Central Bank intervene the foreign exchange market? Estimating a time‐varying threshold intervention function
    International Review of Finance, 2021, 21, (2), 688-698 Downloads

2020

  1. A random walk through the trees: Forecasting copper prices using decision learning methods
    Resources Policy, 2020, 69, (C) Downloads View citations (15)

2019

  1. Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach
    Journal of Financial Markets, 2019, 45, (C), 83-114 Downloads View citations (20)

2018

  1. Portfolio performance of linear SDF models: an out-of-sample assessment
    Quantitative Finance, 2018, 18, (8), 1425-1436 Downloads View citations (4)
    See also Working Paper Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment, BAFFI CAREFIN Working Papers (2018) Downloads View citations (4) (2018)

2017

  1. Stockpiling cash when it takes time to build: Exploring price differentials in a commodity boom
    Journal of Banking & Finance, 2017, 77, (C), 197-212 Downloads View citations (4)

2016

  1. Pricing S&P 500 Index Options: A Conditional Semi‐Nonparametric Approach
    Journal of Futures Markets, 2016, 36, (3), 217-239 Downloads
  2. Responsible Personal Finance: The Role of Conscientiousness in Bank and Pension Savings in Chile
    International Review of Finance, 2016, 16, (1), 161-167 Downloads View citations (5)

2013

  1. Determinants of corporate exchange rate exposure in Chilean firms
    Journal Economía Chilena (The Chilean Economy), 2013, 16, (3), 70-88 Downloads View citations (2)

2008

  1. Inversión, desfase de madurez y choques de liquidez en Chile
    El Trimestre Económico, 2008, LXXV (2), (298), 433-470 Downloads

2005

  1. Currency Mismatches in Non-Financial Firms in Chile
    Journal Economía Chilena (The Chilean Economy), 2005, 8, (2), 57-82 Downloads View citations (5)

Chapters

2006

  1. Currency Mismatches in Chilean Nonfinancial Corporations
    Chapter 7 in External Vulnerability and Preventive Policies, 2006, vol. 10, pp 207-252 Downloads View citations (8)
 
Page updated 2025-02-01