Details about Erwin Hansen
Access statistics for papers by Erwin Hansen.
Last updated 2025-01-07. Update your information in the RePEc Author Service.
Short-id: pha681
Jump to Journal Articles Chapters
Working Papers
2023
- 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
2018
- 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 View citations (4)
Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2018) View citations (4)
See also Journal Article Portfolio performance of linear SDF models: an out-of-sample assessment, Quantitative Finance, Taylor & Francis Journals (2018) View citations (4) (2018)
2017
- Corporate Currency Risk and Hedging in Chile: Real and Financial Effects
IDB Publications (Working Papers), Inter-American Development Bank View citations (8)
2015
- Multinationals Stockpiling Cash: Exploring a Commodity Boom
IDB Publications (Working Papers), Inter-American Development Bank
2005
- Currency Mismatches, Balance Sheet Effects and Hedging in Chilean non-Financial Corporations
Working Papers Central Bank of Chile, Central Bank of Chile View citations (67)
Also in IDB Publications (Working Papers), Inter-American Development Bank (2005) View citations (18) Research Department Publications, Inter-American Development Bank, Research Department (2005) View citations (81)
- 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
Journal Articles
2024
- Machine-learning stock market volatility: Predictability, drivers, and economic value
International Review of Financial Analysis, 2024, 94, (C)
- On the robustness of the relationship between tax progressivity, growth, and inequality in the US
Economics Letters, 2024, 241, (C)
- Stock returns and tax progressivity
Finance Research Letters, 2024, 69, (PB)
2023
- Gold risk premium estimation with machine learning methods
Journal of Commodity Markets, 2023, 31, (C)
2022
- Asset pricing model uncertainty and portfolio choice
Finance Research Letters, 2022, 45, (C) View citations (2)
- Economic evaluation of asset pricing models under predictability
Journal of Empirical Finance, 2022, 68, (C), 50-66 View citations (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) View citations (1)
2021
- Economic drivers of commodity volatility: The case of copper
Resources Policy, 2021, 73, (C) View citations (8)
- Economic policy uncertainty and presidential approval: Evidence from Latin America
PLOS ONE, 2021, 16, (3), 1-17 View citations (1)
- 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
2020
- A random walk through the trees: Forecasting copper prices using decision learning methods
Resources Policy, 2020, 69, (C) View citations (15)
2019
- Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach
Journal of Financial Markets, 2019, 45, (C), 83-114 View citations (20)
2018
- Portfolio performance of linear SDF models: an out-of-sample assessment
Quantitative Finance, 2018, 18, (8), 1425-1436 View citations (4)
See also Working Paper Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment, BAFFI CAREFIN Working Papers (2018) View citations (4) (2018)
2017
- Stockpiling cash when it takes time to build: Exploring price differentials in a commodity boom
Journal of Banking & Finance, 2017, 77, (C), 197-212 View citations (4)
2016
- Pricing S&P 500 Index Options: A Conditional Semi‐Nonparametric Approach
Journal of Futures Markets, 2016, 36, (3), 217-239
- Responsible Personal Finance: The Role of Conscientiousness in Bank and Pension Savings in Chile
International Review of Finance, 2016, 16, (1), 161-167 View citations (5)
2013
- Determinants of corporate exchange rate exposure in Chilean firms
Journal Economía Chilena (The Chilean Economy), 2013, 16, (3), 70-88 View citations (2)
2008
- Inversión, desfase de madurez y choques de liquidez en Chile
El Trimestre Económico, 2008, LXXV (2), (298), 433-470
2005
- Currency Mismatches in Non-Financial Firms in Chile
Journal Economía Chilena (The Chilean Economy), 2005, 8, (2), 57-82 View citations (5)
Chapters
2006
- Currency Mismatches in Chilean Nonfinancial Corporations
Chapter 7 in External Vulnerability and Preventive Policies, 2006, vol. 10, pp 207-252 View citations (8)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|