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Details about Erwin Hansen

E-mail:
Homepage:https://sites.google.com/site/erwinhansen/
Postal address:Diagonal Paraguay 257 Oficina 1204 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 2022-11-28. Update your information in the RePEc Author Service.

Short-id: pha681


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Working Papers

2018

  1. Corporate Currency Risk and Hedging in Chile: Real and Financial Effects
    IDB Publications (Working Papers), Inter-American Development Bank Downloads View citations (7)
  2. Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (1)
    Also in BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy (2018) Downloads View citations (1)

    See also Journal Article in Quantitative Finance (2018)

2015

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

2011

  1. Currency Mismatches, Balance-Sheet Effects and Hedging in Chilean Non-Financial Corporations
    IDB Publications (Working Papers), Inter-American Development Bank Downloads View citations (17)
    Also in Working Papers Central Bank of Chile, Central Bank of Chile (2005) Downloads View citations (51)
    Research Department Publications, Inter-American Development Bank, Research Department (2005) Downloads View citations (77)

2005

  1. 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

2022

  1. Asset pricing model uncertainty and portfolio choice
    Finance Research Letters, 2022, 45, (C) Downloads View citations (1)
  2. Economic evaluation of asset pricing models under predictability
    Journal of Empirical Finance, 2022, 68, (C), 50-66 Downloads
  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

2021

  1. Economic drivers of commodity volatility: The case of copper
    Resources Policy, 2021, 73, (C) Downloads View citations (2)
  2. Economic policy uncertainty and presidential approval: Evidence from Latin America
    PLOS ONE, 2021, 16, (3), 1-17 Downloads
  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 (7)

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 (11)

2018

  1. Portfolio performance of linear SDF models: an out-of-sample assessment
    Quantitative Finance, 2018, 18, (8), 1425-1436 Downloads View citations (1)
    See also Working Paper (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 (3)

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 (3)

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 2022-11-29