Details about Carsten Tanggaard
Access statistics for papers by Carsten Tanggaard.
Last updated 2011-02-05. Update your information in the RePEc Author Service.
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- Pitfalls in VAR based return decompositions: A clarification
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (10)
- The log-linear return approximation, bubbles, and predictability
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (5)
- Paying for Market Quality
Journal of Financial and Quantitative Analysis, 2009, 44, (06), 1427-1457 View citations (22)
- Dispersed Trading and the Prevention of Market Failure: the Case of the Copenhagen Stock Exchange
European Financial Management, 2008, 14, (2), 243-267 View citations (6)
- The comovement of US and German bond markets
International Review of Financial Analysis, 2007, 16, (2), 172-182 View citations (16)
- 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 View citations (3)
- The Comovement of US and UK Stock Markets
European Financial Management, 2004, 10, (4), 593-607 View citations (28)
- 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 (24)
- The Danish stock and bond markets: comovement, return predictability and variance decomposition
Journal of Empirical Finance, 2001, 8, (3), 243-271 View citations (28)
- Yield curve estimation by kernel smoothing methods
Journal of Econometrics, 2001, 105, (1), 185-223 View citations (16)
- Nonparametric Smoothing of Yield Curves
Review of Quantitative Finance and Accounting, 1997, 9, (3), 251-67 View citations (10)
- 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 (18)
- Cointegration and the US term structure
Journal of Banking & Finance, 1994, 18, (1), 167-181 View citations (101)
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