Carsten Tanggaard

发表

A cointegration analysis of Danish zero-coupon bond yields

Tom Engsted, Carsten Tanggaard, Tom Engsted, 1994 .

The Comovement of Us and UK Stock Markets

Tom Engsted, Carsten Tanggaard, 2002 .

Yield Curve Estimation by Kernel Smoothing Methods

E. Mammen, O. Linton, J. Nielsen, 2000 .

Bachelor Thesis Analysis on international financial markets and diversification opportunities

Carsten Tanggaard, J. Simonsen, Jesper Bank Wulff, 2013 .

The Predictive Power of Yield Spreads for Future Interest Rates: Evidence from the Danish Term Structure

Tom Engsted, Carsten Tanggaard, 1995 .

Local linear density estimation for filtered survival data, with bias correction

M. C. Jones, J. Nielsen, Carsten Tanggaard, 2009 .

Asymmetric Information, Self‐Selection, and Pricing of Insurance Contracts: The Simple No‐Claims Case

J. Nielsen, C. Donnelly, Carsten Tanggaard, 2014 .

Yield Curve Estimation by Kernel Smoothing Methods

E. Mammen, O. Linton, J. Nielsen, 2000 .

The Danish Stock and Bond Markets: Comovement, Return Predictability and Variance Decomposition

Tom Engsted, Carsten Tanggaard, 2000 .

An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002

Tom Engsted, Carsten Tanggaard, C. Christiansen, 2003 .

The Comovement of Us and German Bond Markets

Tom Engsted, Carsten Tanggaard, 2005 .

Local linear density estimation for filtered survival data, with bias correction

M. C. Jones, J. Nielsen, Carsten Tanggaard, 2004 .

Boundary and Bias Correction in Kernel Hazard Estimation

Jens Perch Nielsen, J. Nielsen, Carsten Tanggaard, 2001 .

Pitfalls in VAR Based Return Decompositions: A Clarification

Tom Engsted, Carsten Tanggaard, Thomas Q. Pedersen, 2010 .

Departments of Economics and Business Authors

B. Thesis, Carsten Tanggaard, Christoffer Thimsen, 2013 .

The Log-Linear Return Approximation, Bubbles, and Predictability

Tom Engsted, Carsten Tanggaard, Tom Engsted, 2011, Journal of Financial and Quantitative Analysis.

A new daily dividend-adjusted index for the Danish stock market, 1985-2002: construction, statistical properties, and return predictability

Tom Engsted, Carsten Tanggaard, K. Belter, 2005 .

Estimating the Consumption-Based Capital Asset Pricing Model - without Consumption Data

Tom Engsted, Carsten Tanggaard, Anne-Sofie Reng Rasmussen, 2004 .

Nonparametric Smoothing of Yield Curves

Carsten Tanggaard, 1997 .

Cointegration and the US term structure

Tom Engsted, Carsten Tanggaard, Tom Engsted, 1994 .

Errors in Trade Classification: Consequences and Remedies

Carsten Tanggaard, 2003 .

ERRORS IN TRADE CLASSIFICATION : CONSEQUENCES AND REMEDIES 1

Carsten Tanggaard, 2003 .

Estimating Yield Curves by Kernel Smoothing Methods

E. Mammen, O. Linton, J. Nielsen, 1998 .

Global Polynomial Kernel Hazard Estimation

M. D. Martínez-Miranda, Andrés M. Villegas, J. Nielsen, 2015 .

The Relation between Asset Returns and Inflation at Short and Long Horizons

Tom Engsted, Carsten Tanggaard, 2000 .

Bad Corporate Governance: When Incentive-Based Compensation Identifies Dangerous CEOs

Bruce D. Grundy, Tom Engsted, Carsten Tanggaard, 2011 .

Paying for Market Quality

A. Anand, Carsten Tanggaard, D. Weaver, 2009 .

Speculative Bubbles in Stock Prices? Tests Based on the Price-Dividend Ratio

Tom Engsted, Carsten Tanggaard, 2004 .

D-CAF Working Paper Series

A. Anand, Carsten Tanggaard, D. Weaver, 2006 .

Dispersed Trading and the Prevention of Market Failure: The Case of the Copenhagen Stock Exchange

David Porter, Carsten Tanggaard, Wei Yu, 2008 .