Information about:
Carsten Tanggaard

Other registered authors

Email:
Homepage: http://www.tanggaard.com
Postal Address: Carsten Tanggaard, University of Aarhus, Building 1322, DK 8000 Aarhus C, Denmark.
Phone: +45 89 42 15 68

Affiliation

• Center for Research in Econometric Analysis of Time Series (CREATES)
  Aarhus Universitet

  Location: Aarhus, Denmark
  Homepage: http://www.creates.au.dk/en
  Email:
  Phone:
  Fax:
  Postal: Building 1322, DK-8000 Aarhus C
  Handle: RePEc:edi:creaudk (registered authors at this institution)

• Handle: (registered authors at this institution)

Articles

1. Engsted, Tom & Tanggaard, Carsten, 2007. "The comovement of US and German bond markets," International Review of Financial Analysis, Elsevier, vol. 16(2), pages 172-182. [Downloadable!] (restricted)

2. Belter, Klaus & Engsted, Tom & Tanggaard, Carsten, 2005. "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, Elsevier, vol. 19(1), pages 53-70, March. [Downloadable!] (restricted)

3. Engsted, Tom & Tanggaard, Carsten, 2002. "The relation between asset returns and inflation at short and long horizons," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 12(2), pages 101-118, April. [Downloadable!] (restricted)

4. Engsted, Tom & Tanggaard, Carsten, 2001. "The Danish stock and bond markets: comovement, return predictability and variance decomposition," Journal of Empirical Finance, Elsevier, vol. 8(3), pages 243-271, July. [Downloadable!] (restricted)

5. Linton, Oliver & Mammen, Enno & Nielsen, Jans Perch & Tanggaard, Carsten, 2001. "Yield curve estimation by kernel smoothing methods," Journal of Econometrics, Elsevier, vol. 105(1), pages 185-223, November. [Downloadable!] (restricted)
   Other versions:
   • Oliver Linton & Enno Mammen & Jens Perch Nielsen & C Tanggaard, 2000. "Yield Curve Estimation by Kernel Smoothing Methods," STICERD - Econometrics Paper Series /2000/385, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
   • Oliver B. Linton & Enno Mammen & J. Nielsen & Carsten Tanggaard, 2000. "Yield Curve Estimation by Kernel Smoothing Methods," Econometric Society World Congress 2000 Contributed Papers 0235, Econometric Society. [Downloadable!]

6. Tanggaard, Carsten, 1997. " Nonparametric Smoothing of Yield Curves," Review of Quantitative Finance and Accounting, Springer, vol. 9(3), pages 251-67, October. [Downloadable!] (restricted)

7. Engsted, Tom & Tanggaard, Carsten, 1995. " The Predictive Power of Yield Spreads for Future Interest Rates: Evidence from the Danish Term Structure," Scandinavian Journal of Economics, Blackwell Publishing, vol. 97(1), pages 145-59, March.

8. Engsted, Tom & Tanggaard, Carsten, 1994. "Cointegration and the US term structure," Journal of Banking & Finance, Elsevier, vol. 18(1), pages 167-181, January. [Downloadable!] (restricted)

9. Engsted, Tom & Tanggaard, Carsten, 1994. "A Cointegration Analysis of Danish Zero-Coupon Bond Yields," Applied Financial Economics, Taylor and Francis Journals, vol. 4(4), pages 265-78, August. [Downloadable!] (restricted)

This page was last updated on 2008-10-6.