E-LIB Suche - Ergebnisse für: Hansen, Erwin

1

Machine-learning stock market volatility: Predictability, d..:

Díaz, Juan D. ; Hansen, Erwin ; Cabrera, Gabriel
International Review of Financial Analysis. 94 (2024) - p. 103286 , 2024

Link: https://doi.org/10.1016/..

2

On the robustness of the relationship between tax progressi..:

Castro Nofal, Bastian ; Díaz, Juan D. ; Gutiérrez Cubillos, Pablo.
Economics Letters. 241 (2024) - p. 111807 , 2024

Link: https://doi.org/10.1016/..

3

Gold risk premium estimation with machine learning methods:

Díaz, Juan D. ; Hansen, Erwin ; Cabrera, Gabriel
Journal of Commodity Markets. 31 (2023) - p. 100293 , 2023

Link: https://doi.org/10.1016/..

4

Economic evaluation of asset pricing models under predictab..:

Hansen, Erwin
Journal of Empirical Finance. 68 (2022) - p. 50-66 , 2022

Link: https://doi.org/10.1016/..

5

Asset pricing model uncertainty and portfolio choice:

Carrasco, Ignacio ; Hansen, Erwin
Finance Research Letters. 45 (2022) - p. 102144 , 2022

Link: https://doi.org/10.1016/..

6

The reinvestment by multinationals as a capital flow: Crise..:

Hansen, Erwin ; Wagner, Rodrigo
Journal of International Money and Finance. 124 (2022) - p. 102615 , 2022

Link: https://doi.org/10.1016/..

7

Economic drivers of commodity volatility: The case of coppe:

Díaz, Juan D. ; Hansen, Erwin ; Cabrera, Gabriel
Resources Policy. 73 (2021) - p. 102224 , 2021

Link: https://doi.org/10.1016/..

8

Economic policy uncertainty and presidential approval: Evid..:

Gómez-Méndez, Myriam ; Hansen, Erwin ; Richey, Sean Eric
PLOS ONE. 16 (2021) 3 - p. e0248432 , 2021

Link: https://doi.org/10.1371/..

9

A random walk through the trees: Forecasting copper prices ..:

Díaz, Juan D. ; Hansen, Erwin ; Cabrera, Gabriel
Resources Policy. 69 (2020) - p. 101859 , 2020

Link: https://doi.org/10.1016/..

10

Cross-asset contagion in the financial crisis: A Bayesian t..:

Guidolin, Massimo ; Hansen, Erwin ; Pedio, Manuela
Journal of Financial Markets. 45 (2019) - p. 83-114 , 2019

Link: https://doi.org/10.1016/..

11

When does the Central Bank intervene the foreign exchange m..:

Hansen, Erwin ; Morales, Marco
International Review of Finance. 21 (2019) 2 - p. 688-698 , 2019

Link: https://doi.org/10.1111/..

12

Portfolio performance of linear SDF models: an out-of-sampl..:

Guidolin, Massimo ; Hansen, Erwin ; Lozano-Banda, Martín
Quantitative Finance. 18 (2018) 8 - p. 1425-1436 , 2018

Link: https://doi.org/10.1080/..

13

Stockpiling cash when it takes time to build: Exploring pri..:

Hansen, Erwin ; Wagner, Rodrigo
Journal of Banking & Finance. 77 (2017) - p. 197-212 , 2017

Link: https://doi.org/10.1016/..

14

Political risk and sovereign spreads in Latin America:

Hansen, Erwin ; Zegarra, Jennifer
Academia Revista Latinoamericana de Administración. 29 (2016) 2 - p. 165-180 , 2016

Link: https://doi.org/10.1108/..

15

Pricing S&P 500 Index Options: A Conditional Semi‐Nonparame..:

Guidolin, Massimo ; Hansen, Erwin
Journal of Futures Markets. 36 (2015) 3 - p. 217-239 , 2015

Link: https://doi.org/10.1002/..