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Carsten Tanggaard

13 works· latest 2011· 1 institutionscluster: provisional

h-index13

i1013

Citations904

Works here13

Most cited in this library

Pitfalls in VAR based return decompositions: A clarification2011 · 137 citations
Cointegration and the US term structure1994 · 131 citations
Paying for Market Quality2009 · 108 citations
Yield curve estimation by kernel smoothing methods2001 · 101 citations
The Log-Linear Return Approximation, Bubbles, and Predictability2011 · 81 citations

Works

13 shown

Pitfalls in VAR based return decompositions: A clarification

Journal of Banking & Finance·2011·3 authors·Open access

137citations

The Log-Linear Return Approximation, Bubbles, and Predictability

Journal of Financial and Quantitative Analysis·2011·3 authors·Open access

81citations

Paying for Market Quality

Journal of Financial and Quantitative Analysis·2009·3 authors

108citations

The comovement of US and German bond markets

International Review of Financial Analysis·2006·2 authors·Open access

35citations

The Comovement of US and UK Stock Markets

European Financial Management·2004·2 authors·Open access

53citations

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

SSRN Electronic Journal·2004·2 authors·preprint·Open access

34citations

The relation between asset returns and inflation at short and long horizons

Journal of International Financial Markets Institutions and Money·2002·2 authors

71citations

Yield curve estimation by kernel smoothing methods

Journal of Econometrics·2001·3 authors·Open access

101citations

The Danish stock and bond markets: comovement, return predictability and variance decomposition

Journal of Empirical Finance·2001·2 authors·Open access

70citations

Nonparametric Smoothing of Yield Curves

Review of Quantitative Finance and Accounting·1997·1 author

31citations

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

Scandinavian Journal of Economics·1995·2 authors

35citations

A cointegration analysis of Danish zero-coupon bond yields

Applied Financial Economics·1994·2 authors

17citations

Cointegration and the US term structure

Journal of Banking & Finance·1994·2 authors

131citations