Zobrazeno 1 - 10
of 33
pro vyhledávání: '"Erwin Hansen"'
Autor:
Myriam Gómez-Méndez, Erwin Hansen
Publikováno v:
PLoS ONE, Vol 16, Iss 3, p e0248432 (2021)
This paper analyzes the extent to which economic policy uncertainty affects presidential approval in four Latin American countries (Brazil, Chile, Colombia, and Mexico). Using panel (time-series cross-sectional) estimation methods, we show that econo
Externí odkaz:
https://doaj.org/article/a6c0ea3c2794435d95348cf3938ce84e
Autor:
Erwin Hansen, Juan Pablo Torres
Publikováno v:
Estudios de Administración, Vol 16, Iss 1, Pp 33-57 (2009)
This paper tests whether financial leverage fluctuates in a way which is consistent with the existence of a target leverage or, on the contrary, it freely fluctuates with the observed changes on stock returns. Using a sample of non-financial publicly
Externí odkaz:
https://doaj.org/article/9a379978ec214a26a01a9373080aa6a2
Autor:
Erwin Hansen
Publikováno v:
Journal of Empirical Finance. 68:50-66
This paper performs an out-of-sample comparison of linear factor asset pricing models from an economic perspective under predictability. I assess the economic value added of several factor models when a Bayesian investor is faced with a portfolio all
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::230fb9e99f8560cd0b30e852c1e2f77f
https://doi.org/10.1016/j.jempfin.2022.06.001
https://doi.org/10.1016/j.jempfin.2022.06.001
Publikováno v:
Journal of Commodity Markets. :100293
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f9695dd5f9f6085b79b6625bcaaefd29
https://doi.org/10.1016/j.jcomm.2022.100293
https://doi.org/10.1016/j.jcomm.2022.100293
Autor:
Erwin Hansen, Marco Morales
Publikováno v:
International Review of Finance. 21:688-698
Foreign exchange interventions as an (implicit) policy instrument to stabilize prices in emerging economies with inflation targeting (IT) have gain attention among scholars and policy makers recently. Yet, it is not fully clear when and under which c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7b432ce30151dcb50544e2de29b76232
https://doi.org/10.1111/irfi.12288
https://doi.org/10.1111/irfi.12288
Publikováno v:
Journal of Financial Markets. 45:83-114
The recent U.S. subprime crisis provides us with a perfect framework to study cross-asset contagion mechanisms in the U.S. financial markets. Specifically, we look at how and to what extent a negative shock that initially occurred in the asset-backed
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fade120619604a3d59ceacc4f680ffbb
https://doi.org/10.1016/j.finmar.2019.04.001
https://doi.org/10.1016/j.finmar.2019.04.001
Autor:
Erwin Hansen, Myriam Gómez-Méndez
Publikováno v:
PLoS ONE
PLoS ONE, Vol 16, Iss 3, p e0248432 (2021)
PLoS ONE, Vol 16, Iss 3, p e0248432 (2021)
This paper analyzes the extent to which economic policy uncertainty affects presidential approval in four Latin American countries (Brazil, Chile, Colombia, and Mexico). Using panel (time-series cross-sectional) estimation methods, we show that econo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::feadb4052b10c32470a96ee10c35501e
http://europepmc.org/articles/PMC7959373
http://europepmc.org/articles/PMC7959373
Autor:
Erwin Hansen, Rodrigo Wagner
Publikováno v:
Journal of International Money and Finance. 124:102615
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::324405f03d2227086cd86177660b438a
https://doi.org/10.1016/j.jimonfin.2022.102615
https://doi.org/10.1016/j.jimonfin.2022.102615
Publikováno v:
SSRN Electronic Journal.
We investigate whether machine learning techniques and a large set of financial and macroeconomic variables can be used to predict future S&P realized volatility. We evaluate the aggregate volatility predictions of regularization methods (Ridge, Lass
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::96b9163db66b632656fd894cb1299e99
https://doi.org/10.2139/ssrn.3824789
https://doi.org/10.2139/ssrn.3824789
Autor:
Erwin Hansen, Ignacio Carrasco
Publikováno v:
Finance Research Letters. 45:102144
We study how asset pricing uncertainty affects the performance of a Bayesian mean-variance investor's portfolio allocation decisions. The investor allocates their wealth between a set of benchmark portfolios associated with a particular asset pricing
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5f10e300f866d157d85682930b9322ce
https://doi.org/10.1016/j.frl.2021.102144
https://doi.org/10.1016/j.frl.2021.102144