Carsten Tanggaard : Citation Profile


Are you Carsten Tanggaard?

Aarhus Universitet

10

H index

10

i10 index

368

Citations

RESEARCH PRODUCTION:

10

Articles

2

Papers

RESEARCH ACTIVITY:

   16 years (1994 - 2010). See details.
   Cites by year: 23
   Journals where Carsten Tanggaard has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 3 (0.81 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pta77
   Updated: 2021-06-07    RAS profile: 2011-02-05    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Carsten Tanggaard.

Is cited by:

Engsted, Tom (22)

Pedersen, Thomas (18)

Cenedese, Gino (15)

Mallucci, Enrico (15)

LINTON, OLIVER (10)

Kontonikas, Alexandros (6)

Zekaite, Zivile (6)

Giglio, Stefano (5)

Campbell, John (5)

Jondeau, Eric (5)

Nitschka, Thomas (5)

Cites to:

Campbell, John (16)

Engsted, Tom (11)

Shiller, Robert (11)

Hodrick, Robert (5)

Mankiw, N. Gregory (4)

Bekaert, Geert (4)

Mishkin, Frederic (3)

Johansen, Soren (3)

Marshall, David (3)

Kilian, Lutz (3)

Mammen, Enno (2)

Main data


Where Carsten Tanggaard has published?


Journals with more than one article published# docs
European Financial Management2

Recent works citing Carsten Tanggaard (2021 and 2020)


YearTitle of citing document
2021Debt-Secular Economic Changes and Bond Yields. (2021). Fontaine, Jean-Sebastien ; Feunou, Bruno. In: Staff Working Papers. RePEc:bca:bocawp:21-14.

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2021A money demand system for euro area M3. (2000). Brand, C. ; Cassola, N.. In: Working Paper Series. RePEc:ecb:ecbwps:20000039.

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2020What do movements in financial traders’ net long positions reveal about aggregate stock returns?. (2020). Dunbar, Kwamie ; Jiang, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303474.

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2021Estimation of a nonparametric model for bond prices from cross-section and time series information. (2021). LINTON, OLIVER ; la Vecchia, Davide ; Koo, Bonsoo. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:562-588.

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2020Cash-flow or return predictability at long horizons? The case of earnings yield. (2020). Xu, Danielle ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:172-192.

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2021Re-examination of international bond market dependence: Evidence from a pair copula approach. (2021). Tiwari, Aviral ; Gil-Alana, Luis ; Addo, Emmanuel ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000211.

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2020Call of duty: Designated market maker participation in call auctions. (2020). Theissen, Erik ; Westheide, Christian. In: Journal of Financial Markets. RePEc:eee:finmar:v:49:y:2020:i:c:s138641811930360x.

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2020Long-term real dynamic investment planning. (2020). Vodika, Peter ; Nielsen, Jens Perch ; Hiabu, Munir ; Gerrard, Russell. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:90-103.

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2020Time-varying inflation risk and stock returns. (2020). Duarte, Fernando ; Szymanowska, Marta ; De Roon, Frans ; Boons, Martijn. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:444-470.

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2020Why do discount rates vary?. (2020). Santosh, Shrihari ; Kozak, Serhiy. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:3:p:740-751.

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2021Does cash-flow news play a better role than discount-rate news? Evidence from global regional stock markets. (2021). Ko, Kwangsoo ; Ohk, Kiyool ; Wu, Ming. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302230.

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2021The impact of the term spread in US monetary policy from 1870 to 2013. (2021). Iglesias, Jesus ; Golpe, Antonio A ; Vides, Jose Carlos. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:230-251.

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2020Correlation analysis and systemic risk measurement of regional, financial and global stock indices. (2020). Stanley, Eugene H ; Qiao, Zhilin ; Han, Qian ; Chen, Lin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119315158.

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2020The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach. (2020). Iglesias, Jesus ; Golpe, Antonio A ; Vides, Jose Carlos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:124-137.

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2020Estimation of a Nonparametric Model for Bond Prices from Cross-Section and Time Series Information. (2020). Linton, Oliver ; la Vecchia, Davide ; Koo, Bonsoo . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-4.

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2020Price Discovery and Liquidity Recovery: Forex Market Reactions to Macro Announcements. (2020). Ito, Takatoshi ; Yamada, Masahiro. In: NBER Working Papers. RePEc:nbr:nberwo:27036.

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2020Stock market evidence on the international transmission channels of US monetary policy surprises. (2020). Nitschka, Thomas ; Maurer, Tim D. In: Working Papers. RePEc:snb:snbwpa:2020-10.

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2021Do the Shanghai–Hong Kong & Shenzhen–Hong Kong Stock Connect programs enhance co?movement between the Mainland Chinese, Hong Kong, and U.S. stock markets?. (2021). Chen, Qian ; Li, Shuangqi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2871-2890.

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2020Paying for market liquidity: Competition and incentives. (2019). Pelizzon, Loriana ; Bellia, Mario ; Yuferova, Darya ; Uno, Jun ; Subrahmanyam, Marti G. In: SAFE Working Paper Series. RePEc:zbw:safewp:247.

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Works by Carsten Tanggaard:


YearTitleTypeCited
2010Pitfalls in VAR based return decompositions: A clarification In: CREATES Research Papers.
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paper56
2010The log-linear return approximation, bubbles, and predictability In: CREATES Research Papers.
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paper38
2004The Comovement of US and UK Stock Markets In: European Financial Management.
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article34
2008Dispersed Trading and the Prevention of Market Failure: the Case of the Copenhagen Stock Exchange In: European Financial Management.
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article6
2009Paying for Market Quality In: Journal of Financial and Quantitative Analysis.
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article24
2001Yield curve estimation by kernel smoothing methods In: Journal of Econometrics.
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article18
2001The Danish stock and bond markets: comovement, return predictability and variance decomposition In: Journal of Empirical Finance.
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article28
2007The comovement of US and German bond markets In: International Review of Financial Analysis.
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article18
2002The relation between asset returns and inflation at short and long horizons In: Journal of International Financial Markets, Institutions and Money.
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article27
1994Cointegration and the US term structure In: Journal of Banking & Finance.
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article104
2005A new daily dividend-adjusted index for the Danish stock market, 1985-2002: construction, statistical properties, and return predictability In: Research in International Business and Finance.
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article3
1997Nonparametric Smoothing of Yield Curves. In: Review of Quantitative Finance and Accounting.
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article12

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