Concepedia

Carsten Tanggaard

CT

25

Publications

1K

Citations

17

H-Index

1994

Active since

Affiliations

Aarhus Business College(Current)

Aarhus University

Rutgers, The State University of New Jersey

City, University of London

Syracuse University

Carsten Tanggaard is an author at Aarhus Business College specializing in business, economics, and finance.

Top concepts

BusinessFinanceEconomicsFinancial EconomicsAsset PricingEmpirical FinanceStatisticsGlobal FinanceMacroeconomicsEngineering

Publications per year

1994–2016

25

Publications

25

Cointegration and the US term structure

Tom Engsted, Carsten Tanggaard · Journal of Banking & Finance · 1994 · 138 citations

Monetary Policy, Economics, Us Term Structure +4

Pitfalls in VAR based return decompositions: A clarification

Tom Engsted, Thomas Pedersen, Carsten Tanggaard · Journal of Banking & Finance · 2011 · 123 citations

Mathematical Programming, Portfolio Optimization, Engineering +8

Paying for Market Quality

Amber Anand, Carsten Tanggaard, Daniel G. Weaver · Journal of Financial and Quantitative Analysis · 2009 · 97 citations

Market Microstructure, Liquidity Provision, Quality Cost +14

Boundary and Bias Correction in Kernel Hazard Estimation

Jens Perch Nielsen, Carsten Tanggaard · Scandinavian Journal of Statistics · 2001 · 77 citations

Local Linear Estimators, Engineering, Density Estimation +11

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

Tom Engsted, Carsten Tanggaard · Journal of International Financial Markets Institutions and Money · 2002 · 71 citations

Empirical Finance, Economics, Financial Economics +8

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