Erwin Hansen

Publicaciones en Revistas con Comité Editorial

• 2025 / Price effects of asset forced sales during massive pension funds withdrawals? / International Review of Financial Analysis / - No. 103869
• 2025 / Forecasting the Volatility of US Oil and Gas Firms With Machine Learning / JOURNAL OF FORECASTING
• 2025 / Time-varying risk aversion and international stock returns / North American Journal of Economics and Finance / - No. 102271
• 2024 / Stock returns and tax progressivity / Finance Research Letters / - No. 106175
• 2024 / On the robustness of the relationship between tax progressivity, growth, and inequality in the US / ECONOMICS LETTERS / - No. 111807
• 2024 / Machine-learning stock market volatility: Predictability, drivers, and economic value / International Review of Financial Analysis / - No. 103286
• 2023 / Gold risk premium estimation with machine learning methods / Journal of Commodity Markets
• 2022 / Economic evaluation of asset pricing models under predictability / Journal of Empirical Finance
• 2022 / The reinvestment by multinationals as a capital flow: Crises, imbalances, and the cash-based current account / JOURNAL OF INTERNATIONAL MONEY AND FINANCE
• 2022 / Asset pricing model uncertainty and portfolio choice / Finance Research Letters
• 2021 / Economic drivers of commodity volatility: The case of copper / RESOURCES POLICY
• 2021 / Economic policy uncertainty and presidential approval: Evidence from Latin America / PLoS One / - No. 3
• 2021 / When does the Central Bank intervene the foreign exchange market? Estimating a time-varying threshold intervention function / International Review of Finance / - No. 2
• 2020 / A random walk through the trees: Forecasting copper prices using decision learning methods / RESOURCES POLICY / - No. 101859
• 2019 / Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach / JOURNAL OF FINANCIAL MARKETS
• 2018 / Portfolio performance of linear SDF models: an out-of-sample assessment / QUANTITATIVE FINANCE / - No. 8
• 2017 / Stockpiling cash when it takes time to build: Exploring price differentials in a commodity boom / JOURNAL OF BANKING & FINANCE
• 2016 / Political Risk and Sovereign Spreads in Latin America / Academia-Revista Latinoamericana de Administracion / - No. 2
• 2016 / Responsible Personal Finance: The Role of Conscientiousness in Bank and Pension Savings in Chile / International Review of Finance / - No. 1
• 2016 / Pricing S&P 500 Index Options: A Conditional Semi-Nonparametric Approach / JOURNAL OF FUTURES MARKETS / - No. 3
• 2013 / Determinants of Corporate Exchange Rate Exposure in Chilean Firms / Economia Chilena / - No. 3
• 2010 / Pronóstico del precio del cobre incorporando la memoria larga en modelos de tipo ARFIMA / - No. 4
• 2009 / Relación entre Estructura de Capital y Retorno de Acciones: Evidencia en Mercados Latinoamericanos y EE.UU. / Estudios de Administracion, Universidad de Chile / - No. 1
• 2008 / Inverstment, mismatch of maturity and liquidity shocks in Chile / TRIMESTRE ECONOMICO / - No. 298
• 2005 / Currency Mismatches in Non-Financial Firms in Chile / Economia Chilena / - No. 2
• 2005 / Descalces Cambiarios en Firmas Chilenas no Financieras / Economia Chilena / - No. 2

Capítulos de libros

• 2005 / Currency Mismatches, Balance Sheet Effects and Hedging in Chilean Non-Financial Corporations

Academic/Professional meeting Proceedings

• 2013 / Determinants of Corporate Exchange Rate Exposure in Chilean Firms / Economia Chilena / - No. 3
• 2009 / Relación entre Estructura de Capital y Retorno de Acciones: Evidencia en Mercados Latinoamericanos y EE.UU. / Estudios de Administracion, Universidad de Chile / - No. 1
• 2005 / Currency Mismatches in Non-Financial Firms in Chile / Economia Chilena / - No. 2
• 2005 / Descalces Cambiarios en Firmas Chilenas no Financieras / Economia Chilena / - No. 2

Columna de Opinión

• 2021 / ¿Qué hacen las empresas mineras con los excesos del precio del cobre?
• 2020 / El daño del market timing a las pensiones
• 2019 / El efecto de la política monetaria del Central en los activos financieros
• 2019 / El efecto Argentina en la bolsa chilena
• 2019 / Superar al mercado ¿suerte o habilidad?
• 2019 / El poder predictivo del ratio precio/utilidad (P/U)

Academic/Professional meeting Presentations

• 2022 / Forecasting the volatility of U.S. oil and gas firms: beyond linearity and volatility factors
• 2022 / Forecasting the Volatility of U.S. Oil and Gas Firms: Beyond Linearity and Volatility Factors
• 2022 / Predictive Regressions for Aggregate Stock Market Volatility with Machine Learning
• 2018 / The Reinvestment of Multinationals as a Capital Flow: Crises,Imbalances and the Cash-Based Current Account
• 2014 / Portfolio Performance of Linear SDF Models an Out of Sample Assessment

Competitive Research Awards Received

• 2015 / Economic Evaluation of Asset Pricing Models / - No. 11150693