Erwin Hansen
- Assistant Professor
Ph.D in Finance, University of Manchester, Manchester, United Kingdom.
Master in Sciences Economics, University of Texas at Austin, Austin, USA.
Business Administration (Commercial Engineer), Universidad de Chile, Santiago.
Academic Training
Publications in Magazines with Editorial Committee
● 2025
/
Price effects of asset forced sales during massive pension funds withdrawals?
/ International Review of Financial Analysis - Vol. 97, No. 103.869
● 2025
(Forthcoming)
/
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 - Vol. 75, No. 102.271
● 2024
/
On the robustness of the relationship between tax progressivity, growth, and inequality in the US
/ ECONOMICS LETTERS - Vol. 241, No. 111.807
● 2024
/
Machine-learning stock market volatility: Predictability, drivers, and economic value
/ International Review of Financial Analysis - Vol. 94, No. 103.286
● 2023
/
Gold risk premium estimation with machine learning methods
/ Journal of Commodity Markets - Vol. 31
● 2022
/
Economic evaluation of asset pricing models under predictability
/ Journal of Empirical Finance - Vol. 60
● 2022
/
The reinvestment by multinationals as a capital flow: Crises, imbalances, and the cash-based current account
/ JOURNAL OF INTERNATIONAL MONEY AND FINANCE - Vol. 124
● 2021
/
Economic policy uncertainty and presidential approval: Evidence from Latin America
/ PLoS One - Vol. 16, No. 3
● 2021
/
When does the Central Bank intervene the foreign exchange market? Estimating a time-varying threshold intervention function
/ International Review of Finance - Vol. 21, No. 2
● 2020
/
A random walk through the trees: Forecasting copper prices using decision learning methods
/ RESOURCES POLICY - Vol. 69, No. 101.859
● 2019
/
Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach
/ JOURNAL OF FINANCIAL MARKETS - Vol. 45
● 2018
/
Portfolio performance of linear SDF models: an out-of-sample assessment
/ QUANTITATIVE FINANCE - Vol. 18, No. 8
● 2017
/
Stockpiling cash when it takes time to build: Exploring price differentials in a commodity boom
/ JOURNAL OF BANKING & FINANCE - Vol. 77
● 2016
/
Political Risk and Sovereign Spreads in Latin America
/ Academia-Revista Latinoamericana de Administracion - Vol. 29, No. 2
● 2016
/
Responsible Personal Finance: The Role of Conscientiousness in Bank and Pension Savings in Chile
/ International Review of Finance - Vol. 16, No. 1
● 2016
/
Pricing S&P 500 Index Options: A Conditional Semi-Nonparametric Approach
/ JOURNAL OF FUTURES MARKETS - Vol. 36, No. 3
● 2013
/
Determinants of Corporate Exchange Rate Exposure in Chilean Firms / Economia Chilena - Vol. 16, No. 3
● 2010
/
Pronóstico del precio del cobre incorporando la memoria larga en modelos de tipo ARFIMA / Vol. 12, 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 - Vol. 16, No. 1
● 2008
/
Inverstment, mismatch of maturity and liquidity shocks in Chile
/ TRIMESTRE ECONOMICO - Vol. 75, No. 298
● 2005
/
Currency Mismatches in Non-Financial Firms in Chile / Economia Chilena - Vol. 8, No. 2
● 2005
/
Descalces Cambiarios en Firmas Chilenas no Financieras / Economia Chilena - Vol. 8, No. 2
Book Chapters
● 2005
/
Currency Mismatches, Balance Sheet Effects and Hedging in Chilean Non-Financial Corporations
Columna de Opinión
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
● 2014
/
Portfolio Performance of Linear SDF Models an Out of Sample Assessment
Competitive Research Awards Received
● 2015
/
Economic Evaluation of Asset Pricing Models
/ No. 11.150.693