Erwin Hansen

University of Chile - Department of Business Administration

Assistant Professor

Diagonal Paraguay 257

Santiago, 8330015

Chile

SCHOLARLY PAPERS

9

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1,330

SSRN CITATIONS
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SSRN RANKINGS

Top 24,305

in Total Papers Citations

18

CROSSREF CITATIONS

22

Scholarly Papers (9)

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

IDB Working Paper No. 432
Number of pages: 52 Posted: 25 Apr 2011
Kevin Cowan, Erwin Hansen and Luis Oscar Herrera
Adolfo Ibanez University, University of Chile - Department of Business Administration and Central Bank of Chile
Downloads 288 (130,052)
Citation 12

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

Inter-American Development Bank Working Paper No. 521
Number of pages: 50 Posted: 28 Feb 2005
Kevin Cowan, Luis O. Herrera and Erwin Hansen
Adolfo Ibanez University, affiliation not provided to SSRN and University of Chile - Department of Business Administration
Downloads 236 (159,154)
Citation 15

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investment, financial crises, net worth, currency

2.

Predictive Regressions for Aggregate Stock Market Volatility with Machine Learning

Number of pages: 58 Posted: 19 Apr 2021 Last Revised: 26 Jul 2021
Juan Díaz, Erwin Hansen and Gabriel Cabrera
University of Chile - Department of Management Control and Information Systems, University of Chile - Department of Business Administration and University of Chile
Downloads 226 (167,140)

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Forecasting, Realized Volatility, Machine Learning, Model Uncertainty, Nonlinearities

3.

Determinants of Corporate Exchange Rate Exposure and Implications for Investors: Evidence from Chilean Firms

Manchester Business School Research Paper No. 606
Number of pages: 24 Posted: 01 Oct 2010 Last Revised: 20 Dec 2010
Erwin Hansen and Stuart Hyde
University of Chile - Department of Business Administration and Alliance Manchester Business School - University of Manchester
Downloads 206 (181,597)
Citation 1

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Foreign Exchange, Exposure, Stock Returns, International Finance, Hedging

4.

Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment

BAFFI CAREFIN Centre Research Paper No. 2018-85
Number of pages: 37 Posted: 03 Aug 2018
Massimo Guidolin, Erwin Hansen and Martin Lozano
Bocconi University - Department of Finance, University of Chile - Department of Business Administration and Independent
Downloads 133 (264,759)

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Linear asset pricing models, Stochastic discount factor, Portfolio selection, Out-of-sample performance

5.

The Reinvestment of Multinationals as a Capital Flow: Crises, Imbalances and the Cash-Based Current Account

Number of pages: 47 Posted: 17 Jul 2015 Last Revised: 03 Feb 2018
Erwin Hansen and Rodrigo Andres Wagner
University of Chile - Department of Business Administration and UAI Business School
Downloads 82 (364,781)
Citation 1

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External Balance, Macroprudential Regulation, Corporate Saving, Global Imbalance, Repatriation Tax

6.

Stockpiling Cash When It takes Time to Build: Exploring Price Differentials in a Commodity Boom

Number of pages: 71 Posted: 30 Oct 2015 Last Revised: 19 Jan 2017
Erwin Hansen and Rodrigo Andres Wagner
University of Chile - Department of Business Administration and UAI Business School
Downloads 72 (392,749)
Citation 1

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Cash flow sensitivity of cash, investment, liquidity, time-to-build, spot future spread

7.

Does the FED's QE Program Alleviate Firms’ Financial Constraints in Emerging Economies?

Number of pages: 32 Posted: 29 Sep 2015
Erwin Hansen and Mauricio Jara-Bertin
University of Chile - Department of Business Administration and University of Chile - Business School
Downloads 63 (421,471)

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Quantitative Easing, Financial Constraints, Investment–Cash Flow Sensitivity, Emerging Markets

8.

Economic Evaluation of Asset Pricing Models Under Predictability

Number of pages: 44 Posted: 25 May 2021
Erwin Hansen
University of Chile - Department of Business Administration
Downloads 24 (601,308)

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Factor models, Stock return predictability, Bayesian investors, portfolio performance

9.

Responsible Personal Finance: The Role of Conscientiousness in Bank and Pension Savings in Chile

International Review of Finance, Vol. 16, Issue 1, pp. 161-167, 2016
Number of pages: 7 Posted: 03 Mar 2016
Edgar E. Kausel, Erwin Hansen and Pablo Tapia
University of Chile - Faculty of Economics and Business, University of Chile - Department of Business Administration and University of Chile - Department of Business Administration
Downloads 0 (794,889)
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