Erwin Hansen

University of Chile - Department of Business Administration

Assistant Professor

Diagonal Paraguay 257

Santiago, 8330015

Chile

SCHOLARLY PAPERS

8

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1,858

SSRN CITATIONS
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Top 24,807

in Total Papers Citations

26

CROSSREF CITATIONS

23

Scholarly Papers (8)

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 377 (147,046)
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 260 (218,105)
Citation 19

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investment, financial crises, net worth, currency

2.

Time-Varying Risk Aversion and International Stock Returns

BAFFI CAREFIN Centre Research Paper No. 203
Number of pages: 48 Posted: 12 Jul 2023
Massimo Guidolin, Erwin Hansen and Gabriel Cabrera
Bocconi University, Dept. of Finance, University of Chile - Department of Business Administration and University of Chile
Downloads 260 (219,290)

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Implied risk aversion, forecast stock return, market timing, mean-variance asset allocation.

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 247 (230,793)
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, Dept. of Finance, University of Chile - Department of Business Administration and University of Monterrey - UDEM
Downloads 242 (235,395)
Citation 2

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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: 35 Posted: 17 Jul 2015 Last Revised: 18 Nov 2021
Erwin Hansen and Rodrigo Andres Wagner
University of Chile - Department of Business Administration and UAI Business School
Downloads 184 (303,324)
Citation 2

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Foreign Direct Investment, External Balance, Corporate Saving, Global Imbalance, Repatriation Tax, TCJA

6.

Economic Evaluation of Asset Pricing Models Under Predictability

Number of pages: 46 Posted: 25 May 2021 Last Revised: 29 Jun 2022
Erwin Hansen
University of Chile - Department of Business Administration
Downloads 104 (477,657)
Citation 2

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

7.

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 99 (493,842)
Citation 1

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

8.

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 85 (543,939)

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