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Erwin Hansen S., Ph.D.
Assistant Professor of Finance. 
                                                














Address
Diagonal Paraguay 257
Oficina 1204
Santiago, Chile

Email
ehansen[at]fen.uchile.cl

The University of Chile's Business School is organizing Santiago Finance Workshop

Check out our regular Finance and Accounting Seminar Series (Seminario en Finanzas y Contabilidad - FINCO) at FEN 


Work in Progress
  • Economic Links and the Cross-section of Option Returns (2017) [with R. Gencay and X. Yu]
Working Papers
  • Cross-Asset Contagion in the Financial Crisis: a Bayesian Time-Varying Approach (2016) [with M. Guidolin and M. Pedio] 
  • Do Cognitive Abilities Affect the Decision to Invest in Risky Assets through a Risk Aversion Channel? A Mediation Analysis for Australia (2016) [with P. Tapia] (R&R)
  • When do Central Banks Intervene in the FX Market? Estimating the Time-Varying Central Bank Threshold Intervention Function (2016) [with M. Morales]
  • Is the Reinvestment of Multinational a Capital Flow? Local Saving and the Current Account (2015). [with R.Wagner]
  • Portfolio Performance of Linear SDF Models: an Out-of-Sample Assessment (2013). [with M. Guidolin and M. Lozano] (R&R)
Publications
Publications (Old)