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  4. Erwin Hansen

Erwin Hansen

  • Profesor Asociado
    Formación Académica

  • Ph.D in Finance, University of Manchester, Manchester, United Kingdom.
    Master in Sciences Economics, University of Texas at Austin, Austin, USA.
    Ingeniero Comercial, Universidad de Chile, Santiago, Chile.

    Biografía

  • Erwin Hansen es Profesor Asociado del Departamento de Administración de la Facultad de Economía y Negocios de la Universidad de Chile.

    Actualmente el profesor Hansen realiza labores en:

    - Integrante Consejo Facultad de Economía y Negocios, Universidad de Chile.

    - Miembro del Comité Académico de Santiago Finance Workshop.

    - Coordinador área Finanzas, Escuela de Pregrado, Carrera Ingeniería Comercial, Facultad de Economía y Negocios, Universidad de Chile.

    Campos de Investigación
  • Inversiones, Finanzas Internacionales, Finanzas, Valoración de Activos y Econometría.
Publicaciones en Revistas con Comité Editorial
● 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
● 2022 / Asset pricing model uncertainty and portfolio choice / Finance Research Letters - Vol. 45
● 2021 / Economic drivers of commodity volatility: The case of copper / RESOURCES POLICY - Vol. 73
● 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
Capítulos de libros
● 2005 / Currency Mismatches, Balance Sheet Effects and Hedging in Chilean Non-Financial Corporations
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. 11.150.693