Erwin Hansen Silva
Profesor asociado
Ph.D. in Finance, University of Manchester, Manchester, Inglaterra
ehansen@fen.uchile.cl
+562 29772125
Biografía:
- Master in Sciences Economics, University of Texas at Austin, Austin, USA.
- Ingeniero Comercial, Universidad de Chile, Santiago, Chile.
Profesor Asociado, Departamento de Administración, Facultad de Economía y Negocios de la Universidad de Chile. Sus áreas de Especilización son: Inversiones, Finanzas Internacionales, Finanzas, Valoración de Activos, Econometría.
Actualmente el profesor Hansen realiza labores en:
- Director del programa de Magíster en Finanzas (Full Time) Departamento de Administración, Facultad de Economía y Negocios de la Universidad de Chile.
- Miembro del Comité Académico del Doctorado en Administración de Negocios, Facultad de Economía y Negocios, Universidad de Chile.
- Miembro del Comité Académico del Magíster en Finanzas, Departamento de Administración, Facultad de Economía y Negocios de la Universidad de Chile.
- 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 Negcios, Universidad de Chile.Mercado Financiero.
- Consejero Suplente en su Comisión de la Sociedad Civil (COSOC).
No hay información disponible en "otros".
Publicaciones Destacadas
2024 - Machine-learning stock market volatility: Predictability, drivers, and economic value.
Juan Díaz, Erwin Hansen y Gabriel Cabrera. International Review of Financial Analysis.https://doi.org/10.1016/j.irfa.2024.103286
2022 - Gold Risk Premium Estimation with Machine Learning Methods.
Gabriel Cabrera , Erwin Hansen S, J. Diaz R. Journal of Commodity Markets.https://doi.org/10.1016/j.jcomm.2022.100293
2022 - Economic evaluation of asset pricing models under predictability.
Erwin Hansen S. Journal of Empirical Finance.
2022 - The Reinvestment by Multinationals as a Capital Flow: Crises, Imbalances, and the Cash-based Current Account.
Rodrigo Wagner B, Erwin Hansen S. Journal of International Money and Finance.Volume 124, 102615. https://doi.org/10.1016/j.jimonfin.2022.102615
2021 - Economic Policy Uncertainty and Presidential Approval: Evidence from Latin America.
Erwin Hansen S, Myriam Gómez-Méndez. Plos One.16(3). e0248432. https://doi.org/10.1371/journal.pone.0248432
2024 -
Machine-learning stock market volatility: Predictability, drivers, and economic value
Juan Díaz, Erwin Hansen y Gabriel Cabrera.
International Review of Financial Analysis.
2022 -
Gold Risk Premium Estimation with Machine Learning Methods
Gabriel Cabrera , Erwin Hansen S, J. Diaz R.
Journal of Commodity Markets.
2022 -
Economic evaluation of asset pricing models under predictability
Erwin Hansen S.
Journal of Empirical Finance.
2022 -
The Reinvestment by Multinationals as a Capital Flow: Crises, Imbalances, and the Cash-based Current Account
Rodrigo Wagner B, Erwin Hansen S.
Journal of International Money and Finance.
2022 -
Asset pricing model uncertainty and portfolio choice
Erwin Hansen S, Ignacio Carrasco .
Finance Research Letters.
2021 -
Economic Drivers of Commodity Volatility: the Case of Copper
Gabriel Cabrera , Erwin Hansen S, J. Diaz R.
Resources Policy.
2021 -
Economic Policy Uncertainty and Presidential Approval: Evidence from Latin America
Erwin Hansen S, Myriam Gómez-Méndez.
Plos One.
2020 -
A Random Walk through the Trees: Forecasting Copper Prices using Decision Learning Methods
Gabriel Cabrera , Erwin Hansen S, J. Diaz R.
Resources Policy.
2019 -
When does the Central Bank intervene the foreign exchange market? Estimating a time-varying threshold intervention function
Marco Morales , Erwin Hansen S.
International Review of Finance.
2019 -
Cross-Asset Contagion in the Financial Crisis: A Bayesian Time-Varying Parameter Approach
Manuela Pedio , Massimo Guidolin , Erwin Hansen S.
Journal of Financial Markets.
2018 -
Portfolio performance of linear SDF models: an out-of-sample assessment
Martín Lozano-Banda, Massimo Guidolin , Erwin Hansen S.
Quantitative Finance.
2017 -
Stockpiling Cash when it takes Time to Build: Exploring Price Differentials in a Commodity Boom
Rodrigo Wagner B, Erwin Hansen S.
Journal of Banking and Finance.
2016 -
Responsible Personal Finance: The Role of Conscientiousness in Bank and Pension Savings in Chile
Edgar Kausel E, Erwin Hansen S, Pablo Tapia G.
International Review of Finance.
2016 -
Political Risk and Sovereign Spreads in Latin America
Erwin Hansen S, Jennifer Zegarra.
Academia Revista Latinoamericana de Administracion.
2016 -
Pricing S&P 500 Index Options: A conditional semi-nonparametric approach
Massimo Guidolin , Erwin Hansen S.
Journal of Futures Markets.
2008 -
Investment, Maturity Mismatch and Liquidity Shocks in Chile
Erwin Hansen S, Kevin Cowan .
Trimestre Económico.
