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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 desempeña los siguientes roles:

  • Miembro del Comité Académico del Doctorado y del Comité Académico del Santiago Finance Workshop.
  • Miembro del Comité de Ética de la Facultad de Economía y Negocios de la Universidad de Chile.
Erwin Hansen

Erwin Hansen Silva

Profesor Asociado

Ph.D. in Finance, University of Manchester, Manchester, Inglaterra

ehansen@fen.uchile.cl
+562 29772125

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

ISI
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.
J. Nacional
2013 - Determinantes de la exposición cambiaria de las empresas Chilenas
Erwin Hansen S, Stuart Hyde . Economia Chilena.
2009 - Relacion entre Estructura de Capital y Retorno de Acciones: Evidencia en Mercados Latinoamericanos y de EEUU.
Juan Pablo Torres C, Erwin Hansen S. Revista Estudio de Administración.
2005 - Descalces Cambiarios en Firmas Chilenas no Financieras
Luis Herrera B, Erwin Hansen S, Kevin Cowan . Economia Chilena.
Cap. Libro y Libros
2005 - Currency Mismatches, Balance Sheet Effects and Hedging in Chilean Non-Financial Corporations
Luis Herrera B, Erwin Hansen S, Kevin Cowan . Documentos de Trabajo Banco Central.
Revistas con Comité Editorial
2010 - Pronóstico del Precio del Cobre Incorporando la Memoria Larga en Modelos de Tipo ARFIMA
Juan Pablo Torres C, Erwin Hansen S. Trend Management.
  • +562 29783375
  • Diagonal Paraguay 257, Torre 26
  • administracion@fen.uchile.cl

Departamento

Formación

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©2023 Todos los derechos reservados Departamento de Administración
Facultad de Economía y Negocios (FEN), Universidad de Chile

acreditaciones

Acceso Actas – Acceso Académicos