Assistant Professor
University of Zurich
Rämistrasse 71
Zürich, CH-8006
Switzerland
email address
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Swiss Finance Institute
c/o University of Geneve
40, Bd du Pont-d'Arve
1211 Geneva, CH-6900
Switzerland
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Assistant Professor
University of Zurich - Faculty of Economics, Business Administration and Information Technology
Plattenstrasse 14
Zürich, 8032
Switzerland
email address
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Hasseltoft, Henrik's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,660 |
Total
Citations
10 |
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1.
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Hasseltoft, Henrik
University of Zurich
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25 Jun 07
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Last Revised:
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19 Mar 11
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496
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5
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Long-run risks, Predictability, Simulated Method of Moments
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2.
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International Bond Risk Premia
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Dahlquist, Magnus
Stockholm School of Economics Hasseltoft, Henrik
University of Zurich
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Posted:
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03 Sep 10
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Last Revised:
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16 Dec 12
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427
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2
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Dahlquist, Magnus
Stockholm School of Economics Hasseltoft, Henrik
University of Zurich
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230
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2
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Affine model, local and global factors, time-varying risk premia
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Dahlquist, Magnus
Stockholm School of Economics Hasseltoft, Henrik
University of Zurich
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03 Sep 10
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Last Revised:
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16 Dec 12
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197
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Affine model, local and global factors, time-varying risk premia
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3.
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Hasseltoft, Henrik
University of Zurich
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340
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3
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Fed Model, Money Illusion, Stock-Bond Correlation, Economic uncertainty, Inflation, Inflation volatility, Long-Run Risk, Epstein-Zin, Asset Pricing
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4.
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Hasseltoft, Henrik
University of Zurich Burkhardt, Dominic
University of Zurich/Swiss Finance Institute
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06 Jul 11
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Last Revised:
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12 Dec 12
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287
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cyclicality, fed-model, inflation, long-run risks, money illusion, regime-switching, stock-bond correlation
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5.
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Dzielinski, Michal
University of Zurich - Department of Banking and Finance Hasseltoft, Henrik
University of Zurich
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110
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predictability, public news tone, stock returns, volatility
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Records 1 -
5
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