Jonas N. Eriksen

Aarhus University, DFI

Associate Professor

Fuglesangs Alle 4

Aarhus V, 8210

Denmark

http://www.jeriksen.dk

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 32,770

SSRN RANKINGS

Top 32,770

in Total Papers Downloads

2,865

SSRN CITATIONS
Rank 23,298

SSRN RANKINGS

Top 23,298

in Total Papers Citations

48

CROSSREF CITATIONS

4

Scholarly Papers (7)

1.

Predicting Bond Return Predictability

Accepted for publication in Management Science
Number of pages: 114 Posted: 30 Jan 2020 Last Revised: 06 May 2022
Aarhus University, CREATES, DFI, Aarhus University, DFI, Aarhus University, CREATES and Northwestern University - Kellogg School of Management
Downloads 948 (45,631)
Citation 2

Abstract:

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bond excess returns, forecasting, state-dependencies, multivariate test, equal conditional predictive ability

2.

Cross-Sectional Return Dispersion and Currency Momentum

Number of pages: 77 Posted: 18 Jul 2017 Last Revised: 29 Apr 2019
Jonas N. Eriksen
Aarhus University, DFI
Downloads 534 (96,656)
Citation 5

Abstract:

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Foreign Exchange, Momentum, Return Dispersion, Asset Pricing

3.

Forecasting US Recessions: The Role of Sentiment

Number of pages: 46 Posted: 22 Feb 2013 Last Revised: 15 Sep 2014
Aarhus University - CREATES, Aarhus University, DFI and Aarhus University - CREATES
Downloads 414 (131,014)
Citation 19

Abstract:

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business cycles, forecasting, factor analysis, probit model, sentiment variables

4.

Expected Business Conditions and Bond Risk Premia

Journal of Financial and Quantitative Analysis (JFQA), Vol. 52, No. 4, Aug. 2007, pp. 1667-1703
Number of pages: 55 Posted: 13 Sep 2014 Last Revised: 03 Mar 2018
Jonas N. Eriksen
Aarhus University, DFI
Downloads 296 (188,975)
Citation 11

Abstract:

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Bond risk premia, macro-expectations, predictability, economic value, expectations hypothesis, time-varying risk premia

5.

Asset Pricing and FOMC Press Conferences

Number of pages: 88 Posted: 03 Jan 2019 Last Revised: 10 Mar 2021
Aarhus University - Department of Economics and Business Economics, Aarhus University, DFI and School of Economics and Business Economics, Aarhus University
Downloads 285 (196,518)
Citation 11

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Asset Pricing, FOMC Press Conferences, Monetary Policy, Risk Premia

6.

Subjective Expectations and House Prices

Number of pages: 83 Posted: 20 Dec 2021 Last Revised: 08 Jan 2024
Jeppe Bro and Jonas N. Eriksen
Norges Bank Investment Management (NBIM) and Aarhus University, DFI
Downloads 238 (235,227)
Citation 1

Abstract:

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Subjective expectations, house price movements, variance decomposition, belief distortions

7.

Negative House Price Co-Movements and US Recessions

Number of pages: 45 Posted: 14 Jun 2017 Last Revised: 23 May 2019
Aarhus University - CREATES, Aarhus University, DFI and Aarhus University - CREATES
Downloads 150 (355,498)
Citation 4

Abstract:

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Housing, business cycles, negative returns, co-movements