Jonas N. Eriksen

Aarhus University, CREATES, DFI

Associate Professor

Fuglesangs Alle 4

Aarhus V, 8210

Denmark

  • Aarhus University, CREATES, DFI

SCHOLARLY PAPERS

6

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1,141

SSRN CITATIONS
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Top 42,366

in Total Papers Citations

9

CROSSREF CITATIONS

4

Scholarly Papers (6)

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1.

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, CREATES, DFI
Downloads 377 (81,231)
Citation 2

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Foreign Exchange, Momentum, Return Dispersion, Asset Pricing

2.

Forecasting US Recessions: The Role of Sentiment

Number of pages: 46 Posted: 22 Feb 2013 Last Revised: 15 Sep 2014
Charlotte Christiansen, Jonas N. Eriksen and Stig Vinther Møller
Aarhus University - CREATES, Aarhus University, CREATES, DFI and Aarhus University - CREATES
Downloads 317 (98,879)
Citation 5

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

3.

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, CREATES, DFI
Downloads 232 (137,128)
Citation 5

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

4.

Asset Pricing and FOMC Press Conferences

Number of pages: 68 Posted: 03 Jan 2019 Last Revised: 06 Dec 2019
Jonas N. Eriksen and Niels Groenborg
Aarhus University, CREATES, DFI and School of Economics and Business Economics, Aarhus University
Downloads 95 (284,785)
Citation 1

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

5.

Negative House Price Co-Movements and US Recessions

Number of pages: 45 Posted: 14 Jun 2017 Last Revised: 23 May 2019
Charlotte Christiansen, Jonas N. Eriksen and Stig Vinther Møller
Aarhus University - CREATES, Aarhus University, CREATES, DFI and Aarhus University - CREATES
Downloads 77 (324,018)
Citation 1

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Housing, business cycles, negative returns, co-movements

6.

Predicting Bond Return Predictability

Number of pages: 104 Posted: 30 Jan 2020 Last Revised: 03 Feb 2020
Daniel Borup, Jonas N. Eriksen, Mads Markvart Kjær and Martin Thyrsgaard
Aarhus University, CREATES, DFI, Aarhus University, CREATES, DFI, Aarhus University, CREATES and Northwestern University - Kellogg School of Management
Downloads 43 (428,814)

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