Jonas N. Eriksen

Aarhus University and CREATES

Assistant Professor

Fuglesangs Alle 4

Aarhus V, 8210

Denmark

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 41,384

SSRN RANKINGS

Top 41,384

in Total Papers Downloads

1,004

CITATIONS
Rank 29,872

SSRN RANKINGS

Top 29,872

in Total Papers Citations

13

Scholarly Papers (5)

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 and CREATES
Downloads 350 (83,835)

Abstract:

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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
Aarhus University - CREATES, Aarhus University and CREATES and Aarhus University - CREATES
Downloads 309 (96,349)
Citation 11

Abstract:

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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 and CREATES
Downloads 226 (133,437)
Citation 5

Abstract:

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

4.

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 and CREATES and Aarhus University - CREATES
Downloads 64 (340,792)
Citation 1

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Housing, business cycles, negative returns, co-movements

5.

Standing at Attention: The Impact of FOMC Press Conferences on Asset Prices

Number of pages: 67 Posted: 03 Jan 2019 Last Revised: 10 Jul 2019
Jonas N. Eriksen and Niels Groenborg
Aarhus University and CREATES and School of Economics and Business Economics, Aarhus University
Downloads 55 (367,171)

Abstract:

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