Mads Markvart Kjær

Aarhus University, CREATES

Nordre Ringgade 1

DK-8000 Aarhus C, 8000

Denmark

SCHOLARLY PAPERS

3

DOWNLOADS

1,054

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Predicting Bond Return Predictability

Accepted for publication in Management Science
Number of pages: 114 Posted: 30 Jan 2020 Last Revised: 06 May 2022
Daniel Borup, Jonas N. Eriksen, Mads Markvart Kjær and Martin Thyrsgaard
Aarhus University, CREATES, DFI, Aarhus University, DFI, Aarhus University, CREATES and Northwestern University - Kellogg School of Management
Downloads 948 (45,654)
Citation 2

Abstract:

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

2.

The U.S. Dollar and Variance Risk Premia Imbalances

Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2022
Number of pages: 62 Posted: 28 Oct 2022 Last Revised: 04 Nov 2022
Anders Merrild Posselt and Mads Markvart Kjær
Aarhus University - CREATES and Aarhus University, CREATES
Downloads 106 (463,516)

Abstract:

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Currency return predictability, the U.S. Dollar, variance risk premium

3.

The U.S. Dollar and Variance Risk Premia Imbalances

Posted: 20 Apr 2022 Last Revised: 02 Nov 2022
Mads Markvart Kjær and Anders Merrild Posselt
Aarhus University, CREATES and Aarhus University - CREATES
Downloads 0 (1,118,881)

Abstract:

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Currency return predictability, the U.S. Dollar, variance risk premium