Henrik Hasseltoft

affiliation not provided to SSRN

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 12,901

SSRN RANKINGS

Top 12,901

in Total Papers Downloads

4,793

SSRN CITATIONS
Rank 14,650

SSRN RANKINGS

Top 14,650

in Total Papers Citations

41

CROSSREF CITATIONS

39

Scholarly Papers (7)

1.

Economic Momentum and Currency Returns

Swedish House of Finance Research Paper No. 16-14
Number of pages: 70 Posted: 18 Mar 2015 Last Revised: 04 Apr 2019
Magnus Dahlquist and Henrik Hasseltoft
Stockholm School of Economics and affiliation not provided to SSRN
Downloads 1,508 (15,411)
Citation 10

Abstract:

Loading...

Carry trade, foreign exchange rates, predictability, trend following, trends.

2.
Downloads 749 ( 42,445)
Citation 20

International Bond Risk Premia

Journal of International Economics, Vol. 90, No. 1, 2013
Number of pages: 49 Posted: 03 Sep 2010 Last Revised: 14 Aug 2015
Magnus Dahlquist and Henrik Hasseltoft
Stockholm School of Economics and affiliation not provided to SSRN
Downloads 420 (87,249)
Citation 5

Abstract:

Loading...

Affine model, local and global factors, time-varying risk premia

International Bond Risk Premia

Swiss Finance Institute Research Paper No. 11-16
Number of pages: 50 Posted: 22 Apr 2011
Magnus Dahlquist and Henrik Hasseltoft
Stockholm School of Economics and affiliation not provided to SSRN
Downloads 329 (115,309)
Citation 19

Abstract:

Loading...

Affine model, local and global factors, time-varying risk premia

3.

Understanding Asset Correlations

Swiss Finance Institute Research Paper No. 12-38
Number of pages: 64 Posted: 06 Jul 2011 Last Revised: 12 Dec 2012
Henrik Hasseltoft and Dominic Burkhardt
affiliation not provided to SSRN and University of Zurich/Swiss Finance Institute
Downloads 686 (47,786)
Citation 9

Abstract:

Loading...

cyclicality, fed-model, inflation, long-run risks, money illusion, regime-switching, stock-bond correlation

4.

News Tone Dispersion and Investor Disagreement

Number of pages: 56 Posted: 21 Dec 2012 Last Revised: 03 Jun 2017
Michał Dzieliński and Henrik Hasseltoft
Stockholm Business School, Stockholm University and affiliation not provided to SSRN
Downloads 670 (49,347)
Citation 4

Abstract:

Loading...

disagreement, news analytics, predictability, stock returns, volatility

5.

Stocks, Bonds and Long-Run Consumption Risks

Journal of Financial and Quantitative Analysis (JFQA), Vol. 47, No. 2, 2012
Number of pages: 40 Posted: 25 Jun 2007 Last Revised: 14 Aug 2015
Henrik Hasseltoft
affiliation not provided to SSRN
Downloads 668 (49,516)
Citation 2

Abstract:

Loading...

Long-run risks, Predictability, Simulated Method of Moments

6.

The 'Fed Model' and the Changing Correlation of Stock and Bond Returns: An Equilibrium Approach

Number of pages: 73 Posted: 17 Mar 2009
Henrik Hasseltoft
affiliation not provided to SSRN
Downloads 512 (69,416)
Citation 8

Abstract:

Loading...

Fed Model, Money Illusion, Stock-Bond Correlation, Economic uncertainty, Inflation, Inflation volatility, Long-Run Risk, Epstein-Zin, Asset Pricing

7.

International Bond Risk Premia

Handbook of Fixed-Income Securities, First Edition. Edited by Pietro Veronesi. 2015 John Wiley Sons, Inc
Posted: 01 Jul 2015 Last Revised: 13 Aug 2015
Magnus Dahlquist and Henrik Hasseltoft
Stockholm School of Economics and affiliation not provided to SSRN

Abstract:

Loading...

bond risk premia, interest rates, local and global factors, predictability