Henrik Hasseltoft

affiliation not provided to SSRN

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 11,734

SSRN RANKINGS

Top 11,734

in Total Papers Downloads

3,788

CITATIONS
Rank 21,847

SSRN RANKINGS

Top 21,847

in Total Papers Citations

13

Scholarly Papers (7)

1.

Economic Momentum and Currency Returns

Swedish House of Finance Research Paper No. 16-14
Number of pages: 48 Posted: 18 Mar 2015 Last Revised: 16 Jan 2017
Magnus Dahlquist and Henrik Hasseltoft
Stockholm School of Economics and affiliation not provided to SSRN
Downloads 891 (23,894)

Abstract:

Loading...

Foreign exchange rates, predictability, surveys, trend following, trends.

2.

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 648 (37,110)
Citation 3

Abstract:

Loading...

Long-run risks, Predictability, Simulated Method of Moments

3.
Downloads 647 ( 37,182)
Citation 5

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 343 (81,077)
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 304 (93,021)
Citation 5

Abstract:

Loading...

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

4.

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 623 (39,162)
Citation 1

Abstract:

Loading...

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

5.

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 501 (51,922)

Abstract:

Loading...

disagreement, news analytics, predictability, stock returns, volatility

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 478 (54,926)
Citation 4

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