Jonas N. Eriksen

Aarhus University, CREATES, DFI

Associate Professor

Fuglesangs Alle 4

Aarhus V, 8210

Denmark

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 33,651

SSRN RANKINGS

Top 33,651

in Total Papers Downloads

1,795

SSRN CITATIONS
Rank 35,326

SSRN RANKINGS

Top 35,326

in Total Papers Citations

19

CROSSREF CITATIONS

4

Scholarly Papers (6)

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 461 (77,969)
Citation 2

Abstract:

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Foreign Exchange, Momentum, Return Dispersion, Asset Pricing

2.

Predicting Bond Return Predictability

Number of pages: 117 Posted: 30 Jan 2020 Last Revised: 25 Aug 2021
Aarhus University, CREATES, DFI, Aarhus University, CREATES, DFI, Aarhus University, CREATES and Northwestern University - Kellogg School of Management
Downloads 427 (85,337)

Abstract:

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

3.

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, CREATES, DFI and Aarhus University - CREATES
Downloads 350 (107,195)
Citation 12

Abstract:

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

4.

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 256 (149,264)
Citation 7

Abstract:

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

5.

Asset Pricing and FOMC Press Conferences

Number of pages: 88 Posted: 03 Jan 2019 Last Revised: 10 Mar 2021
Simon Bodilsen, Jonas N. Eriksen and Niels Groenborg
Aarhus University - Department of Economics and Business Economics, Aarhus University, CREATES, DFI and School of Economics and Business Economics, Aarhus University
Downloads 201 (188,064)
Citation 2

Abstract:

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

6.

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, CREATES, DFI and Aarhus University - CREATES
Downloads 100 (326,020)
Citation 1

Abstract:

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Housing, business cycles, negative returns, co-movements