Jorge Hansen

Aarhus University

Nordre Ringgade 1

DK-8000 Aarhus C, 8000

Denmark

CREATES

School of Economics and Management

Building 1322, Bartholins Alle 10

DK-8000 Aarhus C

Denmark

DFI

SCHOLARLY PAPERS

2

DOWNLOADS

406

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Quantifying Investor Narratives and Their Role during COVID-19

Number of pages: 114 Posted: 20 Dec 2020 Last Revised: 17 Aug 2021
Aarhus University, CREATES, DFI, Aarhus University, Aarhus University - CREATES and Aarhus University - CREATES
Downloads 393 (94,022)
Citation 1

Abstract:

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COVID-19, textual analysis, latent Dirichlet allocation, narrative economics

2.

Can Linear-Rational Term Structure Models Capture Conditional Volatility in the Treasury Yield Market?

Number of pages: 71 Posted: 29 Jun 2020
Jorge Hansen
Aarhus University
Downloads 13 (687,924)

Abstract:

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Interest rate model, Treasury market, Unscented Kalman Filter, Unspanned stochastic volatility