Details about Jonas Nygaard Eriksen

Access statistics for papers by Jonas Nygaard Eriksen.

Last updated 2024-06-08. Update your information in the RePEc Author Service.

Short-id: per157

Working Papers

2020

1. Predicting bond return predictability
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
   See also Journal Article Predicting Bond Return Predictability, Management Science, INFORMS (2024) (2024)

2015

2. Expected Business Conditions and Bond Risk Premia
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
   See also Journal Article Expected Business Conditions and Bond Risk Premia, Journal of Financial and Quantitative Analysis, Cambridge University Press (2017) View citations (11) (2017)

2013

3. Forecasting US Recessions: The Role of Sentiments
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (8)
   See also Journal Article Forecasting US recessions: The role of sentiment, Journal of Banking & Finance, Elsevier (2014) View citations (72) (2014)

Journal Articles

2024

1. Predicting Bond Return Predictability
   Management Science, 2024, 70, (2), 931-951
   See also Working Paper Predicting bond return predictability, CREATES Research Papers (2020) (2020)

2021

2. Asset pricing and FOMC press conferences
   Journal of Banking & Finance, 2021, 128, (C) View citations (2)

2019

3. Cross-sectional return dispersion and currency momentum
   Journal of Empirical Finance, 2019, 53, (C), 91-108 View citations (5)
4. Negative house price co-movements and US recessions
   Regional Science and Urban Economics, 2019, 77, (C), 382-394 View citations (10)

2017

5. Expected Business Conditions and Bond Risk Premia
   Journal of Financial and Quantitative Analysis, 2017, 52, (4), 1667-1703 View citations (11)
   See also Working Paper Expected Business Conditions and Bond Risk Premia, CREATES Research Papers (2015) (2015)

2014

6. Forecasting US recessions: The role of sentiment
   Journal of Banking & Finance, 2014, 49, (C), 459-468 View citations (72)
   See also Working Paper Forecasting US Recessions: The Role of Sentiments, CREATES Research Papers (2013) View citations (8) (2013)