Publications in Finance

The list below contains all publications from 2020-2025 written or edited by members of the Finance section at the Department of Economics and Business Economics.

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Balter, A. G., Bjerre, D. S. & Kallestrup-Lamb, M. (2023). The effect of marital status on life expectancy: Is cohabitation as protective as marriage? Journal of Demographic Economics, 89(3), 373-394. https://doi.org/10.1017/dem.2023.10

Asgharian, H., Christiansen, C. & Hou, A. J. (2023). The effect of uncertainty on stock market volatility and correlation. Journal of Banking and Finance, 154, Article 106929. https://doi.org/10.1016/j.jbankfin.2023.106929

Christensen, B. J., Kjær, M. M. & Veliyev, B. (2023). The incremental information in the yield curve about future interest rate risk. Journal of Banking and Finance, 155, Article 106973. https://doi.org/10.1016/j.jbankfin.2023.106973

Møller, S. V. & Priestley, R. (2023). The Role of the Discount Rate in Investment and Employment Decisions. Journal of Financial and Quantitative Analysis, 58(2), 914-938. https://doi.org/10.1017/S0022109021000715

Bakshi, G., Crosby, J., Gao, X. & Hansen, J. W. (2023). Treasury option returns and models with unspanned risks. Journal of Financial Economics, 150(3), Article 103736. https://doi.org/10.1016/j.jfineco.2023.103736

Kostopoulos, D., Meyer, S. & Uhr, C. (2022). Ambiguity about volatility and investor behavior. Journal of Financial Economics, 145(1), 277-296. https://doi.org/10.1016/j.jfineco.2021.07.004

Jørgensen, P. L., Rangvid, J. & Ramlau-Hansen, H. (2022). Asset Allocation, Investment Policies and Returns. In T. M. Andersen, S. E. Hougaard Jensen & J. Rangvid (Eds.), The Danish Pension System: Design, Performance, and Challenges (pp. 118-156). Oxford University Press. https://doi.org/10.1093/oso/9780198867425.003.0005

Borup, D. & Montes Schütte, E. C. (2022). Asset pricing with data revisions. Journal of Financial Markets, 59(Part B), Article 100620. https://doi.org/10.1016/j.finmar.2021.100620

Baker, S. R., Kueng, L., Meyer, S. & Pagel, M. (2022). Consumption Imputation Errors in Administrative Data. Review of Financial Studies, 35(6), 3021-3059. https://doi.org/10.1093/rfs/hhab087

Posselt, A. M. (2022). Dynamics in the VIX complex. The Journal of Futures Markets, 42(9), 1665-1687. https://doi.org/10.1002/fut.22290

Displaying results 61 to 70 out of 122

Full lists of individual section members' publications can be found via the section's faculty list.

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An overview of publications from all three sections of the Department of Economics and Business Economics can be found on 'Publication overview'.

Publication overview

Revised 14.10.2025

Birgitte Højklint Nielsen