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.

You can sort the list by either date, author or title.

Sort by: Date | Author | Title

Christiansen, C. & Savva, C. S. (2023). Government Bond Market Risk-Return Trade-Off. Quantitative Finance and Economics, 7(2), 249-260. https://doi.org/10.3934/QFE.2023013

Christiansen, C. (2023). The Effects of High Uncertainty Risk on International Stock Markets. Annals of Operations Research. Advance online publication. https://doi.org/10.1007/s10479-023-05664-0

Christensen, K., Christiansen, C. & Posselt, A. M. (2020). The economic value of VIX ETPs. Journal of Empirical Finance, 58, 121-138. https://doi.org/10.1016/j.jempfin.2020.05.009

Christensen, B. J., Parra-Alvarez, J. C. & Serrano, R. (2021). Optimal control of investment, premium and deductible for a non-life insurance company. Insurance: Mathematics and Economics, 101(Part B), 384-405. https://doi.org/10.1016/j.insmatheco.2021.07.005

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

Christensen, B. J., Neri, L. & Parra-Alvarez, J. C. (2024). Estimation of continuous-time linear DSGE models from discrete-time measurements. Journal of Econometrics, 244(2), Article 105871. https://doi.org/10.1016/j.jeconom.2024.105871

Buccioli, A. & Kokholm, T. (2022). Shock Waves and Golden Shores: The Asymmetric Interaction between Gold Prices and the Stock Market. European Journal of Finance, 28(7), 743-760. https://doi.org/10.1080/1351847X.2021.1897026

Bro, J. & Eriksen, J. N. (2025). Subjective expectations and house prices. Journal of Banking and Finance, 172, Article 107377. https://doi.org/10.1016/j.jbankfin.2024.107377

Borup, D. & Montes Schütte, E. C. (2022). In search of a job: Forecasting employment growth using Google Trends. Journal of Business and Economic Statistics, 40(1), 186-200. https://doi.org/10.1080/07350015.2020.1791133

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

Displaying results 81 to 90 out of 127

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

People

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 02.03.2026

Birgitte Højklint Nielsen