Publications

Badcock, J. C., Mackinnon, A., Waterreus, A., Watts, G. F., Castle, D., McGrath, J. J. & Morgan, V. A. (2019). Loneliness in psychotic illness and its association with cardiometabolic disorders. Schizophrenia Research, 204, 90-95. https://doi.org/10.1016/j.schres.2018.09.021

Grove, J., Ripke, S., Als, T. D., Mattheisen, M., Walters, R. K., Won, H. ... Børglum, A. D. (2019). Identification of common genetic risk variants for autism spectrum disorder. Nature Genetics, 51(3), 431-444. https://doi.org/10.1038/s41588-019-0344-8

Gatto, A. & Busato, F. (2019). Defining, measuring and ranking energy vulnerability. Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2019-01

Lyng, R. S. & Zhou, J. (2019). Household Portfolio Choice Before and After a House Purchase. Aarhus: Institut for Økonomi, Aarhus Universitet. Economics Working Papers, No. 2019-01

Christensen, J., Pedersen, L. H., Sun, Y., Dreier, J. W., Brikell, I. & Dalsgaard, S. (2019). Association of Prenatal Exposure to Valproate and Other Antiepileptic Drugs With Risk for Attention-Deficit/Hyperactivity Disorder in Offspring. JAMA network open, 2(1), [e186606]. https://doi.org/10.1001/jamanetworkopen.2018.6606

Ergemen, Y. E. (2019). System Estimation of Panel Data Models under Long-Range Dependence. Journal of Business and Economic Statistics, 37(1), 13-26. https://doi.org/10.1080/07350015.2016.1255217

Leong, W. R. (2019). GARCH(1,1) at small sample size and pairs trading with cointegration. Aarhus: Institut for Økonomi, Aarhus Universitet. ECON PhD Dissertations, No. 2019-1

Helgertz, J. & Nilsson, A. (2019). The effect of birth weight on hospitalizations and sickness absences: a longitudinal study of Swedish siblings. Journal of Population Economics, 32(1), 153-178. https://doi.org/10.1007/s00148-018-0706-z

Tei, R. M. H., Ramlau-Hansen, C. H., Plana-Ripoll, O., Brink, O. & Langdahl, B. L. (2019). OFELIA: Prevalence of Osteoporosis in Fragility Fracture Patients. Calcified Tissue International, 104(1), 102-114. https://doi.org/10.1007/s00223-018-0476-3

Afesorgbor, S. K. (2019). The impact of economic sanctions on international trade: How do threatened sanctions compare with imposed sanctions? European Journal of Political Economy, 56, 11-26. https://doi.org/10.1016/j.ejpoleco.2018.06.002

Ahlers, F. S., Benros, M. E., Dreier, J. W. & Christensen, J. (2019). Infections and risk of epilepsy in children and young adults: A nationwide study. Epilepsia, 60(2), 275-283. https://doi.org/10.1111/epi.14626

Amado, C., Silvennoinen, A. & Terasvirta, T. (2019). Models with Multiplicative Decomposition of Conditional Variances and Correlations. In J. Chevallier, S. Goutte, D. Guerreiro, S. Saglio & B. Sanjahi (Eds.), Financial Mathematics, Volatility and Covariance Modelling (Vol. 2, pp. 217-260). Routledge. Routledge Advances in Applied Financial Econometrics

Andersen, T. M. & Maibom, J. (2019). Identification of key drivers determining labour market performance and outcomes.

Aslanidis, N., Christiansen, C., Lambertides, N. & Savva, C. S. (2019). Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors. Review of Quantitative Finance and Accounting, 52(2), 381-401. https://doi.org/10.1007/s11156-018-0713-x

Bagger, J. & Lentz, R. (2019). An Empirical Model of Wage Dispersion with Sorting. Review of Economic Studies, 86(1), 153-190. https://doi.org/10.1093/restud/rdy022

Bai, D., Yip, B. H. K., Windham, G. C., Sourander, A., Francis, R., Yoffe, R. ... Sandin, S. (2019). Association of Genetic and Environmental Factors With Autism in a 5-Country Cohort. JAMA Psychiatry, 76(10), 1035-1043. https://doi.org/10.1001/jamapsychiatry.2019.1411

Bak-Nielsen, S., Ramlau-Hansen, C. H., Ivarsen, A., Plana-Ripoll, O. & Hjortdal, J. (2019). A nationwide population-based study of social demographic factors, associated diseases and mortality of keratoconus patients in Denmark from 1977 to 2015. Acta Ophthalmologica, 97(5), 497-504. https://doi.org/10.1111/aos.13961

Balling, M., Gnan, E. & Warum, P. (2019). European Economic and Monetary Union: The first and the next 20 years: Key findings from the 46th Economics Conference of the Oesterreichische Nationalbank (OeNB) in cooperation with SUERF. SUERF - The European Money and Finance Forum. Conference Report

Barbu, M. C., Zeng, Y., Shen, X., Cox, S. R., Clarke, T-K., Gibson, J. ... Whalley, H. C. (2019). Association of Whole-Genome and NETRIN1 Signaling Pathway-Derived Polygenic Risk Scores for Major Depressive Disorder and White Matter Microstructure in the UK Biobank. Biological psychiatry. Cognitive neuroscience and neuroimaging, 4(1), 91-100. https://doi.org/10.1016/j.bpsc.2018.07.006

Barletta, A., de Magistris, P. S. & Violante, F. (2019). A Non-Structural Investigation of VIX Risk Neutral Density. Journal of Banking & Finance, 99, 1-20. https://doi.org/10.1016/j.jbankfin.2018.11.012

Barletta, A., Santucci de Magistris, P. & Sloth, D. (2019). It only takes a few moments to hedge options. Journal of Economic Dynamics and Control, 100, 251-269. https://doi.org/10.1016/j.jedc.2018.11.008

Barletta, A., Nicolato, E. & Pagliarani, S. (2019). The short-time behavior of VIX-implied volatilities in a multifactor stochastic volatility framework. Mathematical Finance, 29(3), 928-966. https://doi.org/10.1111/mafi.12196

Bauer, A. E., Liu, X., Byrne, E. M., Sullivan, P. F., Wray, N. R., Agerbo, E. ... Meltzer-Brody, S. (2019). Genetic risk scores for major psychiatric disorders and the risk of postpartum psychiatric disorders. Translational Psychiatry, 9(1), 288. https://doi.org/10.1038/s41398-019-0629-9

Bennedsen, M., Hounyo, U., Lunde, A. & Pakkanen, M. S. (2019). The local fractional bootstrap. Scandinavian Journal of Statistics, 46(1), 329-359. https://doi.org/10.1111/sjos.12355

Berggren, N. & Bjørnskov, C. (2019). Do voters dislike liberalizing reforms? New evidence using data on satisfaction with democracy. Journal of Institutional Economics, 15(4), 631-648. https://doi.org/10.1017/S1744137419000031

Berggren, N. & Bjørnskov, C. (2019). Regulation and government debt. Public Choice, 178(1), 153-178. https://doi.org/10.1007/s11127-018-0621-6

Bernardi, M. & Catania, L. (2019). Switching generalized autoregressive score copula models with application to systemic risk. Journal of Applied Econometrics, 34(1), 43-65. https://doi.org/10.1002/jae.2650

Bjørnskov, C. (2019). Populism: Three Approaches to an International Problem. Economic Affairs, 39(2), 273-281. https://doi.org/10.1111/ecaf.12356

Bjørnskov, C. (2019). The Political Economy of Trust. In R. D. Congleton, B. N. Grofman & S. Voigt (Eds.), Oxford Handbook of Public Choice (Vol. 1, pp. 628-648). Oxford: Oxford University Press.

Bjørnskov, C. (2019). Types of foreign aid. In N. Dutta & C. R. Williamson (Eds.), Lessons on foreign aid and economic development: micro and macro perspectives (pp. 33-62). Cham: Palgrave Macmillan.

Blasques, F., Gorgi, P. & Koopman, S. J. (2019). Accelerating score-driven time series models. Journal of Econometrics, 212(2), 359-376. https://doi.org/10.1016/j.jeconom.2019.03.005

Bonet, R., Eriksson, T. & Ortega, J. (2019). Up for Review: Unraveling the Link between Formal Evaluations and Performance-Based Rewards. Industrial Relations, 58(1), 108-137. https://doi.org/10.1111/irel.12223

Buccioli, A., Kokholm, T. & Nicolosi, M. (2019). Expected Shortfall and Portfolio Management in Contagious Markets. Journal of Banking & Finance, 102(May), 100-115. https://doi.org/10.1016/j.jbankfin.2019.03.003

Budde, M., Friedrichs, S., Alliey-Rodriguez, N., Ament, S., Badner, J. A., Berrettini, W. H. ... Malzahn, D. (2019). Efficient region-based test strategy uncovers genetic risk factors for functional outcome in bipolar disorder. European neuropsychopharmacology : the journal of the European College of Neuropsychopharmacology, 29(1), 156-170. https://doi.org/10.1016/j.euroneuro.2018.10.005

Bukh, P. N. & Christensen, K. S. (2019). Fremtidens økonomistyring er effektbaseret. Administrativ Debat, (januar), 23-26.

Cairns, A. J. G., Kallestrup-Lamb, M., Rosenskjold, C., Blake, D. & Dowd, K. (2019). Modelling socio-economic differences in mortality using a new affluence index. ASTIN Bulletin, 49(3), 555-590. https://doi.org/10.1017/asb.2019.14

Caner, A. & Pedersen, P. J. (2019). Does Poverty Among Immigrants Adapt to Country of Residence? Turks in Germany and Denmark. International Migration, 57(1), 264-280. https://doi.org/10.1111/imig.12522

Carlini, F. & Santucci de Magistris, P. (2019). Resuscitating the co-fractional model of Granger (1986). Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2019-02

Catania, L. & Sandholdt, M. (2019). Bitcoin at High Frequency. Journal of Risk and Financial Management, 12(1), [36]. https://doi.org/10.3390/jrfm12010036

Catania, L., Grassi, S. & Ravazzolo, F. (2019). Forecasting Cryptocurrencies Under Model and Parameter Instability. International Journal of Forecasting, 35(2), 485-501. https://doi.org/10.1016/j.ijforecast.2018.09.005

Catania, L., Ardia, D. & Boudt, K. (2019). Generalized Autoregressive Score Models in R: The GAS Package. Journal of Statistical Software, 88(6). https://doi.org/10.18637/jss.v088.i06

Chen, Q. & Eriksson, T. (2019). The mediating role of decentralization between strategy and performance: Evidence from Danish firms. Journal of Organizational Change Management, 32(4), 409-425. https://doi.org/10.1108/JOCM-05-2018-0128

Christensen, M. (2019). Aktieinvestering: Teori og praktisk anvendelse. (5. ed.) Kbh.: Djøf Forlag.

Christensen, B. J. & van der Wel, M. (2019). An asset pricing approach to testing general term structure models. Journal of Financial Economics, 134(1), 165-191. https://doi.org/10.1016/j.jfineco.2019.03.010

Christensen, M. (2019). Diversificering. Finans/Invest, (1), 7-12.

Christensen, M. (2019). Obligationsinvestering: Teori og praktisk anvendelse. (9. ed.) Kbh.: Djøf Forlag.

Damgaard, M. T. & Sydnor, J. (2019). Applying for jobs in the lab: The effect of risk attitudes and reference points. Journal of Behavioral and Experimental Economics, 79(April), 165-179. https://doi.org/10.1016/j.socec.2019.02.009

Damm, A. P., Hassani, A. & Schultz-Nielsen, M. L. (2019). Construction of Danish Residential Neighbourhoods for 1986-2016. In H. Ahmad (Ed.), Residential Segregation and Public Housing (pp. 3-48). Aarhus: Institut for Økonomi, Aarhus Universitet. PhD Theses

Damm, A. P., Hassani, A. & Schultz-Nielsen, M. L. (2019). Residential Segregation in Denmark during 1986-2016. In H. Ahmad (Ed.), Residential Segregation and Public Housing (pp. 51-129). Aarhus: Institut for Økonomi, Aarhus Universitet. PhD Theses

Danielson, M., Månsdotter, A., Fransson, E., Dalsgaard, S. & Larsson, J-O. (2019). Clinicians' attitudes toward standardized assessment and diagnosis within child and adolescent psychiatry. Child and Adolescent Psychiatry and Mental Health, 13(1), [9]. https://doi.org/10.1186/s13034-019-0269-0

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Birgitte Højklint Nielsen

Revised 15.08.2019