Jonas Nygaard Eriksen
Jonas Nygaard Eriksen is an Associate Professor at the Department of Economics and Business Economics, Aarhus University and research fellow at CREATES. He holds a PhD in Economics and Business Economics from Aarhus University (2015).
His main research interests are asset pricing, return predictability, and empirical finance.
Bodilsen, S., Eriksen, J. N. & Grønborg, N. S. (2021). Asset pricing and FOMC press conferences. Journal of Banking & Finance, 128, [106163]. https://doi.org/10.1016/j.jbankfin.2021.106163
Eriksen, J. N. (2019). Cross-sectional return dispersion and currency momentum. Journal of Empirical Finance, 53, 91-108. https://doi.org/10.1016/j.jempfin.2019.07.002
Christiansen, C., Eriksen, J. N. & Møller, S. V. (2019). Negative house price co-movements and US recessions. Regional Science and Urban Economics, 77(July), 382-394. https://doi.org/10.1016/j.regsciurbeco.2019.06.007
Eriksen, J. N. (2017). Expected Business Conditions and Bond Risk Premia. Journal of Financial and Quantitative Analysis, 52(4), 1667-1703. https://doi.org/10.1017/S0022109017000369
Christiansen, C., Eriksen, J. N. & Møller, S. V. (2014). Forecasting US Recessions: The Role of Sentiment. Journal of Banking & Finance, 49, 459-468. https://doi.org/10.1016/j.jbankfin.2014.06.017
