Department of Finance

  • Denmark

Research Output 1998 2018

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Book chapter
2016

Bond Markets and Monetary Policy

Buraschi, A. & Whelan, P. 2016 Handbook of Fixed-income Securities. Verones, P. (ed.). Hobroken, N.J: Wiley, p. 77-92

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

Bond Markets and Unconventional Monetary Policy

Buraschi, A. & Whelan, P. 2016 Handbook of Fixed-income Securities. Verones, P. (ed.). Hobroken, N.J: Wiley, p. 93-116

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

Corporate Bonds

Dick-Nielsen, J. & Lando, D. 2016 Handbook of Fixed-income Securities. Verones, P. (ed.). Hobroken, N.J: Wiley, p. 541-560

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

European Housing Finance Models in 1989 and 2014

Lunde, J. & Whitehead, C. 22 Jan 2016 Milestones in European Housing Finance. Lunde, J. & Whitehead, C. (eds.). Chichester: Wiley, p. 15-35 21 p.

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

Following on from a Quarter of a Century of Mortgage Debt

Lunde, J. & Whitehead, C. 22 Jan 2016 Milestones in European Housing Finance. Lunde, J. & Whitehead, C. (eds.). Chichester: Wiley, p. 433-446 14 p.

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

Introduction: Milestones in European Housing Finance since 1989

Lunde, J. & Whitehead, C. 22 Jan 2016 Milestones in European Housing Finance. Lunde, J. & Whitehead, C. (eds.). Chichester: Wiley, p. 1-14

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

Milestones in Danish Housing Finance since 1990

Lunde, J. 22 Jan 2016 Milestones in European Housing Finance. Lunde, J. & Whitehead, C. (eds.). Chichester: Wiley, p. 109-126 18 p.

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

2015

A Housing Financial Perspective on the Destruction of Houses

Lunde, J. 2015 You Only Tell Me You Love Me When You are Drunk. Müller, L-R. & Ådlandsvik, S. (eds.). Berlin: Revolver Publishing, p. 42-50

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

Commentary: What Scope for Monetary Policy? Experiences from the Nordic Countries After the Financial Crisis

Rangvid, J. 2015 Reform Capacity and Macroeconomic Performance in the Nordic Countries. Andersen, T. M., Bergman, U. M. & Hougaard Jensen, S. E. (eds.). Oxford: Oxford University Press, p. 131-135

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

2014

Godt at vide om boligcykler

Lunde, J. 2014 Krisen i økonomi og journalistik. Buch, R. & Verner, M. (eds.). Aarhus: Forlaget Ajour, p. 183-196

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

Monitoring Leverage

Geanakoplos, J. & Heje Pedersen, L. 2014 Risk Topography: Systemic Risk and Macro Modeling. Brunnermeier, M. & Krishnamurthy, A. (eds.). Chicago: University of Chicago Press, p. 113-127

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

Regulering af finansielle institutioner og mediernes dækning

Rangvid, J. 2014 Krisen i økonomi og journalistik. Buch, R. & Verner, M. (eds.). Aarhus: Forlaget Ajour, p. 159-169

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

2013

American Option Pricing Using Simulation with an Application to the GARCH Model

Stentoft, L. 2013 Handbook of Research Methods and Applications in Empirical Finance. Bell, A. R., Brooks, C. & Prokopczuk, M. (eds.). Cheltenham: Edward Elgar Publishing, p. 114–147 (Handbook of Research Methods and Applications).

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

Forecasting with Option-Implied Information

Christoffersen, P., Jacobs, K. & Chang, B. Y. 2013 Handbook of Economic Forecasting. Elliott, G. & Timmermann, A. (eds.). Amsterdam: North-Holland, Vol. 2, p. 581–656 (Handbooks in Economics).

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

How to Calculate Systemic Risk Surcharges

Acharya, V. V., Heje Pedersen, L., Philippon, T. & Richardson, M. 2013 Quantifying Systemic Risk. Haubrich , J. G. & Lo, A. W. (eds.). Chicago: University of Chicago Press, p. 175-212 (National Bureau of Economic Research Conference Report).

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

Some Lessons From CDO Markets on Mathematical Models

Lando, D. 2013 Global Asset Management: Strategies, Risks, Processes and Technologies. Pinedo, M. & Walter, I. (eds.). Basingstoke: Palgrave Macmillan, p. 74-92

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

Taxing Systemic Risk

Acharya, V. V., Heje Pedersen, L., Philippon, T. & Richardson, M. 2013 Managing and Measuring Risk: Emerging Global Standards and Regulation After the Financial Crisis. Roggi, O. & Altman, E. (eds.). Singapore: World Scientific, p. 99-122 (World Scientific Series in Finance, Vol. 5).

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

2012

Banker og stater: Et farligt afhængighedsforhold indenfor Eurozonen

Rangvid, J. 2012 Jubilæumsskrift: De Økonomiske Råd · 1962-2012. København: De Økonomiske Råd, p. 131-143

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

Impacts on Wealth and Debt of Changes in the Danish Financial Framework Over a Housing Cycle

Lunde, J. 2012 Challenges of the Housing Economy: An International Perspective. Jones, C., White, M. & Dunse, N. (eds.). Hoboken: Wiley, p. 128-152 25 p. (Real Estate Issues).

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

Incitamentsaflønning

Bechmann, K. L. 2012 Inspiration fra toppen: CFO'ens historie. Nørgaard Mogensen, M., L. Bechmann, K. & Kruse, B. (eds.). København: Price Waterhouse Coopers , p. 350-363

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

Optimal regulering: Frihed contra beskyttelse

Møller, M. 2012 Hvordan ser verden ud?: 73 bidrag om økonomi, institutioner og værdier. Andersen, P., Henriksen, I., Henrik Petersen, J. & Zobbe, H. (eds.). København: Djøf Forlag, p. 398-405

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

2011

Finansielle kriser: Valutakrisen i 1992-1993 og bankkrisen i 2007-2009

Rangvid, J. 2011 Kriser, politik og forvaltning: De internationale udfordringer . Marcussen, M. & Ronit, K. (eds.). København: Hans Reitzels Forlag, p. 65-83 18 p. (Samfund i forandring).

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

2010

Denmark: Tax reforms and economic slowdown

Lunde, J. 2010 Annual Review of European Housing Markets. London: RICS Books, p. 23-28

Research output: Chapter in Book/Report/Conference proceedingBook chapterCommunication

Private lejeboliger: Den misrøgtede boligform må gentænkes

Lunde, J. 2010 Den private ejendomsudlejnings betydning for samfundet: Ejendomsforeningen Danmarks 150-års jubilæum. p. 245-286

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

The Collapse of the Icelandic Banking System

Kallestrup, R. & Lando, D. 2010 Lessons from the Financial Crisis: Insights from the Defining Economic Event of our Lifetime. Berd, A. M. (ed.). Risk Books, p. 65-120

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

2009

Credit Risk Modeling

Lando, D. 2009 Handbook of Financial Time Series. Andersen, T. G., Davis, R. A., Kreiss, J-P. & Mikosch, T. (eds.). Berlin: Springer Science+Business Media, p. 787-798

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

Den danske bankkrise 2008-

Bechmann, K. L., Grosen, A. & Raaballe, J. 2009 Strategi og driftsøkonomi: Festskrift for Ole Ø. Madsen. Bukh, P. N. & Mols, N. P. (eds.). Gyldendal, p. 262-278

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

Some Thoughts on the Role of Mathematical Models in Light of the Crisis

Lando, D. 2009 Understanding the Financial Crisis: Investment, Risk and Governance. Thomsen, S., Rose, C. & Risager, O. (eds.). Copenhagen: SimCorp StrategyLab, p. 52-69

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

2008

Compensation of Executives in Denmark: Performance, Corporate Governance or Rent Extraction?

Bechmann, K. L. 2008 Markets and Compensation for Executives in Europe. Oxelheim, L. & Wihlborg, C. (eds.). Emerald Group Publishing, p. 261-282 (International Business and Management; No. 5, Vol. 24).

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

Værdien af design: Eksperimenter med forbrugere

Gabrielsen, G. & Kristensen, T. 2008 Når oplevelser møder økonomi: Kreative virksomheder, brancher og steder. Lorenzen, M., Kristensen, T., Skov, L. & Strandgaard Pedersen, J. (eds.). Århus: Klim, p. 25-44

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

2007

Danish Mutual Funds: Description, Cost, Performance, and a European Comparison

Bechmann, K. & Rangvid, J. 2007 Performance of mutual funds: An international perspective. Gregoriou, G. N. (ed.). Basingstoke: Palgrave Macmillan, p. 31-62 32 p.

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

Optimal consumption and investment strategies in dynamic stochastic economies

Sørensen, C. & Munk, C. 2007 Stochastic Economic Dynamics. Jensen, B. S. & Palokangas, T. (eds.). Frederiksberg: Copenhagen Business School Press, p. 271-316 46 p.

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

2006

Bank Insolvency Procedures and Market Discipline in European Banking

Wihlborg, C. & Angkinand, A. 2006 Corporate and institutional transparency for economic growth in Europe. Oxelheim, L. (ed.). Amsterdam: Pergamon Press, p. 201-233

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

Bank Insolvency Procedures as Foundation for Market Discipline

Angkinand, A. & Wihlborg, C. 2006 Cross-border Banking: Regulatory challenges. Caprio, G., Evanoff, D. D. & Kaufman, G. G. (eds.). Singapore: World Scientific, p. 423-444

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

En gulerod til 175 millioner

Bechmann, K. L. 2006 Manden de kaldte særligt egnet. Tüchsen, H. (ed.). København: Jyllands-Postens Forlag

Research output: Chapter in Book/Report/Conference proceedingBook chapterCommunication

Kapitalafkastbeskatning og pensionsopsparing: Er et skatteloft også en skattebund?

Møller, M. & Nielsen, N. C. 2006 Den finansielle sektor: Udvikling og perspektiver : Festskrift til professor Morten Balling. Christensen, M. & Grosen, A. (eds.). København: Djøf Forlag, p. 23-35

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

Pensionsopsparing: Opsparingsprofil og investeringsprofil i en livsindkomstsammenhæng

Møller, M. & Nielsen, N. C. 2006 12 perspektiver på pension. Lynge Andersen, L. & Søgaard, F. B. (eds.). København: Karnov Group, p. 149-159

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

2005

Corporate finance

Parum, C. 2005 Udviklingslinier i finansiering. Christensen, M. (ed.). p. 405-470 65 p.

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

Does the Fed Beat the Foreign-Exchange Market?

Sweeney, R. J. 2005 Foreign exchange markets. Cheltenham: Edward Elgar Publishing, p. 254-283

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

International finansiering

Rangvid, J. & Sørensen, C. 2005 Udviklingslinier i finansiering. Christensen, M. (ed.). p. 471-505 34 p.

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

Modellering af kreditrisiko

Lando, D. 2005 Udviklingslinier i finansiering. Christensen, M. (ed.). p. 183-214 31 p.

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

Optimal kapitalstruktur

Møller, M. & Parum, C. 2005 Økonomistyring. 9 p.

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

Statistik: Og det der ligner

Gabrielsen, G. 2005 Psykologiske og pædagogiske metoder. Bechmann Jensen, T. & Christensen, G. (eds.). p. 23-56 33 p.

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

Structural changes in the Danish market for owner-occupation

Boelhouwer, P. & Lunde, J. 2005 Home owenship. Doling, J. & Elsinga, M. (eds.). p. 117-143 26 p.

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

2004

EU - fortolkningsfællesskab eller fortolkningsfællesskaber?

Lundquist, L. & Gabrielsen, G. 2004 Europæisk retskultur - på dansk. Koch, H. & Kjær, A. L. (eds.). Kbh.: Karnov Group, p. 123-165

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

Forord

Gabrielsen, G. 2004 Social opdrift - social arv. Ejrnæs, M., Gabrielsen, G. & Nørrung, P. (eds.). Kbh.: Akademisk Forlag, p. 7-11

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

Frihed og tvang i de danske pensioner

Møller, M. 2004 Pensioner på arbejde 1954-2004. p. 72-76

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

Hvad er odds-ration?

Gabrielsen, G. 2004 Social opdrift - social arv. Ejrnæs, M., Gabrielsen, G. & Nørrung, P. (eds.). Kbh.: Akademisk Forlag, p. 67-83

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

On Correlation in Intensity Models

Lando, D. 2004 Structured Credit Products. Perraudin, W. (ed.). London: Risk Books, p. 69-83

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

Second Generation Models of Currency Crises

Rangvid, J. 2004 The Political Economy of Financial Crises. E. Allen, R. (ed.). Vol. 1, p. 328-361

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch