Department of Finance

  • Denmark

Research Output 1988 2019

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Paper
2019

Credit Smoothing

Hundtofte, S., Olafsson, A. & Pagel, M., 2019. 60 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Credit Smoothing

Hundtofte, S., Olafsson, A. & Pagel, M., 2019. 62 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Evaluating Private Equity Performance Using Stochastic Discount Factors

Gredil, O., Sørensen, M. & Waller, W., 2019. 31 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Frequency Dependent Risk

Neuhierl, A. & Varneskov, R. T., 2019. 50 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Hedging Recessions

Branger, N., Sandris Larsen, L. & Munk, C., 2019. 52 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Mortgage Prepayment and Path-Dependent Effects of Monetary Policy

Berger, D. W., Milbradt, K., Tourre, F. & Vavra, J., 2019. 58 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Sovereign Debt Ratchets and Welfare Destruction

DeMarzo, P., He, Z. & Tourre, F., 2019. 83 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access
2018

A Capital Structure Channel of Monetary Policy

Grosse-Rueschkamp, B., Steffen, S. & Streitz, D., 18 Sep 2018. 66 p.

Research output: Contribution to conferencePaperResearchpeer-review

Common Lenders and Product Market Competition

Saidi, F. & Streitz, D., 2018.

Research output: Contribution to conferencePaperResearchpeer-review

FX Premia Around the Clock

Krohn, I., Mueller, P. & Whelan, P., 2018. 49 p.

Research output: Contribution to conferencePaperResearch

Open Access

Hedging Recessions

Branger, N., Sandris Larsen, L. & Munk, C., Jun 2018. 45 p.

Research output: Contribution to conferencePaperResearchpeer-review

Spillover Effects in Residential House Price

Fischer, M., Füss, R. & Stehle, S., 2018. 28 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access
2017

Bank Risk-taking, Country Financial Capacity and Bank Bailouts in Crisis Periods: A Cross Country Analysis

Schiozer, R. F., Vilarins, R. S. & Mourad, F. A., 2017. 29 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Borrower Heterogeneity and the (Ir)Rational Demand for Short-Term Credit

Becker, D. M., Jaroszek, L. & Weber, M., 2017. 66 p.

Research output: Contribution to conferencePaperResearch

Open Access

Central Bank Communication and the Yield Curve

Leombroni, M., Vedolin, A., Venter, G. & Whelan, P., 2017. 52 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Central Bank Communication and the Yield Curve

Leombroni, M., Vedolin, A., Venter, G. & Whelan, P., 2017. 56 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Central Bank Communication and the Yield Curve

Leombroni, M., Vedolin, A., Venter, G. & Whelan, P., 2017. 56 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Did ECB Liquidity Injections Help the Real Economy?

Daetz, S. L., Subrahmanyam, M. G., Tang, D. Y. & Wang, S. Q., 2017. 61 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Do Corporate Depositors Risk Everything for Nothing? The Importance of Deposit Relationships, Interest Rates and Bank Risk

Friedmann, D., Imbierowicz, B., Saunders, A. & Steffen, S., 2017. 58 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Does Central Bank Tone Move Asset Prices?

Schmeling, M. & Wagner, C., 2017. 62 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Expected Term Structures

Buraschi, A., Piatti, I. & Whelan, P., 2017. 55 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Expected Term Structures

Buraschi, A., Piatti, I. & Whelan, P., 2017. 60 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Generalized Recovery

Jensen, C. S., Lando, D. & Pedersen, L. H., 2017. 58 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Low Risk Anomalies?

Schneider, P., Wagner, C. & Zechner, J., 2017. 72 p.

Research output: Contribution to conferencePaperResearchpeer-review

Margin Requirements and Equity Option Returns

Hitzemann, S., Hofmann, M., Uhrig-Homburg, M. & Wagner, C., 2017. 52 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Multiple Equilibria in Noisy Rational Expectations Economies

Pálvölgyi, D. & Venter, G., 2017. 56 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Mutual Fund Flight-to-Liquidity

Rzeznik, A., 2017. 48 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Size Matters, if you Control Your Junk

Asness, C., Frazzini, A., Israel, R., Moskowitz, T. & Pedersen, L. H., 2017. 65 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

The Cost of Immediacy for Corporate Bonds

Dick-Nielsen, J. & Rossi, M., 2017. 38 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

The Liquid Hand-to-Mouth: Evidence from Personal Finance Management Software

Olafsson, A. & Pagel, M., 2017. 54 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

The Ostrich in Us: Selective Attention To Financial Accounts, Income, Spending, and Liquidity

Olafsson, A. & Pagel, M., 2017. 30 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

The Value of Bond Underwriter Relationships

Daetz, S. L., Dick-Nielsen, J. & Nielsen, M. S., 2017. 44 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Variance Risk Premia on Stocks and Bonds

Mueller, P., Sabtchevsky, P., Vedolin, A. & Whelan, P., 2017. 42 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Wall Street Crosses Memory Lane: How Witnessed Returns Affect Professionals' Expected Returns

Hoffmann, A. O. I., Iliewa, Z. & Jaroszek, L., 2017. 51 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Wall Street Crosses Memory Lane: How Witnessed Returns Affect Professionals' Expected Returns

Hoffmann, A. O. I., Iliewa, Z. & Jaroszek, L., 2017. 49 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

What Is the Expected Return on a Stock?

Martin, I. & Wagner, C., 2017. 57 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access
2016

Are CEOs Different? Characteristics of Top Managers

Kaplan, S. N. & Sørensen, M., 2016. 50 p.

Research output: Contribution to conferencePaperResearchpeer-review

Central Bank Communication and the Yield Curve

Leombroni, M., Vedolin, A., Venter, G. & Whelan, P., 2016. 51 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Creditor Governance and Corporate Policies: The Role of Debt Covenant Renegotiations

Arnold, M. & Westermann, R., 2016. 51 p.

Research output: Contribution to conferencePaperResearchpeer-review

Did ECB Liquidity Injections Help the Real Economy in Europe?

Daetz, S. L., Subrahmanyam, M. G., Tang, D. Y. & Wang, S. Q., 2016. 70 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Generalized Recovery

Skov Jensen, C., Lando, D. & Heje Pedersen, L., 2016. 41 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Generalized Recovery

Skov Jensen, C., Lando, D. & Heje Pedersen, L., 2016. 59 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Low Risk Anomalies?

Schneider, P., Wagner, C. & Zechner, J., 2016. 55 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Margin Requirements and Equity Option Returns

Hitzemann, S., Hofmann, M., Uhrig-Homburg, M. & Wagner, C., 2016. 52 p.

Research output: Contribution to conferencePaperResearchpeer-review

Multiple Equilibria in Noisy Rational Expectations Economies

Palvolgyi, D. & Venter, G., 2016. 57 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Mutual Fund Flight-to-Liquidity

Rzeznik, A., 2016. 48 p.

Research output: Contribution to conferencePaperResearchpeer-review

Once Bitten, Twice Shy: Do Personal Experiences or Wealth Changes Affect Risk Taking?

Andersen, S., Hanspal, T. & Meisner Nielsen, K., 2016. 49 p.

Research output: Contribution to conferencePaperResearchpeer-review

Safe and Liquid Mortgage Bonds: Evidence from the Danish Housing Crash of 2008

Dick-Nielsen, J., Gyntelberg, J. & Lund, J., 2016. 60 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Safe-haven CDS Premia

Klingler, S. & Lando, D., 2016. 47 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Speculation, Hedging, and Interest Rates

Buraschi, A. & Whelan, P., 2016. 58 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access