Fuglesangs Alle 4
Aarhus V, 8210
Denmark
http://www.jeriksen.dk
Aarhus University, DFI
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bond excess returns, forecasting, state-dependencies, multivariate test, equal conditional predictive ability
Foreign Exchange, Momentum, Return Dispersion, Asset Pricing
business cycles, forecasting, factor analysis, probit model, sentiment variables
Bond risk premia, macro-expectations, predictability, economic value, expectations hypothesis, time-varying risk premia
Asset Pricing, FOMC Press Conferences, Monetary Policy, Risk Premia
Subjective expectations, house price movements, variance decomposition, belief distortions
Housing, business cycles, negative returns, co-movements
