About me
Welcome to my site!I am an Associate Professor at the Department of Economics and Business Economics, Aarhus University and research fellow at the Danish Finance Institute (DFI) and the Center for Research in Energy: Economics and Markets (CoRE).
I am currently the programme coordinator for the MSc. in Finance master's degree programme at Department of Economics and Business Economics, Aarhus University, and teaching coordinator for finance courses at the HA/BSc(B)/HA(jur) programmes.
Research interests
My research interests include asset pricing, return predictability, exchange rates, and climate finance. I am particularly interested in studying and understanding risk premia in financial markets and their behavior over time and in the cross section. For example, I have extensively studied bond premia, their predictability, and how predictability itself can change with fundamental variables such as the business cycle. I have also done work on the influence of monetary policy announcements on the equity premium and stock betas and on understanding the drivers of house prices using subjective expectations. I have recently become interested in climate finance. My research areas can be summarized as follows:
- Asset pricing
- Return predictability
- Exchange rates
- Climate finance
Updates
- December 2022 - Revised working paper Subjective expectations and house prices with Jeppe Bro
- April 2022 - My paper Predicting bond return predictability with Daniel Borup, Mads M. Kjær, and Martin Thyrsgaard has been accepted for publication in Management Science
- December 2021 - New working paper Subjective expectations and house prices with Jeppe Bro
- August 2021 - Revised working paper Predicting bond return predictability with Daniel Borup, Mads M. Kjær, and Martin Thyrsgaard
- April 2021 - The paper Asset pricing and FOMC press conferences with Simon Bodilsen and Niels S. Grønborg has been accepted for publication in Journal of Banking and Finance
- March 2021 - Presented the paper Predicting bond return predictability at the 2021 SGF conference