
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 Center for Research in Energy: Economics and Markets (CoRE) and the Danish Finance Institute (DFI).
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, climate finance, exchange rates, and return predictability. 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
- Climate finance
- Exchange rates
- Return predictability
Updates
- January 2025 - My paper Subjective expectations and house prices with Jeppe Bro has been accepted for publication in Journal of Banking and Finance.
- October 2024 - I have received a grant from the Independent Research Fund Denmark of DKK 3,161,537 to study "Climate and biodiversity finance": More information here.
- October 2024 - I have been awarded the DFI Educational Award together with Linda Sandris Jensen (CBS).
- July 2024 - New working paper Debtors, creditors, and the carry trade with Mads M. Kjær
- 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