Bent Jesper Christensen : Citation Profile

Are you Bent Jesper Christensen?

Aarhus Universitet (50% share)
Aarhus Universitet (50% share)

17

H index

24

i10 index

1609

Citations

RESEARCH PRODUCTION:

36

Articles

55

Papers

3

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   33 years (1990 - 2023). See details.
   Cites by year: 48
   Journals where Bent Jesper Christensen has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 38 (2.31 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch701
   Updated: 2024-04-18    RAS profile: 2023-12-21    
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Relations with other researchers

Works with:

Datta Gupta, Nabanita (3)

Parra-Alvarez, Juan (3)

Santucci de Magistris, Paolo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Bent Jesper Christensen.

Is cited by:

Degiannakis, Stavros (24)

Filis, George (18)

Baruník, Jozef (16)

DE TRUCHIS, Gilles (15)

Diebold, Francis (14)

Gautier, Pieter (14)

Nielsen, Morten (12)

Sibbertsen, Philipp (12)

Andersen, Torben (11)

Leschinski, Christian (11)

Lise, Jeremy (11)

Cites to:

Bollerslev, Tim (63)

Andersen, Torben (58)

Diebold, Francis (49)

Nielsen, Morten (37)

Postel-Vinay, Fabien (20)

Campbell, John (20)

Newey, Whitney (18)

Robin, Jean-Marc (16)

Engle, Robert (15)

Johansen, Soren (14)

Tauchen, George (14)

Main data

Where Bent Jesper Christensen has published?

Journals with more than one article published# docs
Journal of Econometrics7
Insurance: Mathematics and Economics3
Journal of Labor Economics2
Journal of Financial Economics2
Journal of Applied Econometrics2
Mathematical Finance2

Working Papers Series with more than one paper published# docs
Working Paper / Economics Department, Queen's University6
NBER Working Papers / National Bureau of Economic Research, Inc2
Post-Print / HAL2

Recent works citing Bent Jesper Christensen (2024 and 2023)

YearTitle of citing document
2023.

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2023Active labour market policies for the long-term unemployed: New evidence from causal machine learning. (2021). Goller, Daniel ; Wolff, Joachim ; Lechner, Michael ; Harrer, Tamara. In: Papers. RePEc:arx:papers:2106.10141.

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2023Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer. (2022). Havrylenko, Yevhen ; Zagst, Rudi ; Hinken, Maria. In: Papers. RePEc:arx:papers:2203.04053.

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2023Cost-efficient Payoffs under Model Ambiguity. (2022). Vanduffel, Steven ; Lux, Thibaut ; Junike, Gero ; Bernard, Carole. In: Papers. RePEc:arx:papers:2207.02948.

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2023Realized recurrent conditional heteroskedasticity model for volatility modelling. (2023). Kohn, Robert ; Tran, Minh-Ngoc ; Wang, Chao ; Liu, Chen. In: Papers. RePEc:arx:papers:2302.08002.

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2023Volatility jumps and the classification of monetary policy announcements. (2023). Gallo, Giampiero ; Otranto, Edoardo ; Lacava, Demetrio. In: Papers. RePEc:arx:papers:2305.12192.

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2023Forecasting swap rate volatility with information from swaptions. (2023). Xie, Jinming ; Liu, Xiaoxi. In: BIS Working Papers. RePEc:bis:biswps:1068.

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2023Machine learning advances for time series forecasting. (2023). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111.

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2023Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8.

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2023Volatility jumps and the classification of monetary policy announcements. (2023). Gallo, Giampiero ; Otranto, E ; Lacava, D. In: Working Paper CRENoS. RePEc:cns:cnscwp:202306.

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2023Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS. (2023). Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-25.

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2023Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility. (2023). Lovreta, Lidija ; Forte, Santiago. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119922001900.

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2023Monetary policy and the term structure of inflation expectations with information frictions. (2023). McNeil, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002913.

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2023The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219.

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2023Bayesian Analysis of ARCH-M model with a dynamic latent variable. (2023). Li, Yuan ; Song, Xinyuan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:47-62.

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2023The contribution of jump signs and activity to forecasting stock price volatility. (2023). Murphy, Anthony ; Izzeldin, Marwan ; Hizmeri, Rodrigo ; Bu, Ruijun ; Tsionas, Mike. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:144-164.

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2023The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures. (2023). Huynh, Luu Duc Toan ; Li, Yan ; Liang, Hao ; Xu, Yongan. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005625.

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2023Forecasting European stock volatility: The role of the UK. (2023). Gu, Chen ; Gao, Xiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002442.

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2023Options-based systemic risk, financial distress, and macroeconomic downturns. (2023). Vioto, Davide ; Tunaru, Radu ; Bevilacqua, Mattia. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000320.

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2023Discovering the drivers of stock market volatility in a data-rich world. (2023). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001561.

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2023Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers. (2023). Foglia, Matteo ; Xie, Chi ; Zhu, You ; Zhou, Yang ; Wang, Gang-Jin ; Gong, Jue. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s104244312300001x.

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2023Forecasting crude oil market volatility using variable selection and common factor. (2023). Wang, Yudong ; Wahab, M. I. M., ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:486-502.

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2023What explains different rates of nursing home admissions? Comparing the United States to Denmark and the Netherlands. (2023). Skinner, Jonathan ; Gortz, Mette ; van Doorslaer, Eddy ; Bakx, Pieter ; Bom, Judith. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:25:y:2023:i:c:s2212828x23000166.

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2023Returns to on-the-job search and wage dispersion. (2023). Teulings, Coen ; Gottfries, Axel. In: Labour Economics. RePEc:eee:labeco:v:80:y:2023:i:c:s0927537122001828.

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2023Expectation formation and learning in the labour market with on-the-job search and Nash bargaining. (2023). Zaharieva, Anna ; Damdinsuren, Erdenebulgan. In: Labour Economics. RePEc:eee:labeco:v:81:y:2023:i:c:s0927537122002019.

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2023Strategic referrals and on-the-job search equilibrium. (2023). Moon, Ji-Woong. In: Journal of Monetary Economics. RePEc:eee:moneco:v:134:y:2023:i:c:p:135-151.

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2023Investor sentiment based on scaled PCA method: A powerful predictor of realized volatility in the Chinese stock market. (2023). Yu, Changrui ; Zhang, Cheng ; Gong, Xiaomin ; Song, Ziyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:528-545.

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2023Air quality index and the Chinese stock market volatility: Evidence from both market and sector indices. (2023). Liang, Chao ; Duc, Toan Luu ; Lu, Xinjie ; Shen, Lihua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:224-239.

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2023Options-based systemic risk, financial distress, and macroeconomic downturns. (2023). Tunaru, Radu ; Bevilacqua, Mattia ; Vioto, Davide. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119289.

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2023.

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2023GARMA, HAR and Rules of Thumb for Modelling Realized Volatility. (2023). Allen, David ; Peiris, Shelton. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:10:p:179-:d:1260782.

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2023Implied Volatility Changes and Corporate Bond Returns. (2023). Zhan, Xintong ; Xiao, Xiao ; Goyal, Amit ; Cao, Jie. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1375-1397.

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2023Wage-Specific Search Intensity. (2023). Rendon, Silvio. In: IZA Discussion Papers. RePEc:iza:izadps:dp15971.

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2023Family Affair? Long-Term Economic and Mental Effects of Spousal Cancer. (2023). Böckerman, Petri ; Vaalavuo, Maria ; Salokangas, Henri ; Kortelainen, Mika ; Bockerman, Petri. In: IZA Discussion Papers. RePEc:iza:izadps:dp16005.

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2023Duration Dependence in Finding a Job: Applications, Interviews, and Job Offers. (2023). Lalive, Rafael ; Zuchuat, Jeremy ; Zweimuller, Josef ; Pesaresi, Lorenzo ; Osikominu, Aderonke. In: IZA Discussion Papers. RePEc:iza:izadps:dp16602.

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2023A comparison of multi-factor term structure models for interbank rates. (2023). Tunaru, Diana ; Fabozzi, Francesco A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01147-2.

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2023Access to Financial Services and Its Impact on Household Income: Evidence from Rural Ghana. (2023). Jiang, Yuansheng ; Siaw, Anthony ; Asiedu-Ayeh, Love Offeibea ; Zheng, Hongyun ; Twumasi, Martinson Ankrah. In: The European Journal of Development Research. RePEc:pal:eurjdr:v:35:y:2023:i:4:d:10.1057_s41287-022-00544-y.

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2023Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?. (2023). Zhao, Ran ; Zhang, Zehua ; Li, Chenxing. In: MPRA Paper. RePEc:pra:mprapa:118459.

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2023Bequest Motives and the Social Security Notch. (). Kok, Kegon Teng ; Lee, Siha. In: Review of Economic Dynamics. RePEc:red:issued:22-78.

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2023Measuring macroeconomic convergence and divergence within EMU using long memory. (2023). Kolaiti, Theoplasti ; Drager, Lena ; Sibbertsen, Philipp. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02426-6.

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2023In memoriam: Tomas Björk (1947–2021). (2023). Gaspar, Raquel ; Khapko, Mariana. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:4:d:10.1007_s00780-023-00511-3.

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2023Trading volume and realized volatility forecasting: Evidence from the China stock market. (2023). Lee, Chien-Chiang ; Choo, Weichong ; Liu, Min. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:76-100.

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2023Forecasting term structure of the Japanese bond yields in the presence of a liquidity trap. (2023). Zheng, Zhongxi ; Zhang, Zhaoyong ; Wu, Junxiang ; Tsui, Albert K. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:5:p:1205-1227.

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2023Impact of crude oil volatility jumps on sustainable investments: Evidence from India. (2023). Uddin, Gazi Salah ; Park, Donghyun ; Ghosh, Sajal ; Kanjilal, Kakali ; Dutta, Anupam. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1450-1468.

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2023Forecasting swap rate volatility with information from swaptions. (2023). Xie, Jinming ; Liu, Xiaoxi. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:4:p:455-479.

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Bent Jesper Christensen has edited the books:

YearTitleTypeCited

Works by Bent Jesper Christensen:

YearTitleTypeCited
2001Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation in High-Frequency Options Data In: Economics Working Papers.
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2006Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting.(2006) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 92		article
2007The Effect of Long Memory in Volatility on Stock Market Fluctuations In: CREATES Research Papers.
[Full Text][Citation analysis]		paper46
2007The Effect of Long Memory in Volatility on Stock Market Fluctuations.(2007) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 46		article
2007The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets In: CREATES Research Papers.
[Full Text][Citation analysis]		paper179
2011The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets.(2011) In: Journal of Econometrics.
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2008The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets.(2008) In: Working Paper.
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This paper has nother version. Agregated cites: 179		paper
2007Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper47
2010Long memory in stock market volatility and the volatility-in-mean effect: The FIEGARCH-M Model.(2010) In: Journal of Empirical Finance.
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2009Long Memory In Stock Market Volatility And The Volatility-in-mean Effect: The Fiegarch-m Model.(2009) In: Working Paper.
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This paper has nother version. Agregated cites: 47		paper
2007Market Power in Power Markets: Evidence from Forward Prices of Electricity In: CREATES Research Papers.
[Full Text][Citation analysis]		paper7
2008Semiparametric Inference in a GARCH-in-Mean Model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper17
2012Semiparametric inference in a GARCH-in-mean model.(2012) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 17		article
2008Optimal inference in dynamic models with conditional moment restrictions In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2010The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2010An Asset Pricing Approach to Testing General Term Structure Models including Heath-Jarrow-Morton Specifications and Affine Subclasses In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2010The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2010Level Shifts in Volatility and the Implied-Realized Volatility Relation In: CREATES Research Papers.
[Full Text][Citation analysis]		paper7
2011Latent Integrated Stochastic Volatility, Realized Volatility, and Implied Volatility: A State Space Approach In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2010The Impact of Health Changes on Labor Supply: Evidence from Merged Data on Individual Objective Medical Diagnosis Codes and Early Retirement Behavior In: CREATES Research Papers.
[Full Text][Citation analysis]		paper20
2012THE IMPACT OF HEALTH CHANGES ON LABOR SUPPLY: EVIDENCE FROM MERGED DATA ON INDIVIDUAL OBJECTIVE MEDICAL DIAGNOSIS CODES AND EARLY RETIREMENT BEHAVIOR.(2012) In: Health Economics.
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This paper has nother version. Agregated cites: 20		article
2011Estimating Dynamic Equilibrium Models using Macro and Financial Data In: CREATES Research Papers.
[Full Text][Citation analysis]		paper5
2012The impact of financial crises on the risk-return tradeoff and the leverage effect In: CREATES Research Papers.
[Full Text][Citation analysis]		paper14
2015The impact of financial crises on the risk–return tradeoff and the leverage effect.(2015) In: Economic Modelling.
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2012The Impact Of Financial Crises On The Risk-return Tradeoff And The Leverage Effect.(2012) In: Working Paper.
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2013A unified framework for testing in the linear regression model under unknown order of fractional integration In: CREATES Research Papers.
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2013A unified framework for testing in the linear regression model under unknown order of fractional integration.(2013) In: Hannover Economic Papers (HEP).
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This paper has nother version. Agregated cites: 0		paper
2015Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination In: CREATES Research Papers.
[Full Text][Citation analysis]		paper8
2017Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination.(2017) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 8		article
2016Dynamic Global Currency Hedging In: CREATES Research Papers.
[Full Text][Citation analysis]		paper3
2021Dynamic Global Currency Hedging*.(2021) In: Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 3		article
2019Assessing predictive accuracy in panel data models with long-range dependence In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2020Targeting predictors in random forest regression In: CREATES Research Papers.
[Full Text][Citation analysis]		paper13
2020Targeting predictors in random forest regression.(2020) In: Papers.
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2023Targeting predictors in random forest regression.(2023) In: International Journal of Forecasting.
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2020Optimal control of investment, premium and deductible for a non-life insurance company In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2021Optimal control of investment, premium and deductible for a non-life insurance company.(2021) In: Insurance: Mathematics and Economics.
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This paper has nother version. Agregated cites: 1		article
2021The incremental information in the yield curve about future interest rate risk In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2023The incremental information in the yield curve about future interest rate risk.(2023) In: Journal of Banking & Finance.
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2022Estimation of continuous-time linear DSGE models from discrete-time measurements In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2021Measuring the impact of clean energy production on CO2 abatement in Denmark: Upper bound estimation and forecasting In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article0
1994EFFICIENCY GAINS IN BETA?PRICING MODELS1 In: Mathematical Finance.
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1999Interest Rate Dynamics and Consistent Forward Rate Curves In: Mathematical Finance.
[Full Text][Citation analysis]		article139
1997Interest Rate Dynamics and Consistent Forward Rate Curves.(1997) In: SSE/EFI Working Paper Series in Economics and Finance.
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2011Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors Introduction In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article0
2001Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion In: Monte Carlo Methods and Applications.
[Full Text][Citation analysis]		article0
2014Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper12
2016Estimating dynamic equilibrium models using mixed frequency macro and financial data.(2016) In: Journal of Econometrics.
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1991The Exact Likelihood Function for an Empirical Job Search Model In: Econometric Theory.
[Full Text][Citation analysis]		article18
1990THE EXACT LIKELIHOOD FUNCTION FOR AN EMPIRICAL JOB SEARCH MODEL..(1990) In: Tilburg - Center for Economic Research.
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1998Approximate Distributions in Essentially Linear Models In: Working Papers.
[Full Text][Citation analysis]		paper3
1998Approximate Distributions in Essentially Linear Models..(1998) In: Centre for Labour Market and Social Research, Danmark-.
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2000Statistical Manifolds and Separate Inference In: Working Papers.
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2000Panel Data, Local Cuts, and Orthogeodesic Models In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper4
1997Panel Data, Local Cuts, and Orthogeodesic Models..(1997) In: Centre for Labour Market and Social Research, Danmark-.
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2015The SR approach: A new estimation procedure for non-linear and non-Gaussian dynamic term structure models In: Journal of Econometrics.
[Full Text][Citation analysis]		article14
1997Inference in non-linear panel models with partially missing observations The case of the equilibrium search model In: Journal of Econometrics.
[Full Text][Citation analysis]		article9
2023Climate, wind energy, and CO2 emissions from energy production in Denmark In: Energy Economics.
[Full Text][Citation analysis]		article0
1998Some system theoretic aspects of interest rate theory In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article1
2019Nash equilibrium premium strategies for push–pull competition in a frictional non-life insurance market In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article2
2019An asset pricing approach to testing general term structure models In: Journal of Financial Economics.
[Full Text][Citation analysis]		article2
1998The relation between implied and realized volatility In: Journal of Financial Economics.
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1999The Equilibrium Search Model with Productivity Dispersion and Structural Unemployment: an Application to Danish Data..(1999) In: Centre for Labour Market and Social Research, Danmark-.
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In: .
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1999Equilibrium Search with Human Capital Accumulation..(1999) In: Centre for Labour Market and Social Research, Danmark-.
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1999The Effects of Pension System on Retirement and Government Finances: Predictions Using Danish Data on Married Couples. In: Aarhus School of Business - Department of Economics.
[Citation analysis]		paper1
1999A Bivariate Duration Model of the Joint Retirement Decisions of Married Couples. In: Centre for Labour Market and Social Research, Danmark-.
[Citation analysis]		paper12
2019Stackelberg Equilibrium Premium Strategies for Push-Pull Competition in a Non-Life Insurance Market with Product Differentiation In: Risks.
[Full Text][Citation analysis]		article3
2006Structural Models of Wage and Employment Dynamics In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]		paper48
2006Structural Models of Wage and Employment Dynamics.(2006) In: Post-Print.
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2017End-Of-Life Medical Spending In Last Twelve Months Of Life Is Lower Than Previously Reported In: Post-Print.
[Citation analysis]		paper17
2017End-Of-Life Medical Spending In Last Twelve Months Of Life Is Lower Than Previously Reported.(2017) In: PSE-Ecole d'économie de Paris (Postprint).
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2004Latent Utility Shocks in a Structural Empirical Asset Pricing Model In: Working Papers.
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2016Medical Spending in Denmark In: Fiscal Studies.
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2004Special issue on the econometrics of social insurance In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article1
2004Multivariate mixed proportional hazard modelling of the joint retirement of married couples In: Journal of Applied Econometrics.
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2003On the Job Search and the Wage Distribution In: CAM Working Papers.
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2005On-the-Job Search and the Wage Distribution.(2005) In: Journal of Labor Economics.
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2000On the job search and the wage distribution.(2000) In: SFB 373 Discussion Papers.
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This paper has nother version. Agregated cites: 177		paper
2022Consumption and Saving after Retirement In: NBER Working Papers.
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2023Long-term Care in Denmark In: NBER Working Papers.
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1999Comment on ‘Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates’ In: Review of Finance.
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2005The Implied-realized Volatility Relation With Jumps In Underlying Asset Prices In: Working Paper.
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2005Forecasting Exchange Rate Volatility In The Presence Of Jumps In: Working Paper.
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2006The Information Content Of Treasury Bond Options Concerning Future Volatility And Price Jumps In: Working Paper.
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2001Specification and Estimation of Equilibrium Search Models In: Review of Economic Dynamics.
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2010Wage and Productivity Dispersion: Labor Quality or Rent Sharing? In: 2010 Meeting Papers.
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2014Wage and Productivity Dispersion: The Roles of Rent Sharing, Labor Quality and Capital Intensity In: 2014 Meeting Papers.
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2017Health, Retirement and Consumption In: 2017 Meeting Papers.
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2002New evidence on the implied-realized volatility relation In: The European Journal of Finance.
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1994Measurement Error in the Prototypal Job-Search Model. In: Journal of Labor Economics.
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