Citation profile for Jonas Nygaard Eriksen

Jonas Nygaard Eriksen : Citation Profile

Aarhus Universitet

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   8 years (2013 - 2021). See details.
   Cites by year: 12
   Journals where Jonas Nygaard Eriksen has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 2 (2 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/per157
   Updated: 2024-11-08    RAS profile: 2024-06-08
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jonas Nygaard Eriksen.

Is cited by:

Pönkä, Harri (9)

Byrne, Joseph (4)

GUPTA, RANGAN (4)

Stevanovic, Dalibor (4)

Xu, Bing (3)

Lorusso, Marco (3)

Hasse, Jean-Baptiste (3)

Kotchoni, Rachidi (3)

Pierdzioch, Christian (2)

Nyberg, Henri (2)

Khan, Hashmat (2)

Cites to:

Schrimpf, Andreas (15)

Campbell, John (12)

Sarno, Lucio (12)

Schmeling, Maik (11)

Adrian, Tobias (9)

Ng, Serena (9)

Timmermann, Allan (8)

Bekaert, Geert (8)

Diebold, Francis (8)

Pedersen, Lasse (7)

West, Kenneth (7)

Main data

Where Jonas Nygaard Eriksen has published?

Journals with more than one article published	# docs
Journal of Banking & Finance	2

Recent works citing Jonas Nygaard Eriksen (2024 and 2023)

Year	Title of citing document
2023	Predicting Recessions in (almost) Real Time in a Big-data Setting. (2023). Gaglianone, Wagner ; Fialho, Artur Brasil ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:587. Full description at Econpapers \|\| Download paper
2023	Are bond returns predictable with real-time macro data?. (2023). Li, Kunpeng ; Jiang, Fuwei ; Huang, Dashan ; Zhou, Guofu ; Tong, Guoshi. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001161. Full description at Econpapers \|\| Download paper
2024	A new macro-financial condition index for the euro area. (2024). MORANA, CLAUDIO. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:64-87. Full description at Econpapers \|\| Download paper
2023	Out-of-sample equity premium prediction: The role of option-implied constraints. (2023). Zhou, TI ; Wang, Yunqi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:199-226. Full description at Econpapers \|\| Download paper
2023	Biweekly performance of low-risk anomalies over the FOMC cycle. (2023). Kwon, Kyung Yoon ; Yun, Jaesun. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s154461232300870x. Full description at Econpapers \|\| Download paper
2024	Predicting recessions using VIX–yield curve cycles. (2024). Hansen, Anne Lundgaard. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:409-422. Full description at Econpapers \|\| Download paper
2023	The FOMC’s new individual economic projections and macroeconomic theories. (2023). Arai, Natsuki. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000705. Full description at Econpapers \|\| Download paper
2024	Geopolitical risk and currency returns. (2024). Zhang, Xueyong ; Liu, XI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000177. Full description at Econpapers \|\| Download paper
2023	The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases. (2023). Lopez, Raquel ; Fernandezperez, Adrian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1499-1530. Full description at Econpapers \|\| Download paper

Works by Jonas Nygaard Eriksen:

Year	Title	Type	Cited
2013	Forecasting US Recessions: The Role of Sentiments In: CREATES Research Papers. [Full Text][Citation analysis]	paper	74
2014	Forecasting US recessions: The role of sentiment.(2014) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74	article
2015	Expected Business Conditions and Bond Risk Premia In: CREATES Research Papers. [Full Text][Citation analysis]	paper	9
2017	Expected Business Conditions and Bond Risk Premia.(2017) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9	article
2020	Predicting bond return predictability In: CREATES Research Papers. [Full Text][Citation analysis]	paper	0
2019	Cross-sectional return dispersion and currency momentum In: Journal of Empirical Finance. [Full Text][Citation analysis]	article	4
2021	Asset pricing and FOMC press conferences In: Journal of Banking & Finance. [Full Text][Citation analysis]	article	2
2019	Negative house price co-movements and US recessions In: Regional Science and Urban Economics. [Full Text][Citation analysis]	article	9