4
H index
3
i10 index
109
Citations
Aarhus Universitet | 4 H index 3 i10 index 109 Citations RESEARCH PRODUCTION: 7 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Banking & Finance | 3 |
| Year | Title of citing document |
|---|---|
| 2025 | Conditional Method Confidence Set. (2025). Bauer, Lukas ; Kazak, Ekaterina. In: Papers. RePEc:arx:papers:2505.21278. Full description at Econpapers || Download paper |
| 2025 | Binary Response Forecasting under a Factor-Augmented Framework. (2025). Yang, Xuanbin ; Liu, Fei ; Cong, Jiachen ; Cheng, Tingting. In: Papers. RePEc:arx:papers:2507.16462. Full description at Econpapers || Download paper |
| 2025 | Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks. (2025). Sengupta, Shovon ; Singh, Sunny Kumar ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2510.23347. Full description at Econpapers || Download paper |
| 2024 | What does an inversion of the yield curve tell us?. (2024). Lhuissier, Stéphane ; Bussiere, Matthieu. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2024:250:03. Full description at Econpapers || Download paper |
| 2024 | Reassessing the inversion of the Treasury yield curve as a sign of U.S. recessions: Insights from the housing and credit markets. (2024). French, Joseph ; Chatterjee, Ujjal K ; Huttinger, Maik ; Zirgulis, Aras. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000986. 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 |
| 2025 | Conditional currency momentum portfolios. (2025). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000511. 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 |
| 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 |
| 2024 | Cross-momentum strategies in the equity futures and currency markets. (2024). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001578. Full description at Econpapers || Download paper |
| 2025 | Forecasting corporate bond returns amid climate change risk: A dynamic forecast combination approach. (2025). Guo, Yangli ; Luo, Qin ; Ma, Feng ; Zhong, Juandan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000592. Full description at Econpapers || Download paper |
| 2024 | A greater crisis? Investigating MSA-level housing markets during the COVID-19 pandemic. (2024). Huang, Meichi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002575. Full description at Econpapers || Download paper |
| 2024 | Functional Cointegration Test for Expectation Hypothesis of the Term Structure of Interest Rates in China. (2024). Lin, Aihua ; Su, Zhifang ; Fu, Yizheng. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09431-w. Full description at Econpapers || Download paper |
| 2024 | Scoring Six Detrending Methods on Timing, Lead-Lag Relations, and Cycle Periods: An Empirical Study of US and UK Recessions 1977–2020. (2024). Seip, Knut Lehre ; Zhang, Dan. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10548-x. Full description at Econpapers || Download paper |
| 2024 | Heterogeneous Effects of Mortgage Rates on Housing Returns: Evidence from an Interacted Panel VAR. (2024). Sun, Xiaojin ; Forster, Robert. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09902-3. Full description at Econpapers || Download paper |
| 2024 | Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202401. Full description at Econpapers || Download paper |
| 2024 | Financial Expectations and Household Consumption: Does Middle‐Inflation Matter?. (2024). Taylor, Karl ; Spencer, Christopher ; Harris, Mark ; Brown, Sarah. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:4:p:741-768. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Forecasting US Recessions: The Role of Sentiments In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 77 |
| 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: 77 | article | |
| 2015 | Expected Business Conditions and Bond Risk Premia In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 10 |
| 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: 10 | article | |
| 2020 | Predicting bond return predictability In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2024 | Predicting Bond Return Predictability.(2024) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2019 | Cross-sectional return dispersion and currency momentum In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 6 |
| 2021 | Asset pricing and FOMC press conferences In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
| 2025 | Subjective expectations and house prices In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | Negative house price co-movements and US recessions In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 11 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team