About me

Welcome to me 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 Econometric Analysis of Time Series (CREATES) and the Danish Finance Institute (DFI).

Research interests

My research interests are centered around return predictability and asset pricing. I am interested in the behavior of risk premia over time and across asset classes with a particular emphasis on the relation to the macroeconomy. My research areas can be summarized as follows:

  • Asset pricing
  • Return predictability
  • Factor risk premia
  • Monetary policy