Prof. Dr. Henrik Hasseltoft - Publications

Former Assistant Professor of Finance

Publications Supervised theses

Journal Articles (2)

International Bond Risk Premia
Magnus Dahlquist, Henrik Hasseltoft
In: Journal of International Economics, Vol. 90 (No. 1), p. 17-32, 2013.

Stocks, bonds, and long-run consumption risks
Henrik Hasseltoft
In: Journal of Financial and Quantitative Analysis, Vol. 47 (No. 2), p. 309-332, April 2012.

Working Papers (2)

Economic Momentum and Currency Returns
Magnus Dahlquist, Henrik Hasseltoft
n/a, No. n/a, March 2015.

Understanding Asset Correlations
Henrik Hasseltoft, Dominic Burkhardt
Swiss Finance Institute Research Paper, No. 12-38, 2012.

Conference or Workshop Paper (1)

The Fed-model and the changing correlation of stock and bond returns: An equilibrium approach
Henrik Hasseltoft
In: Inquire Europe, p. 1-45, October 2010.

Other research output (1)

Why do investors disagree? The role of a dispersed news flow
Henrik Hasseltoft, Michal Dzielinski

Media coverage (1)

Black and White News Makes Market Red All Over
Concerns: Henrik Hasseltoft
Wallstreet online, 8 January 2014.