The New Keynesian Model and Bond Yields. / Andreasen, Martin Møller.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2021.Research output: Working paper/Preprint › Working paper › Research
The TIPS Liquidity Premium. / Andreasen, Martin M.; Christensen, Jens H.E.; Riddell, Simon.
In: Review of Finance, Vol. 25, No. 6, 11.2021, p. 1639-1675.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
The Yield Spread and Bond Return Predictability in Expansions and Recessions. / Andreasen, Martin Møller; Engsted, Tom; Møller, Stig Vinther; Jensen, Magnus David Sander.
In: Review of Financial Studies, Vol. 34, No. 6, 06.2021, p. 2773-2812.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Why Does Risk Matter More in Recessions than in Expansions? / Andreasen, Martin Møller; Caggiano, Giovanni; Castelnuovo, Efrem; Pellegrino, Giovanni.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2021.Research output: Working paper/Preprint › Working paper › Research
The Importance of Timing Attitudes in Consumption-Based Asset Pricing Models. / Andreasen, Martin Møller; Jørgensen, Kasper.
In: Journal of Monetary Economics, Vol. 111, 05.2020, p. 95-117.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
A Shadow Rate or a Quadratic Policy Rule? The Best Way to Enforce the Zero Lower Bound in the United States. / Andreasen, Martin Møller; Meldrum, Andrew.
In: Journal of Financial and Quantitative Analysis, Vol. 54, No. 5, 10.2019, p. 2261-2292.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Bond Risk Premiums at the Zero Lower Bound. / Andreasen, Martin Møller; Jørgensen, Kasper; Meldrum, Andrew.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2019.Research output: Working paper/Preprint › Working paper › Research
Estimating the Price Markup in the New Keynesian Model. / Andreasen, Martin Møller; Dang, Mads Khoa-Dang.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2019.Research output: Working paper/Preprint › Working paper › Research
Explaining Bond Return Predictability in an Estimated New Keynesian Model. / Andreasen, Martin Møller.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2019.Research output: Working paper/Preprint › Working paper › Research
Term Structure Analysis with Big Data : One-Step Estimation Using Bond Prices. / Andreasen, Martin M.; Christensen, Jens H.E.; Rudebusch, Glenn D.
In: Journal of Econometrics, Vol. 212, No. 1, 09.2019, p. 26-46.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review