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Anne Lundgaard Hansen
Anne Lundgaard Hansen
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Can chatgpt decipher fedspeak
AL Hansen, S Kazinnik
Available at SSRN, 2023
832023
Evaluating local language models: An application to financial earnings calls
TR Cook, S Kazinnik, AL Hansen, P McAdam
Available at SSRN 4627143, 2023
62023
A joint model for the term structure of interest rates and realized volatility
AL Hansen
Journal of Financial Econometrics 21 (4), 1196-1227, 2023
42023
Modeling persistent interest rates with double-autoregressive processes
AL Hansen
Journal of Banking & Finance 133, 106302, 2021
42021
Time-varying variance decomposition of macro-finance term structure models
AL Hansen
Journal of Empirical Finance 79, 101563, 2024
3*2024
Predicting recessions using VIX–yield curve cycles
AL Hansen
International Journal of Forecasting 40 (1), 409-422, 2024
32024
Simulating the Survey of Professional Forecasters
AL Hansen, JJ Horton, S Kazinnik, D Puzzello, A Zarifhonarvar
Available at SSRN, 2024
12024
Estimating Worst-Case Scenario Probabilities
A Abdymomunov, JR Gerlach, AL Hansen
Available at SSRN 5113634, 2025
2025
Designing Market Shock Scenarios
A Abdymomunov, Z Duan, AL Hansen, E Misirli
FRB Richmond Working Paper, 2024
2024
Does Media Sentiment Influence Bank Supervision?
D Aldama-Navarrete, F Curti, AL Hansen, S Kazinnik
Available at SSRN, 2024
2024
Financial Market Inflation Perceptions
AL Hansen, M Mihai
Available at SSRN 4547568, 2023
2023
Biased Signals? Evaluating the Effectiveness of Major Stock Indices as Leading Economic Indicators
AL Hansen
2023
Yield curve dynamics: Persistence, volatility, and the real economy
AL Hansen
Copenhagen: University of Copenhagen, Department of Economics, 2020
2020
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