Can chatgpt decipher fedspeak AL Hansen, S Kazinnik Available at SSRN, 2023 | 83 | 2023 |
Evaluating local language models: An application to financial earnings calls TR Cook, S Kazinnik, AL Hansen, P McAdam Available at SSRN 4627143, 2023 | 6 | 2023 |
A joint model for the term structure of interest rates and realized volatility AL Hansen Journal of Financial Econometrics 21 (4), 1196-1227, 2023 | 4 | 2023 |
Modeling persistent interest rates with double-autoregressive processes AL Hansen Journal of Banking & Finance 133, 106302, 2021 | 4 | 2021 |
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 | 3 | 2024 |
Simulating the Survey of Professional Forecasters AL Hansen, JJ Horton, S Kazinnik, D Puzzello, A Zarifhonarvar Available at SSRN, 2024 | 1 | 2024 |
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 |