Lasse Bork

  • Fibigerstræde 2, 51

    9220 Aalborg Ø

    Denmark

20072019

Research output per year

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Personal profile

Research profile

Lasse Bork is professor of finance and head of the Finance Research Group. His main research interests include asset pricing, financial econometrics and empirical finance. In general, he is interested in macro-finance, i.e. the linkages between the financial markets and the economy as well as the housing market in general.

His research has been published in leading international journals like Management Science, International Journal of Forecasting, and Real Estate Economics. Working papers are available at his personale web page and SSRN.

Keywords

  • Business Economics and Trade
  • Asset Pricing and Macro-Finance
  • Yield curve models with macroeconomic factors
  • Financial econometrics
  • Dynamic factor models.
  • State-space models
  • Kalman filter and applications in finance and macroeconomics
  • Forecasting
  • Monetary economics

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Projects

Nordjysk Konjunkturbarometer

Bork, L., Poulsen, C. S., Stamhus, J., Holm, J. R., Stamhus, J., Jensen, M. B. & Stamhus, J.

01/11/2007 → …

Project: Research

Research Output

A New Index of Housing Sentiment

Bork, L. K., Møller, S. V. & Pedersen, T. Q., 5 Aug 2019, In : Management Science. 66, 4

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File
  • 1 Citation (Scopus)
    2 Downloads (Pure)

    Commodity index construction and the predictive power of exchange rates

    Bork, L., Kaltwasser, P. R. & Sercu, P., 2019, (Submitted) In : Journal of Banking and Finance. p. 1 49 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  • Et tilbageblik på den globale finanskrise et årti senere

    Bork, L., 2019, Mod strømmen - En stridsmand fylder 70: Et festskrift til Jesper Jespersen. Olesen, F. & Madsen, M. O. (eds.). Aalborg Universitetsforlag, p. 65-82 18 p.

    Research output: Contribution to book/anthology/report/conference proceedingBook chapterResearchpeer-review

    PV models and Switched Regression

    Bork, L. & Sercu, P., 2019, (In preparation) p. 1, 12 p.

    Research output: Working paperResearch

    Housing Price Forecastability: A Factor Analysis

    Bork, L. & Møller, S. V., 1 Sep 2018, In : Real Estate Economics. 46, 3, p. 582-611 30 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

    Open Access
    File
  • 6 Citations (Scopus)
    43 Downloads (Pure)

    Prizes

  • Activities

    University of Aarhus, BSS (External organisation)

    Lasse Bork (Member)

    17 Apr 2020

    Activity: MembershipsMembership of review committee

    KU Leuven

    Lasse Bork (Visiting researcher)

    2 Mar 20208 Mar 2020

    Activity: Visiting another research institution

    Aarhus University (External organisation)

    Lasse Bork (Chairman)

    29 Nov 2019

    Activity: MembershipsMembership of review committee

    Presenting cand.merc (finance) for the students

    Lasse Bork (Lecturer)

    12 Nov 2019

    Activity: Talks and presentationsGuest lecturers

    AP2-CFF conference

    Lasse Bork (Participant)

    10 Dec 2018

    Activity: Attending an eventConference organisation or participation

    Press / Media

    Sig farvel til flekslånet

    Lasse Bork

    04/06/2012

    2 items of Media coverage

    Press/Media: Press / Media

    Gældskrise og opsparing sender renten ned

    Lasse Bork

    04/06/2012

    2 items of Media coverage

    Press/Media: Press / Media