Projects per year
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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Climate Risk Reporting by Pension Funds: International Evidence
Klumpes, P. J. M., Christensen, J. L., Bork, L., Mateus, C. & Mateus, I.
01/01/2021 → 31/12/2022
Project: Research
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The North Jutland Business Cycle Forecast 2
Poulsen, C. S., Christensen, J. L., Jensen, M. B., Holm, J. R., Stamhus, J. & Bork, L.
<ingen navn>, Center for Regional Udvikling, CRU
01/11/2007 → 31/07/2019
Project: Research
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Aggregation Bias in Tests of the Commodity Currency Hypothesis
Bork, L., Kaltwasser, P. R. & Sercu, P., 2022, In: Journal of Banking and Finance. 135, 24 p., 106392.Research output: Contribution to journal › Journal article › Research › peer-review
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A New Index of Housing Sentiment
Bork, L. K., Møller, S. V. & Pedersen, T. Q., 5 Aug 2019, In: Management Science. 66, 4Research output: Contribution to journal › Journal article › Research › peer-review
Open AccessFile10 Citations (Scopus)178 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 journal › Journal article › Research › peer-review
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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 proceeding › Book chapter › Research › peer-review
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PV models and Switched Regression
Bork, L. & Sercu, P., 2019, (In preparation) p. 1, 12 p.Research output: Working paper/Preprint › Working paper › Research
Prizes
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Recipient of the 'Teacher of the Year 2014' prize at the Faculty of Social Sciences, Aalborg University
Bork, Lasse (Recipient), 17 Apr 2015
Prize: Educational prizes
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'Teacher of the year'; Aalborg University 2014 (among the last four nominated)
Bork, Lasse (Recipient), 17 Apr 2015
Prize: Educational prizes
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Årets underviser 2014 på det samfundsvidenskabelige fakultet, Aalborg Universitet
Bork, Lasse (Recipient), 17 Apr 2015
Prize: Educational prizes
Activities
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Aarhus University (External organisation)
Lasse Bork (Member)
17 Apr 2020Activity: Memberships › Membership of review committee
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KU Leuven
Lasse Bork (Visiting researcher)
2 Mar 2020 → 8 Mar 2020Activity: Visiting another research institution
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Aarhus University (External organisation)
Lasse Bork (Chairperson)
29 Nov 2019Activity: Memberships › Membership of review committee
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Presenting cand.merc (finance) for the students
Lasse Bork (Lecturer)
12 Nov 2019Activity: Talks and presentations › Guest lecturers
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AP2-CFF conference
Lasse Bork (Participant)
10 Dec 2018Activity: Attending an event › Conference organisation or participation
Press / Media
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Gældskrise og opsparing sender renten ned
04/06/2012
2 items of Media coverage
Press/Media: Press / Media
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