Lasse Bork

  • Fibigerstræde 2, 51

    9220 Aalborg Ø

    Denmark

20072021

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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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