Bent Jesper Christensen

Bent Jesper Christensen

Aarhus University - Aarhus / Denmark
Economics & Econometrics / Economics
AD Scientific Index ID: 1445919
Aarhus Universitet
person_outline Bent Jesper Christensen's MOST POPULAR ARTICLES
1-) The relation between implied and realized volatilityBJ Christensen, NR PrabhalaJournal of financial economics 50 (2), 125-150, 199815071998
2-) Interest rate dynamics and consistent forward rate curvesT Björk, BJ ChristensenMathematical Finance 9 (4), 323-348, 19994401999
3-) The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond marketsT Busch, BJ Christensen, MØ NielsenJournal of Econometrics 160 (1), 48-57, 20113482011
4-) On-the-job search and the wage distributionBJ Christensen, R Lentz, DT Mortensen, GR Neumann, A WerwatzJournal of Labor Economics 23 (1), 31-58, 20053432005
5-) End-of-life medical spending in last twelve months of life is lower than previously reportedEB French, J McCauley, M Aragon, P Bakx, M Chalkley, SH Chen, ...Health Affairs 36 (7), 1211-1217, 20171952017