| Can chatgpt decipher fedspeak AL Hansen, S Kazinnik Available at SSRN, 2023 | 52 | 2023 |
| Modeling persistent interest rates with double-autoregressive processes AL Hansen Journal of Banking & Finance 133, 106302, 2021 | 3 | 2021 |
| Yield curve volatility and macroeconomic risk AL Hansen Working paper, 2021 | 3 | 2021 |
| A joint model for the term structure of interest rates and realized volatility AL Hansen Journal of Financial Econometrics 21 (4), 1196-1227, 2023 | 2 | 2023 |
| Predicting recessions using VIX–yield curve cycles AL Hansen International Journal of Forecasting 40 (1), 409-422, 2024 | 1 | 2024 |
| Does Media Sentiment Influence Bank Supervision? D Aldama-Navarrete, F Curti, AL Hansen, S Kazinnik Available at SSRN, 2024 | | 2024 |
| Evaluating Local Language Models: An Application to Financial Earnings Calls TR Cook, S Kazinnik, AL Hansen, P McAdam Available at SSRN 4627143, 2023 | | 2023 |
| Financial Market Inflation Perceptions AL Hansen, M Mihai Available at SSRN 4547568, 2023 | | 2023 |
| Time-Varying Variance Decomposition of Macro-Finance Term Structure Models AL Hansen Available at SSRN 3943978, 2023 | | 2023 |
| Yield curve dynamics: Persistence, volatility, and the real economy AL Hansen Copenhagen: University of Copenhagen, Department of Economics, 2020 | | 2020 |
Sophia KazinnikFederal Reserve Bank of RichmondVerified email at rich.frb.org
