jdnfi

Department of Finance

Jens
Dick-Nielsen
Associate professor
,
Ph.D


Room: SOL/A4.17
Tel:
+4538153584
E-mail: jdn.fi@cbs.dk
Primary research areas
  • Credit Risk
  • Liquidity Risk
  • Empirical Finance
  • Applied Statistics
Links
Link to this homepage
www.cbs.dk/en/staff/jdnfi
Courses

Credit risk modeling

Supervision

Master theses within credit risk

Selected publications
  • Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis (with Peter Feldhutter and David Lando), 2012, Journal of Financial Economics, 103, 471-492.
  • Liquidity biases in TRACE, Journal of Fixed Income, 2009, 19(2), 43-55.
Publications & dissemination
2017
Jens Dick-Nielsen / Manglende likviditet i obligationsmarkederne?
In: Finans/Invest, No. 1, 2.2017, p. 25-29
Journal article
2016
Jens Dick-Nielsen; David Lando / Corporate Bonds
In: Handbook of Fixed-income Securities. ed. /Pietro Verones. Hobroken, N.J : Wiley 2016, p. 541-560
Book chapter
Jens Dick-Nielsen; Jacob Gyntelberg; Jesper Lund / Safe and Liquid Mortgage Bonds : Evidence from the Danish Housing Crash of 2008.
Paper presented at The 43rd European Finance Association Annual Meeting (EFA 2016), 2016
Paper
Jens Dick-Nielsen; Rossi Marco / The Cost of Immediacy for Corporate Bonds
Paper presented at The 14th International Paris December Finance Meeting, 2016
Paper
2014
Jens Dick-Nielsen; Jesper Lund; Jacob Gyntelberg / From Funding Liquidity to Market Liquidity : Evidence from Danish Bond Markets.
Paper presented at Midwest Finance Association 2014 Annual Meeting , 2014
Paper
2013
Jens Dick-Nielsen / Dealer Inventory and the Cost of Immediacy
Paper presented at 2013 Fixed Income Conference - Darla Moore School of Business, 2013
Paper
2012
Jens Dick-Nielsen; Peter Feldhütter; David Lando / Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis
In: Journal of Financial Economics, Vol. 103, No. 3, 2012, p. 471-492
Journal article
2009
Jens Dick-Nielsen / Liquidity Biases in TRACE
In: Journal of Fixed Income, Vol. 19, No. 2, 2009, p. 43-55
Journal article