jrfi

Department of Finance

Jesper
Rangvid
Professor
,
Cand. Polit., Ph.d


Room: SOL/A5.30
Tel:
+45 38153784
E-mail: jr.fi@cbs.dk
Primary research area
  • Financial markets and the macroeconomy
  • International finance
  • Financial crises
  • Household finance
  • Mutual funds
Links
Link to this homepage
www.cbs.dk/en/staff/jrfi
Presentation

Jesper Rangvid is a Professor of Finance at the Copenhagen Business School (CBS).
In his research, Jesper focus on the relation between financial markets and the wider economy, and more specifically on asset pricing, return predictability, international finance, financial crises, household finance, and mutual funds. Jesper Rangvid has published the results of his research in international journals such as the Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Review of Finance, Journal of Empirical Finance, and European Economic Review.
Jesper Rangvid is very often cited and used as an expert on financial issues in the Danish media. Jesper is a member of the Board of Directors at the Doctors’ Pension Fund and the SKAGEN AS mutual fund. Jesper frequently give talks in the Danish financial sector.
Jesper Rangvid is currently Chairman of the Committee investigating the causes and consequences of the financial crisis in Denmark.

Courses

International Finance

Other teaching activities

Associate Dean, Executive MBA

Selected publications
  • End-of-the-year economic growth and time-varying expected returns. S.V. Moeller and J. Rangvid. Journal of Financial Economics, forthcoming
  • Dividend predictability around the world. Rangvid, M. Schmeling and A. Schrimpf. Journal of Financial and Quantitative Analysis, forthcoming.
  • Are economists more likely to hold stocks? C. Christiansen, J.S. Joensen and J. Rangvid. Review of Finance, Vol. 12(3), 465-496, 2008.
  • Output and expected returns. J. Rangvid. Journal of Financial Economics, Vol. 81(3), 595-624, 2006.
  • Determinants of the implied shadow exchange rates from a target zone. J. Rangvid and C. Sørensen. European Economic Review, Vol. 45(9), 1665-1696, 2001.
Publications
2014
Jesper Rangvid; Pedro Santa-Clara; Maik Schmeling / Capital Market Integration and Consumption Risk Sharing over the Long Run
Paper presented at The 41th European Finance Association Annual Meeting (EFA 2014), Lugano, Schweiz. 2014
Paper
Stig V. Møller; Henrik Nørholm; Jesper Rangvid / Consumer Confidence or the Business Cycle : What Matters More for European Expected Returns?.
In: Journal of Empirical Finance, Vol. 28, 2014, p. 230-248
Journal article
2013
Birgitte Vølund Buchholst; Jesper Rangvid / Leading Indicators of Distress in Danish Banks in the Period 2008-12
In: Nationaloekonomisk Tidsskrift, Vol. 151, No. 2, 2013, p. 176-206
Journal article
Jesper Rangvid; Maik Schmeling; Andreas Schrimpf / What do Professional Forecasters' Stock Market Expectations Tell Us about Herding, Information Extraction and Beauty Contests?
In: Journal of Empirical Finance, Vol. 20, No. 1, 1.2013, p. 109-129
Journal article
2012
Jesper Rangvid / Banker og stater : Et farligt afhængighedsforhold indenfor Eurozonen.
In: Jubilæumsskrift: De Økonomiske Råd · 1962-2012. København : De Økonomiske Råd 2012, p. 131-143
Book chapter
Stig V. Møller; Jesper Rangvid / Fourth-quarter Economic Growth and Time-varying Expected Returns
Paper presented at The 39th European Finance Association Annual Meeting (EFA 2012), Frederiksberg, Danmark. 2012
Paper
2011
Jesper Rangvid / "Strengere kapitalkrav i pengeinstitutter" : En vurdering af de (samfunds)økonomiske gevinster og tab.
In: Finans/Invest, Vol. 2011, No. 2, 2011, p. 23-27
Journal article
Jesper Rangvid / Finansielle kriser : Valutakrisen i 1992-1993 og bankkrisen i 2007-2009.
In: Kriser, politik og forvaltning: De internationale udfordringer. . ed. /Martin Marcussen; Karsten Ronit. København : Hans Reitzel 2011, p. 65-83 (Samfund i forandring)
Book chapter
2010
Jesper Rangvid / Strengere kapitalkrav i pengeinstitutterne : En vurdering af de (samfunds)økonomiske gevinster og tab.
In: Finans/Invest, No. 8, 2010, p. 5
Journal article
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