jdnfi

Department of Finance

  • Center for Financial Frictions
Jens
Dick-Nielsen
Professor
,
Ph.D


Kontor: SOL/A4.03
Tel:
+4538153584
E-mail: jdn.fi@cbs.dk
Primære forskningsområder
  • Credit Risk
  • Liquidity Risk
  • Empirical Finance
  • Applied Statistics
Links
Link til denne hjemmeside
www.cbs.dk/staff/jdnfi
Kurser

Credit risk modeling

Vejledning

Master theses within credit risk

Udvalgte publikationer
  • 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.
Publikationer sorteret efter:
2022
Jens Dick-Nielsen; Thomas Poulsen; Obaidur Rehman / Dealer Networks and the Cost Immediacy
Paper presented at The 82nd Annual Meeting of American Finance Association. AFA 2022, 2022
Paper > peer review
Jens Dick-Nielsen; Jacob Gyntelberg; Christoffer Thimsen / The Cost of Capital for Banks : Evidence from Analyst Earnings Forecasts.
I: The Journal of Finance, Vol. 77, Nr. 5, 10.2022, s. 2577-2611
Tidsskriftartikel > peer review
2021
Jens Dick-Nielsen; Thomas Kjær Poulsen; Obaidur Rehman / Dealer Networks and the Cost of Immediacy
Paper presented at The 19th International Paris December Finance Meeting, 2021, s. 40
Paper > peer review
Jens Dick-Nielsen; Thomas Kjær Poulsen; Obaidur Rehman / Dealer Networks and the Cost of Immediacy
Paper presented at China International Conference in Finance 2021, 2021
Paper > peer review
Stine Louise von Rüden; Jens Dick-Nielsen; Mads Stenbo Nielsen / The Value of Bond Underwriter Relationships
København : Danmarks Nationalbank 2021, 62 s. (Danmarks Nationalbank. Working Papers, Nr. 170)
Working paper
Jens Dick-Nielsen; Mads Stenbo Nielsen; Stine Louise von Rüden / The Value of Bond Underwriter Relationships
I: Journal of Corporate Finance, Vol. 68, 6.2021
Tidsskriftartikel > peer review
2020
Jens Dick-Nielsen; Jacob Gyntelberg / Highly Liquid Mortgage Bonds using the Match Funding Principle
I: Quarterly Journal of Finance, Vol. 10, Nr. 1, 3.2020
Tidsskriftartikel > peer review
Jens Dick-Nielsen; Jacob Gyntelberg; Christoffer Thimsen / The Cost of Capital for Banks
Paper presented at The 80th Annual Meeting of American Finance Association. AFA 2020, 2020
Paper > peer review
2019
Jens Dick-Nielsen; Jacob Gyntelberg; Christoffer Thimsen / Bankers kapitalomkostninger : Hvad koster mere egenkapital for en bank?.
I: Finans/Invest, Nr. 2, 2019, s. 26-31
Tidsskriftartikel > peer review
Jens Dick-Nielsen; Marco Rossi / The Cost of Immediacy for Corporate Bonds
I: Review of Financial Studies, Vol. 32, Nr. 1, 1.2019, s. 1-41
Tidsskriftartikel > peer review
Flere resultater ...(i alt 28 )
Forskningsprojekter
Bibeskæftigelse
  • Academic committee under the Danish FSA for the approval of learning objectives for the certification of financial advisors, member, 2016-ongoing

  • Fixed income board at the Danish CFA Society, member, 2022-ongoing

  • FinansManagement ApS, advise, 2018-ongoing.