Scholar
Anne Lundgaard Hansen
Google Scholar ID: s7TTl6EAAAAJ
Federal Reserve Bank of Richmond
Citations & Impact
Citations
208
H-index
5
i10-index
3
Publications
14
Co-authors
11
list available
Contact
Resume (English only)
Academic Achievements
- - 'Time-Varying Variance Decomposition of Macro-Finance Term Structure Models' published in Journal of Empirical Finance, 2024.
- - 'Predicting Recessions Using VIX-Yield Curve Cycles' published in International Journal of Forecasting, 2024.
- - 'A Joint Model for the Term Structure of Interest Rates and Realized Volatility' published in Journal of Financial Econometrics, 2023.
- - 'Modeling Persistent Interest Rates with Double-Autoregressive Processes' published in Journal of Banking & Finance, 2021.
Research Experience
- Senior Financial Economist at the Federal Reserve Bank of Richmond and affiliation with the Financial Stability department at the Federal Reserve Board of Governors.
Education
- Information not provided
Background
- A Senior Financial Economist at the Federal Reserve Bank of Richmond in the Quantitative Supervision and Research department. She is also affiliated with Financial Stability at the Federal Reserve Board of Governors. Her research broadly explores issues related to financial stability, focusing on both financial market risk and intermediation. A significant portion of her work involves extracting and interpreting signals from financial markets, with an emphasis on term premia, recession probabilities, and inflation dynamics. Additionally, she investigates financial intermediation, using textual analysis to understand how banks are supervised, how the Federal Reserve communicates its supervisory role, and how banks engage with the public during periods of financial distress.
Miscellany
- Research interests: Banking, financial econometrics, generative AI, term structure modeling, textual analysis.
