Concepedia
Statistics
Publications
34
Citations
2.1K
H-Index
21
Active since
2000
Affiliations
Federal Reserve(Current)
Federal Reserve Board of Governors
University of Gothenburg
International Monetary Fund
Uppsala University
Erik Hjalmarsson is an author at Federal Reserve specializing in finance, business, and economics.
Top concepts
BusinessFinanceEconomicsEconometricsEconomic AnalysisStatisticsAsset PricingGlobal FinanceFinancial EconomicsForecasting
Publications per year
2000–2024
Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market
Alain Chaboud, Benjamin Chiquoine, Erik Hjalmarsson et al. · The Journal of Finance · 2014 · 625 citations
Trade, Long Time Series, Market Microstructure +16
Predicting Global Stock Returns
Erik Hjalmarsson · Journal of Financial and Quantitative Analysis · 2009 · 318 citations
Empirical Finance, Economics, Economic Forecasting +14
Alain Chaboud, Benjamin Chiquoine, Erik Hjalmarsson et al. · International Finance Discussion Paper · 2009 · 108 citations · Full text
Economics, International Finance, High-frequency Trading +12
What drives volatility persistence in the foreign exchange market?☆
David Berger, Alain Chaboud, Erik Hjalmarsson · Journal of Financial Economics · 2009 · 100 citations
Volatility Persistence, Currency Movements, Economics +9
New Methods for Inference in Long-Horizon Regressions
Erik Hjalmarsson · Journal of Financial and Quantitative Analysis · 2011 · 91 citations
Engineering, Macroeconomic Forecasting, Forecasting Horizon +18
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