• Leader self-efficacy and role ambiguity and follower leader-member exchange 

  Kuvaas, Bård; Buch, Robert (Journal article; Peer reviewed, 2019)

  Purpose The purpose of this paper is to investigate whether leader self-efficacy and leader role ambiguity are related to follower leader-member exchange (LMX). In addition, the authors examine whether the relationship ...

• Large Time-Varying Volatility Models for Electricity Prices 

  Gianfreda, Angelica; Ravazzolo, Francesco; Rossini, Luca (CAMP Working Paper Series;05/2020, Working paper, 2020-07-02)

  We study the importance of time-varying volatility in modelling hourly electricity prices when fundamental drivers are included in the estimation. This allows us to contribute to the literature of large Bayesian VARs by ...

• Macroeconomics in the time of the Corona 

  Mehlum, Halvor; Torvik, Ragnar (CAMP Working Paper Series;04/2020, Working paper, 2020-06)

  For a developed market economies, the corona crisis is a new type of crisis, but this crisis has parallels to economies at other times, and to crises at other places. We discuss some mechanisms from the traditional macro ...

• Consumption Fluctuations and Expected Returns 

  Atanasov, Victoria; Møller, Stig; Priestley, Richard (Journal article; Peer reviewed, 2019)

  This paper introduces a novel consumption‐based variable, cyclical consumption, and examines its predictive properties for stock returns. Future expected stock returns are high (low) when aggregate consumption falls (rises) ...

• Dividends and taxes: The moderating role of agency conflicts 

  Berzins, Janis; Bøhren, Øyvind; Stacescu, Bogdan (Journal article; Peer reviewed, 2019)

  We find that potential conflicts between majority and minority shareholders strongly influence how dividends respond to taxes. When the controlling shareholder has a smaller stake, the incentives to extract private benefits ...

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