Research output per year
Research output per year
Personal profile
Artistic and research interests
Matthijs Lof is Assistant Professor of Finance at the Aalto University School of Business. He has a PhD in Economics from the University of Helsinki, and an MSc in Econometrics from the University of Amsterdam. He has previously worked at the Fiscal Policy Department of the European Central Bank, and at the Research Department of the Dutch Central Bank. His current research interests include asset pricing, time-series econometrics, and macroeconomics.
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Education/Academic qualification
Doctoral degree, Social Sciences, University of Helsinki
Award Date: 4 Jun 2013
Keywords
- Finance
- Asset pricing
- Econometrics
Fingerprint
Dive into the research topics where Matthijs Lof is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
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Mind the Basel gap
Jylhä, P. & Lof, M., Jul 2022, In: JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS AND MONEY. 79, 101605.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile5 Downloads (Pure) -
Expected market returns: SVIX, realized volatility, and the role of dividends
Lof, M., Aug 2019, In: JOURNAL OF APPLIED ECONOMETRICS. 34, 5, p. 858-864Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile44 Downloads (Pure) -
Identifying Accounting Conservatism in the Presence of Skewness
Jarva, H. & Lof, M., 2018, 100th Anniversary Accounting Conference Final Papers. Temple University, 41 p. (SSRN Electronic Journal ; vol. 2018, no. 1).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
Open AccessFile91 Downloads (Pure) -
Noncausality and the commodity currency hypothesis
Lof, M. & Nyberg, H., Jun 2017, In: Energy Economics. 65, p. 424-433 10 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile14 Citations (Scopus)115 Downloads (Pure) -
Aid and income: Another time-series perspective
Lof, M., Mekasha, T. J. & Tarp, F., 2015, In: WORLD DEVELOPMENT. 69, p. 19-30Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile24 Citations (Scopus)179 Downloads (Pure)
Prizes
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Best Paper Award - FMA Consortium on Investing
Lof, Matthijs (Recipient), 2018
Prize: Award or honor granted for a specific work
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Best paper award - SFM conference, Kaohsiung, Taiwan
Lof, Matthijs (Recipient), 2019
Prize: Award or honor granted for a specific work
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McKinsey Finance Teacher of the Year 2018
Lof, Matthijs (Recipient), 2018
Prize: Award or honor granted for academic or artistic career
Activities
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European Finance Association Annual Meeting
Matthijs Lof (Member)
2020Activity: Participating in or organising an event types › Membership of a scientific or program committee of a conference or seminar
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Conference presentation in SNDE 2020 “Discount rates and Cash Flows: A Local Projection Approach”
Matthijs Lof (Speaker)
23 Sep 2020Activity: Talk or presentation types › Conference presentation
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Poster presentation in American Economic Association 2020 “Discount rates and Cash Flows: A Local Projection Approach”
Matthijs Lof (Speaker)
Jan 2020Activity: Talk or presentation types › Conference presentation
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Conference presentation in European Finance Association 2020 “Discount rates and Cash Flows: A Local Projection Approach”
Matthijs Lof (Speaker)
Aug 2020Activity: Talk or presentation types › Conference presentation
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Paper presentation at Finnish Economic Association “Discount rates and Cash Flows: A Local Projection Approach”
Matthijs Lof (Speaker)
Feb 2019Activity: Talk or presentation types › Conference presentation
Press / Media
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Aalto University: Alexander Wirtz Receives a Master's Thesis Award
19/05/2022
1 item of Media coverage
Press/Media: Media appearance