E-mail:

Oystein.Gjerde@nhh.no

Telephone:

+47 55 95 92 71

Fax:

+47 55 95 93 20

Title:

Professor, dr. oecon., NHH 1990

Date of birth:

September 8, 1956

Nationality:

Norwegian

Teaching languages:

Norwegian, English

Teaching areas:

Finance, capital budgeting, operations management

Research:

Present:

Finance

Former:

Finance

Selected publications:

• Linkages among interest rates in the United States, Germany and Norway, The Scandinavian Journal of Economics, Vol. 103, no. 1, 2001, pp.127-145 (with F. Sættem and H. Bremnes).

• The stock market and investment in the small and open Norwegian economy, Empirical Economics, Vol. 26, no. 3, 2001, pp. 565-580 (with F. Sættem and K. H. Knivsflå).

• Causal relations among stock returns and macroeconomic variables in a small, open economy, Journal of international Financial Markets, Institutions and Money, Vol. 9, no. 1, 1999, pp. 61-74 (with F. Sættem).

• A multivariate cointegration analysis of interest rates in the Eurocurrency market, Journal of International Money and Finance 16, 1997, 767-778 (with H. Bremnes and F. Sættem).

• Linkages among European and world stock markets, European Journal of Finance 1, 1995, 165-179 (with F. Sættem).

• Risk-based capital requirements and bank portfolio risk, Journal of Banking and Finance 19, 1995, 1159-1173 (with K. Semmen).

• Option initiation and underlying market behavior: Evidence from Norway, Journal of Futures Markets 15, 1995, 881-899 (with F. Sættem).

• Market efficiency in Scandinavian racetrack betting, Scandinavian Journal of Management 10, 1994, 409-420.

• Performance evaluation of Norwegian mutual funds, Scandinavian Journal of Management 7, 1991, 297-307 (with F. Sættem).

• A simple risk-reducing cross hedging strategy: Using soybean oil futures with fish oil sales, Review of Futures Markets 8, 1989, 180-195.

• Measuring hedging effectiveness in a traditional one-periodic portfolio framework, Journal of Futures Markets 7, 1987, 663-674.