bosj44

Bo Sjö

Associate Professor, Docent

My research interests are focused on finance and macroeconomics; inflation modelling and monetary policy in developing countries, central bank intervention, portfolio selection, remittances, and the pricing of commodities.

Associate Professor of Financial Economics and Econometrics

Bo Sjö is an Associate Professor of Financial Economics and Econometrics at the Department of Management and Engineering (IEI), Linköping University, Sweden. He holds a PhD in Economics from Gothenburg University where he also was appointed Docent in 2000.

His research interests are focused on finance and macroeconomics; inflation modelling and monetary policy in developing countries, central bank intervention, portfolio selection, remittances, and the pricing of commodities.

Before joining Linköping University in 2010, he worked with the Swedish Agency for Development Evaluation (SADEV), Griffith University, and Gothenburg University. He has consulted for African Development Bank (AfDB), Centre for International Development (CID) at Harvard University, Ministry of Planning and Development in Mozambique, African Economic Research Consortium (AERC), and the Swedish International Development Cooperation Agency (Sida). He has been a Visiting Associate Professor at the Department of Finance, McGill University, and a Guest Lecturer at the Department of Economics, University of Ghana in cooperation with UNU-WIDER. He has served in the Swedish Research Council’s grant committee for Development Research.

He has completed funded projects and has ongoing projects with the NASDAQ-OMX Foundation and the Swedish Energy Agency. He has experience from teaching, course and programme development, and acting as an External Examiner at all levels, from the undergraduate to the doctorial level, including supervision of PhD students.

He has conducted international workshops in econometric time series modelling, attended various international seminars and conferences. He has publications in well-renowned journals such as Journal of Economic Surveys, The World Economy, Journal of Financial Markets Institutions and Money, Journal of International Money and Finance, Journal of Multinational Financial Markets, Economic Modelling, and Studies in Non-linear Dynamics and Econometrics.

Publications

2024

Michel Ferreira Cardia Haddad, Bo Sjö, David Stenvall, Gazi Salah Uddin, Anupam Dutta (2024) Interconnectedness between real estate returns and sustainable investments: A cross-quantilogram and quantile coherency approach Journal of Cleaner Production, Vol. 479, Article 144085 (Article in journal) Continue to DOI
Axel Hedström, Gazi Salah Uddin, Md Lutfur Rahman, Bo Sjö (2024) Systemic risk in the Scandinavian banking sector International journal of finance and economics, Vol. 29, p. 581-608 (Article in journal) Continue to DOI

2022

David Stenvall, Pontus Cerin, Bo Sjö, Gazi Salah Uddin (2022) Does energy efficiency matter for prices of tenant-owned apartments? Environmental Science and Pollution Research, Vol. 29, p. 66793-66807 (Article in journal) Continue to DOI

2021

Imhotep Paul Alagidede, Gideon Boako, Bo Sjö (2021) African equity markets' exposure to oil and other commodities - implications for global portfolio diversification Journal of Economics and Finance, Vol. 45, p. 288-315 (Article in journal) Continue to DOI

2020

Gideon Boako, Imhotep Paul Alagidede, Bo Sjö, Gazi Salah Uddin (2020) Commodities price cycles and their interdependence with equity markets Energy Economics, Vol. 91, Article 104884 (Article in journal) Continue to DOI