Access Statistics for Charlotte Christiansen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 0 131 0 1 1 324
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 2 5 102 1 4 12 282
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 0 0 2 308 0 1 5 680
Are Economists More Likely to Hold Stocks? 0 0 1 98 2 2 8 451
Classifying Returns as Extreme: European Stock and Bond Markets 0 0 0 12 0 0 0 41
Credit Constraints, Growth and Inequality Dynamics 0 0 0 30 0 0 1 79
Credit Spreads and the Term Structure of Interest Rates 0 0 2 513 0 1 8 1,255
Decomposing European Bond and Equity Volatility 0 0 1 41 0 0 2 186
Decomposing European bond and equity volatility 0 0 0 72 0 0 2 279
Denmark - A chapter on the Danish Bond Market 0 0 0 253 1 1 3 686
Do More Economists Hold Stocks? 0 0 0 53 0 0 2 199
Do More Economists Hold Stocks? 0 0 0 9 0 0 2 61
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation 0 0 1 41 0 0 4 266
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 0 0 0 44 0 0 1 126
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 0 0 0 93 0 0 2 185
Extreme Coexceedances in New EU Member States' Stock Markets 0 0 0 31 1 2 2 159
Extreme Coexceedances in New EU Member States’ Stock Markets 0 0 0 39 0 0 0 190
Flight to Safety from European Stock Markets 0 0 0 4 0 0 1 34
Flight to Safety from European Stock Markets 0 0 0 14 0 0 2 56
Forecasting US Recessions: The Role of Sentiments 0 0 2 120 0 1 4 173
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 6 0 0 3 94
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 14 0 1 3 117
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model 0 0 0 432 0 1 3 1,387
Integration of European Bond Markets 0 0 0 87 0 0 3 166
Intertemporal Risk-Return Trade-off in Foreign Exchange Rates 0 0 0 48 0 1 1 161
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates 0 0 0 36 1 1 1 338
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates 0 0 0 57 0 0 3 217
Long Maturity Forward Rates 0 0 0 198 0 0 1 606
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 0 0 2 119
Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing 0 0 0 7 0 0 2 29
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 1 104 0 0 2 305
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 4 47 3 3 14 185
Mean Reversion in US and International Short Rates 0 0 0 72 0 0 0 192
Multivariate Term Structure Models with Level and Heteroskedasticity Effects 0 0 1 196 0 1 3 629
Mutual Fund Selection for Realistically Short Samples 0 0 0 3 1 1 3 96
Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies 0 0 0 19 0 0 2 50
Predicting Bond Betas using Macro-Finance Variables 0 0 1 41 0 1 4 93
Predicting Bond Betas using Macro-Finance Variables 0 0 0 35 0 0 0 77
Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators 0 0 0 50 0 0 5 115
Quantiles of the Realized Stock-Bond Correlation 0 0 0 31 0 0 1 98
Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy 0 0 0 49 0 0 0 127
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects 0 0 2 71 1 1 3 276
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects 0 0 0 121 0 0 1 458
Regime Switching in the Yield Curve 0 0 0 232 0 0 2 661
Revisiting the shape of the yield curve: the effect of interest rate volatility 0 0 0 932 0 1 8 2,612
Risk-Return Trade-Off for European Stock Markets 0 0 0 32 0 0 1 114
Risk-Return Trade-Off for European Stock Markets 0 1 1 50 0 2 2 92
Sign and Quantiles of the Realized Stock-Bond Correlation 0 0 0 33 0 0 0 122
Smooth Transition Patterns in the Realized Stock Bond Correlation 0 0 0 56 0 0 0 154
Smooth Transition Patterns in the Realized Stock- Bond Correlation 0 0 0 34 0 0 0 128
The Economic Value of VIX ETPs 0 0 0 22 0 0 0 43
The Educational Asset Market: A Finance Perspective on Human Capital Investment 0 0 0 169 0 0 4 599
The Educational Asset Market: A Finance Perspective on Human Capital Investment 0 0 0 244 0 1 4 576
The Effects of Marriage and Divorce on Financial Investments: Learning to Love or Hate Risk? 0 0 1 75 0 1 7 353
The Risk-Return Trade-Off in Human Capital Investment 0 0 1 202 0 0 2 860
The Risk-Return Trade-Off in Human Capital Investment 0 0 1 225 0 0 3 834
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 76 0 1 1 334
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 1 77 0 2 3 319
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 169 0 0 2 434
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 102 0 0 0 268
Uncertainty and Downside Risk in International Stock Returns 0 0 0 9 0 0 3 26
Volatility-Spillover E ffects in European Bond Markets 1 1 5 325 1 3 10 869
Total Working Papers 1 4 33 6,803 12 35 174 21,045

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comprehensive look at financial volatility prediction by economic variables 0 0 0 0 2 3 5 232
Are Economists More Likely to Hold Stocks? 0 0 5 140 0 2 13 404
Classifying returns as extreme: European stock and bond markets 0 1 1 9 0 1 1 33
Credit spreads and the term structure of interest rates 0 0 0 80 1 1 2 229
Decomposing European bond and equity volatility 1 1 2 86 1 1 3 259
Effects of macroeconomic uncertainty on the stock and bond markets 0 0 0 38 0 0 4 179
Extreme coexceedances in new EU member states' stock markets 0 0 0 66 0 0 1 246
Flight-to-safety and the risk-return trade-off: European evidence 0 1 1 10 0 4 5 44
Forecasting US recessions: The role of sentiment 1 2 2 50 2 4 14 190
Households' investments in socially responsible mutual funds 0 0 1 5 0 0 4 13
Idiosyncratic volatility puzzle: influence of macro-finance factors 0 0 0 5 2 2 4 53
Integration of European bond markets 0 0 0 36 0 0 3 127
Intertemporal risk-return trade-off in foreign exchange rates 0 0 0 38 0 0 0 154
Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates 0 0 0 16 1 1 1 101
Long- and short-run components of factor betas: Implications for stock pricing 0 0 1 1 0 0 4 12
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 0 0 2 43 0 0 7 151
Mean reversion in US and international short rates 0 0 0 13 0 2 2 85
Multivariate term structure models with level and heteroskedasticity effects 0 1 1 50 0 1 4 170
Mutual fund selection for realistically short samples 0 0 0 2 0 0 0 26
Negative house price co-movements and US recessions 0 0 0 5 0 0 2 47
Predicting bond betas using macro-finance variables 0 0 0 7 0 0 1 40
Predicting severe simultaneous recessions using yield spreads as leading indicators 0 2 2 34 0 2 2 141
Quantile Risk–Return Trade-Off 0 0 0 3 0 0 1 12
Quantiles of the realized stock–bond correlation and links to the macroeconomy 0 1 2 16 1 2 4 79
Realized bond—stock correlation: Macroeconomic announcement effects 0 0 1 13 0 0 3 50
Regime switching in the yield curve 0 0 0 3 0 0 0 30
Risk-return trade-off for European stock markets 0 2 2 12 0 2 2 102
Smooth transition patterns in the realized stock–bond correlation 0 0 0 22 0 0 1 91
Testing the expectations hypothesis using long-maturity forward rates 0 0 0 34 0 0 1 141
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 74 0 1 1 203
The economic value of VIX ETPs 0 0 0 3 0 0 1 15
The effect of uncertainty on stock market volatility and correlation 0 4 17 24 2 7 43 66
The risk-return trade-off in human capital investment 0 0 2 90 0 1 5 415
UNDERSTANDING THE EFFECTS OF MARRIAGE AND DIVORCE ON FINANCIAL INVESTMENTS: THE ROLE OF BACKGROUND RISK SHARING 0 0 0 11 0 2 3 92
Value-at-risk using the factor-ARCH model 0 0 0 0 0 0 1 1
Variance-in-mean effects of the long forward-rate slope 0 0 0 21 0 0 0 179
Volatility‐Spillover Effects in European Bond Markets 0 0 2 61 0 1 6 185
Total Journal Articles 2 15 44 1,121 12 40 154 4,597

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Statistics updated 2025-08-05