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 4 102 2 15 26 301
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 0 131 2 9 14 337
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 0 0 0 308 3 3 6 684
Are Economists More Likely to Hold Stocks? 0 0 0 98 4 11 22 470
Classifying Returns as Extreme: European Stock and Bond Markets 0 0 0 12 3 10 10 51
Credit Constraints, Growth and Inequality Dynamics 0 0 0 30 0 3 4 83
Credit Spreads and the Term Structure of Interest Rates 0 1 2 515 1 7 11 1,264
Decomposing European Bond and Equity Volatility 0 0 0 41 2 12 15 201
Decomposing European bond and equity volatility 0 0 0 72 3 13 15 294
Denmark - A chapter on the Danish Bond Market 0 0 0 253 2 8 11 696
Do More Economists Hold Stocks? 0 2 2 11 0 6 10 71
Do More Economists Hold Stocks? 0 0 0 53 2 9 11 210
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation 1 1 1 42 2 4 7 272
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 0 0 0 44 1 3 3 129
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 0 0 0 93 2 3 4 189
Extreme Coexceedances in New EU Member States' Stock Markets 0 0 0 31 1 7 12 169
Extreme Coexceedances in New EU Member States’ Stock Markets 0 0 0 39 2 10 12 202
Flight to Safety from European Stock Markets 0 0 0 4 0 13 14 48
Flight to Safety from European Stock Markets 0 0 0 14 0 3 3 59
Forecasting US Recessions: The Role of Sentiments 0 0 1 120 3 12 16 187
Greener pensions, greener choices: Linking investments to sustainable behavior 0 0 7 7 1 6 13 13
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 14 5 7 9 125
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 1 1 1 7 4 7 10 103
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model 0 0 0 432 9 13 18 1,404
Integration of European Bond Markets 0 0 0 87 1 9 12 175
Intertemporal Risk-Return Trade-off in Foreign Exchange Rates 0 0 0 48 11 14 17 177
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates 0 0 0 57 3 8 10 227
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates 0 0 0 36 3 7 10 347
Long Maturity Forward Rates 0 0 0 198 2 6 10 616
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 1 4 6 125
Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing 0 0 0 7 1 7 14 43
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 1 2 48 0 8 19 200
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 0 104 1 7 8 313
Mean Reversion in US and International Short Rates 0 0 0 72 1 10 10 202
Multivariate Term Structure Models with Level and Heteroskedasticity Effects 0 0 0 196 1 3 7 635
Mutual Fund Selection for Realistically Short Samples 0 0 1 4 1 7 11 106
Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies 0 0 0 19 1 8 8 58
Predicting Bond Betas using Macro-Finance Variables 0 0 0 35 1 8 8 85
Predicting Bond Betas using Macro-Finance Variables 0 0 0 41 3 8 9 101
Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators 0 0 0 50 3 6 9 123
Quantiles of the Realized Stock-Bond Correlation 0 0 0 31 0 5 7 105
Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy 0 0 0 49 0 1 3 130
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects 0 1 1 122 1 9 14 472
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects 0 0 0 71 2 10 14 289
Regime Switching in the Yield Curve 0 0 0 232 1 3 6 666
Revisiting the shape of the yield curve: the effect of interest rate volatility 0 0 0 932 6 10 17 2,627
Risk-Return Trade-Off for European Stock Markets 0 0 0 32 3 6 11 124
Risk-Return Trade-Off for European Stock Markets 0 0 1 50 1 8 16 106
Sign and Quantiles of the Realized Stock-Bond Correlation 0 0 0 33 0 4 7 129
Smooth Transition Patterns in the Realized Stock Bond Correlation 0 0 0 56 0 5 11 165
Smooth Transition Patterns in the Realized Stock- Bond Correlation 0 0 0 34 2 12 16 144
The Economic Value of VIX ETPs 0 0 0 22 1 4 6 49
The Educational Asset Market: A Finance Perspective on Human Capital Investment 0 0 0 244 10 16 19 594
The Educational Asset Market: A Finance Perspective on Human Capital Investment 0 0 0 169 1 7 10 608
The Effects of Marriage and Divorce on Financial Investments: Learning to Love or Hate Risk? 0 1 2 76 4 28 36 383
The Risk-Return Trade-Off in Human Capital Investment 0 0 0 225 0 6 6 840
The Risk-Return Trade-Off in Human Capital Investment 0 0 0 202 1 6 6 866
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 169 0 3 7 440
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 77 1 9 11 328
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 102 0 7 11 279
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 76 0 5 6 339
Uncertainty and Downside Risk in International Stock Returns 0 0 0 9 0 2 4 30
Volatility-Spillover E ffects in European Bond Markets 0 0 4 327 2 7 20 884
Total Working Papers 2 8 29 6,822 124 487 708 21,692

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 11 16 244
Are Economists More Likely to Hold Stocks? 1 1 3 142 1 7 16 414
Classifying returns as extreme: European stock and bond markets 0 0 1 9 1 4 6 38
Credit spreads and the term structure of interest rates 0 0 0 80 0 8 10 238
Decomposing European bond and equity volatility 0 0 1 86 1 8 10 268
Effects of macroeconomic uncertainty on the stock and bond markets 0 0 0 38 2 8 16 195
Extreme coexceedances in new EU member states' stock markets 0 0 0 66 1 7 7 253
Flight-to-safety and the risk-return trade-off: European evidence 2 2 3 12 4 11 17 57
Forecasting US recessions: The role of sentiment 0 0 2 50 1 9 21 205
Households' investments in socially responsible mutual funds 0 0 2 7 2 5 11 23
Idiosyncratic volatility puzzle: influence of macro-finance factors 1 2 3 8 8 14 20 71
Integration of European bond markets 0 0 0 36 2 6 9 136
Intertemporal risk-return trade-off in foreign exchange rates 0 0 0 38 2 5 5 159
Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates 0 0 0 16 6 13 16 116
Long- and short-run components of factor betas: Implications for stock pricing 0 0 1 1 1 5 9 20
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 0 0 0 43 1 3 9 160
Mean reversion in US and international short rates 0 0 0 13 4 12 15 98
Multivariate term structure models with level and heteroskedasticity effects 0 0 1 50 5 9 11 180
Mutual fund selection for realistically short samples 0 0 0 2 1 4 6 32
Negative house price co-movements and US recessions 0 0 0 5 1 7 10 56
Predicting bond betas using macro-finance variables 0 0 0 7 1 3 6 46
Predicting severe simultaneous recessions using yield spreads as leading indicators 0 0 4 36 1 3 8 147
Quantile Risk–Return Trade-Off 1 1 1 4 4 7 11 23
Quantiles of the realized stock–bond correlation and links to the macroeconomy 0 0 1 16 0 9 13 90
Realized bond—stock correlation: Macroeconomic announcement effects 0 0 0 13 0 2 5 55
Regime switching in the yield curve 0 0 0 3 0 3 4 34
Risk-return trade-off for European stock markets 0 0 2 12 2 7 10 110
Smooth transition patterns in the realized stock–bond correlation 0 0 0 22 0 4 7 98
Testing the expectations hypothesis using long-maturity forward rates 0 0 0 34 1 5 6 147
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 74 9 16 19 221
The economic value of VIX ETPs 0 0 0 3 1 6 9 24
The effect of uncertainty on stock market volatility and correlation 0 2 7 27 1 22 42 99
The risk-return trade-off in human capital investment 0 0 0 90 4 8 11 425
UNDERSTANDING THE EFFECTS OF MARRIAGE AND DIVORCE ON FINANCIAL INVESTMENTS: THE ROLE OF BACKGROUND RISK SHARING 0 1 1 12 2 11 16 106
Value-at-risk using the factor-ARCH model 0 0 0 0 1 6 6 7
Variance-in-mean effects of the long forward-rate slope 0 0 0 21 1 5 6 185
Volatility‐Spillover Effects in European Bond Markets 0 0 3 64 0 6 18 201
Total Journal Articles 5 9 36 1,140 74 279 437 4,981

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Statistics updated 2026-03-04