Access Statistics for Charlotte Christiansen

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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 0 128 2 2 12 309
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 1 2 9 80 3 8 31 215
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 0 0 0 306 1 1 5 668
Are Economists More Likely to Hold Stocks? 1 2 8 86 6 9 28 365
Classifying Returns as Extreme: European Stock and Bond Markets 0 0 0 11 0 1 3 38
Credit Constraints, Growth and Inequality Dynamics 0 0 0 30 0 0 9 73
Credit Spreads and the Term Structure of Interest Rates 0 0 0 508 0 3 8 1,232
Decomposing European Bond and Equity Volatility 1 2 2 39 1 5 7 176
Decomposing European bond and equity volatility 0 1 1 68 1 3 11 262
Denmark - A chapter on the Danish Bond Market 0 0 1 252 2 2 7 673
Do More Economists Hold Stocks? 0 0 1 7 1 1 6 51
Do More Economists Hold Stocks? 0 0 0 51 0 0 6 184
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation 1 2 5 29 1 7 26 223
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 0 0 1 42 0 1 5 117
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 1 1 2 89 2 3 22 167
Extreme Coexceedances in New EU Member States' Stock Markets 1 1 1 31 1 2 6 147
Extreme Coexceedances in New EU Member States’ Stock Markets 0 0 0 39 0 0 7 184
Flight to Safety from European Stock Markets 0 0 0 4 1 1 4 25
Flight to Safety from European Stock Markets 0 0 1 13 0 2 11 39
Forecasting US Recessions: The Role of Sentiments 1 2 2 110 1 3 9 151
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 5 2 5 15 56
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 1 14 0 6 12 72
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model 0 0 0 432 0 1 5 1,372
Integration of European Bond Markets 0 0 0 85 1 3 5 158
Intertemporal Risk-Return Trade-off in Foreign Exchange Rates 0 0 0 48 0 0 3 156
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates 0 0 0 57 0 0 4 208
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates 0 0 0 34 1 2 9 329
Long Maturity Forward Rates 0 0 0 198 0 0 6 593
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 1 6 0 3 12 33
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 2 40 2 7 26 142
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 1 101 3 5 13 283
Mean Reversion in US and International Short Rates 0 0 0 72 0 1 4 188
Multivariate Term Structure Models with Level and Heteroskedasticity Effects 0 0 1 193 2 2 10 614
Mutual Fund Selection for Realistically Short Samples 0 0 0 2 0 2 19 44
Predicting Bond Betas using Macro-Finance Variables 0 1 7 37 0 2 16 71
Predicting Bond Betas using Macro-Finance Variables 0 1 2 35 0 1 10 71
Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators 0 0 1 47 0 0 4 98
Quantiles of the Realized Stock-Bond Correlation 0 0 1 30 0 3 4 95
Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy 0 0 1 49 0 3 11 126
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects 0 0 1 119 2 3 8 444
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects 0 0 0 65 1 1 2 260
Regime Switching in the Yield Curve 0 0 2 230 0 0 9 644
Revisiting the shape of the yield curve: the effect of interest rate volatility 0 1 1 926 0 1 7 2,583
Risk-Return Trade-Off for European Stock Markets 0 0 0 49 0 2 15 71
Risk-Return Trade-Off for European Stock Markets 0 0 0 31 0 3 11 90
Sign and Quantiles of the Realized Stock-Bond Correlation 0 1 3 30 0 1 13 110
Smooth Transition Patterns in the Realized Stock Bond Correlation 0 1 1 54 1 2 9 142
Smooth Transition Patterns in the Realized Stock- Bond Correlation 0 0 0 28 0 1 4 114
The Economic Value of VIX ETPs 0 2 5 19 1 5 20 33
The Educational Asset Market: A Finance Perspective on Human Capital Investment 0 0 0 244 0 1 2 566
The Educational Asset Market: A Finance Perspective on Human Capital Investment 0 0 0 168 0 2 4 586
The Effects of Marriage and Divorce on Financial Investments: Learning to Love or Hate Risk? 0 0 2 66 1 3 16 312
The Risk-Return Trade-Off in Human Capital Investment 0 0 1 223 0 1 6 822
The Risk-Return Trade-Off in Human Capital Investment 0 1 7 200 1 3 29 849
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 74 1 2 4 300
The Time-Varying Systematic Risk of Carry Trade Strategies 0 1 1 100 1 2 7 257
The Time-Varying Systematic Risk of Carry Trade Strategies 0 2 7 164 0 5 14 405
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 1 74 1 1 12 325
Uncertainty and Downside Risk in International Stock Returns 0 1 8 8 1 2 11 11
Volatility-Spillover E ffects in European Bond Markets 0 0 4 312 0 1 16 835
Total Working Papers 7 25 96 6,592 45 142 630 19,767


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 1 7 31 199
Are Economists More Likely to Hold Stocks? 2 3 15 95 4 10 47 279
Classifying returns as extreme: European stock and bond markets 0 0 0 6 0 0 0 27
Credit spreads and the term structure of interest rates 0 0 1 77 1 1 5 217
Decomposing European bond and equity volatility 1 2 3 78 1 3 16 243
Effects of macroeconomic uncertainty on the stock and bond markets 4 4 7 32 5 7 24 142
Extreme coexceedances in new EU member states' stock markets 1 1 1 64 1 1 3 239
Flight-to-safety and the risk-return trade-off: European evidence 2 3 4 4 7 11 17 17
Forecasting US recessions: The role of sentiment 2 2 5 21 5 10 24 105
Idiosyncratic volatility puzzle: influence of macro-finance factors 0 0 0 2 1 3 6 40
Integration of European bond markets 0 0 3 30 0 2 8 107
Intertemporal risk-return trade-off in foreign exchange rates 0 0 0 37 0 1 3 150
Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates 0 0 0 16 1 1 3 94
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 0 1 6 27 2 5 24 105
Mean reversion in US and international short rates 0 0 0 12 0 1 2 75
Multivariate term structure models with level and heteroskedasticity effects 0 0 1 49 2 2 8 160
Mutual fund selection for realistically short samples 0 0 0 0 2 3 11 11
Negative house price co-movements and US recessions 0 1 1 1 1 2 11 17
Predicting bond betas using macro-finance variables 0 0 0 2 0 0 11 21
Predicting severe simultaneous recessions using yield spreads as leading indicators 0 0 1 24 0 1 4 116
Quantiles of the realized stock–bond correlation and links to the macroeconomy 1 1 2 10 2 4 13 55
Realized bond—stock correlation: Macroeconomic announcement effects 0 0 0 6 1 2 5 33
Regime switching in the yield curve 0 0 0 3 0 2 3 25
Risk-return trade-off for European stock markets 0 0 1 7 2 5 11 61
Smooth transition patterns in the realized stock–bond correlation 1 1 5 18 1 2 14 63
Testing the expectations hypothesis using long-maturity forward rates 0 0 0 34 0 0 3 138
The Time-Varying Systematic Risk of Carry Trade Strategies 0 1 5 67 1 2 13 180
The economic value of VIX ETPs 0 0 0 0 1 3 3 3
The risk-return trade-off in human capital investment 0 0 4 79 0 1 7 385
UNDERSTANDING THE EFFECTS OF MARRIAGE AND DIVORCE ON FINANCIAL INVESTMENTS: THE ROLE OF BACKGROUND RISK SHARING 0 0 1 6 2 3 13 61
Variance-in-mean effects of the long forward-rate slope 0 1 1 21 0 1 2 173
Volatility‐Spillover Effects in European Bond Markets 0 0 1 54 0 1 2 163
Total Journal Articles 14 21 68 882 44 97 347 3,704


Statistics updated 2021-01-03