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 4 4 13 286
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 0 131 4 4 5 328
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 0 0 2 308 0 1 6 681
Are Economists More Likely to Hold Stocks? 0 0 0 98 4 8 14 459
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 1 1 2 80
Credit Spreads and the Term Structure of Interest Rates 0 1 2 514 1 2 8 1,257
Decomposing European Bond and Equity Volatility 0 0 0 41 1 2 3 189
Decomposing European bond and equity volatility 0 0 0 72 1 2 3 281
Denmark - A chapter on the Danish Bond Market 0 0 0 253 0 2 5 688
Do More Economists Hold Stocks? 0 0 0 53 1 2 4 201
Do More Economists Hold Stocks? 0 0 0 9 4 4 4 65
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation 0 0 0 41 1 2 4 268
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 3 186
Extreme Coexceedances in New EU Member States' Stock Markets 0 0 0 31 1 3 5 162
Extreme Coexceedances in New EU Member States’ Stock Markets 0 0 0 39 1 2 2 192
Flight to Safety from European Stock Markets 0 0 0 4 0 1 2 35
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 1 2 5 175
Greener pensions, greener choices: Linking investments to sustainable behavior 0 7 7 7 1 7 7 7
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 6 1 2 5 96
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 14 0 1 4 118
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model 0 0 0 432 1 4 6 1,391
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 1 1 3 163
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates 0 0 0 36 1 2 3 340
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates 0 0 0 57 1 2 5 219
Long Maturity Forward Rates 0 0 0 198 3 4 5 610
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 0 2 4 121
Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing 0 0 0 7 2 7 8 36
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 0 104 1 1 2 306
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 2 47 4 6 14 192
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 0 196 1 3 5 632
Mutual Fund Selection for Realistically Short Samples 0 1 1 4 2 3 5 99
Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies 0 0 0 19 0 0 1 50
Predicting Bond Betas using Macro-Finance Variables 0 0 0 35 0 0 0 77
Predicting Bond Betas using Macro-Finance Variables 0 0 0 41 0 0 2 93
Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators 0 0 0 50 1 2 3 117
Quantiles of the Realized Stock-Bond Correlation 0 0 0 31 1 2 2 100
Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy 0 0 0 49 1 2 2 129
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects 0 0 0 121 2 3 6 463
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects 0 0 1 71 0 2 5 279
Regime Switching in the Yield Curve 0 0 0 232 0 1 4 663
Revisiting the shape of the yield curve: the effect of interest rate volatility 0 0 0 932 0 5 10 2,617
Risk-Return Trade-Off for European Stock Markets 0 0 0 32 2 4 5 118
Risk-Return Trade-Off for European Stock Markets 0 0 1 50 3 6 8 98
Sign and Quantiles of the Realized Stock-Bond Correlation 0 0 0 33 0 3 3 125
Smooth Transition Patterns in the Realized Stock Bond Correlation 0 0 0 56 3 6 6 160
Smooth Transition Patterns in the Realized Stock- Bond Correlation 0 0 0 34 4 4 4 132
The Economic Value of VIX ETPs 0 0 0 22 0 2 2 45
The Educational Asset Market: A Finance Perspective on Human Capital Investment 0 0 0 244 2 2 6 578
The Educational Asset Market: A Finance Perspective on Human Capital Investment 0 0 0 169 1 2 6 601
The Effects of Marriage and Divorce on Financial Investments: Learning to Love or Hate Risk? 0 0 1 75 2 2 8 355
The Risk-Return Trade-Off in Human Capital Investment 0 0 0 225 0 0 1 834
The Risk-Return Trade-Off in Human Capital Investment 0 0 1 202 0 0 2 860
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 102 3 4 4 272
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 169 2 3 4 437
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 76 0 0 1 334
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 1 77 0 0 3 319
Uncertainty and Downside Risk in International Stock Returns 0 0 0 9 1 1 4 28
Volatility-Spillover E ffects in European Bond Markets 0 2 4 327 2 7 15 877
Total Working Papers 0 11 29 6,814 74 150 287 21,205

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 1 5 233
Are Economists More Likely to Hold Stocks? 0 1 5 141 0 1 14 407
Classifying returns as extreme: European stock and bond markets 0 0 1 9 1 1 2 34
Credit spreads and the term structure of interest rates 0 0 0 80 1 1 2 230
Decomposing European bond and equity volatility 0 0 1 86 1 1 2 260
Effects of macroeconomic uncertainty on the stock and bond markets 0 0 0 38 2 7 12 187
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 0 1 10 0 2 7 46
Forecasting US recessions: The role of sentiment 0 0 2 50 2 5 16 196
Households' investments in socially responsible mutual funds 1 2 2 7 1 2 6 18
Idiosyncratic volatility puzzle: influence of macro-finance factors 1 1 1 6 2 3 7 57
Integration of European bond markets 0 0 0 36 1 3 6 130
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 2 3 103
Long- and short-run components of factor betas: Implications for stock pricing 0 0 1 1 2 3 7 15
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 0 0 1 43 2 6 10 157
Mean reversion in US and international short rates 0 0 0 13 0 1 3 86
Multivariate term structure models with level and heteroskedasticity effects 0 0 1 50 1 1 2 171
Mutual fund selection for realistically short samples 0 0 0 2 1 2 2 28
Negative house price co-movements and US recessions 0 0 0 5 1 1 4 49
Predicting bond betas using macro-finance variables 0 0 0 7 3 3 3 43
Predicting severe simultaneous recessions using yield spreads as leading indicators 1 2 4 36 1 3 5 144
Quantile Risk–Return Trade-Off 0 0 0 3 2 3 5 16
Quantiles of the realized stock–bond correlation and links to the macroeconomy 0 0 2 16 1 2 6 81
Realized bond—stock correlation: Macroeconomic announcement effects 0 0 1 13 2 3 4 53
Regime switching in the yield curve 0 0 0 3 1 1 1 31
Risk-return trade-off for European stock markets 0 0 2 12 1 1 3 103
Smooth transition patterns in the realized stock–bond correlation 0 0 0 22 1 3 4 94
Testing the expectations hypothesis using long-maturity forward rates 0 0 0 34 0 1 2 142
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 74 0 2 3 205
The economic value of VIX ETPs 0 0 0 3 1 3 4 18
The effect of uncertainty on stock market volatility and correlation 1 1 12 25 6 11 37 77
The risk-return trade-off in human capital investment 0 0 2 90 1 1 5 417
UNDERSTANDING THE EFFECTS OF MARRIAGE AND DIVORCE ON FINANCIAL INVESTMENTS: THE ROLE OF BACKGROUND RISK SHARING 0 0 0 11 1 3 5 95
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 1 1 180
Volatility‐Spillover Effects in European Bond Markets 0 1 4 64 2 5 15 195
Total Journal Articles 4 8 43 1,131 43 89 215 4,702

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Statistics updated 2025-12-06