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 1 131 0 0 2 323
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 1 98 0 2 8 275
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 0 2 2 308 0 3 3 678
Are Economists More Likely to Hold Stocks? 0 0 2 98 2 3 7 448
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 1 2 79
Credit Spreads and the Term Structure of Interest Rates 0 1 3 513 1 4 9 1,253
Decomposing European Bond and Equity Volatility 0 0 1 41 0 0 4 186
Decomposing European bond and equity volatility 0 0 0 72 0 1 4 279
Denmark - A chapter on the Danish Bond Market 0 0 0 253 0 2 2 685
Do More Economists Hold Stocks? 0 0 0 9 0 0 2 61
Do More Economists Hold Stocks? 0 0 0 53 0 2 2 199
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation 0 0 1 41 0 1 6 265
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 0 0 0 44 0 1 1 126
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 0 0 0 93 0 2 2 185
Extreme Coexceedances in New EU Member States' Stock Markets 0 0 0 31 0 0 1 157
Extreme Coexceedances in New EU Member States’ Stock Markets 0 0 0 39 0 0 1 190
Flight to Safety from European Stock Markets 0 0 0 14 0 2 3 56
Flight to Safety from European Stock Markets 0 0 0 4 0 1 1 34
Forecasting US Recessions: The Role of Sentiments 0 1 1 119 0 1 3 171
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 14 0 2 2 116
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 6 0 2 2 93
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model 0 0 0 432 0 1 2 1,386
Integration of European Bond Markets 0 0 0 87 0 0 0 163
Intertemporal Risk-Return Trade-off in Foreign Exchange Rates 0 0 0 48 0 0 0 160
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates 0 0 0 57 0 3 3 217
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates 0 0 0 36 0 0 1 337
Long Maturity Forward Rates 0 0 0 198 0 1 1 606
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 0 2 4 119
Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing 0 0 0 7 0 1 3 29
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 1 3 46 1 3 10 181
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 1 104 0 1 3 305
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 2 628
Mutual Fund Selection for Realistically Short Samples 0 0 0 3 0 1 2 95
Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies 0 0 0 19 0 1 2 50
Predicting Bond Betas using Macro-Finance Variables 0 0 2 41 1 1 4 92
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 1 50 0 0 6 114
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 0 121 0 1 2 458
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects 0 1 3 71 0 1 3 275
Regime Switching in the Yield Curve 0 0 0 232 0 1 3 660
Revisiting the shape of the yield curve: the effect of interest rate volatility 0 0 1 932 0 3 8 2,610
Risk-Return Trade-Off for European Stock Markets 0 0 0 32 0 0 0 113
Risk-Return Trade-Off for European Stock Markets 0 0 0 49 0 0 0 90
Sign and Quantiles of the Realized Stock-Bond Correlation 0 0 0 33 0 0 1 122
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 0 244 2 3 4 575
The Educational Asset Market: A Finance Perspective on Human Capital Investment 0 0 0 169 0 3 4 598
The Effects of Marriage and Divorce on Financial Investments: Learning to Love or Hate Risk? 0 0 0 74 0 0 5 347
The Risk-Return Trade-Off in Human Capital Investment 1 1 1 202 1 2 2 860
The Risk-Return Trade-Off in Human Capital Investment 0 0 1 225 0 1 4 834
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 102 0 0 0 268
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 2 169 0 0 4 433
The Time-Varying Systematic Risk of Carry Trade Strategies 1 1 2 77 1 1 4 317
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 76 0 0 0 333
Uncertainty and Downside Risk in International Stock Returns 0 0 0 9 1 2 3 26
Volatility-Spillover E ffects in European Bond Markets 0 0 4 323 0 2 7 864
Total Working Papers 2 8 34 6,793 10 66 165 20,984

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 0 0 1 228
Are Economists More Likely to Hold Stocks? 2 3 7 139 3 5 12 398
Classifying returns as extreme: European stock and bond markets 0 0 0 8 0 0 0 32
Credit spreads and the term structure of interest rates 0 0 1 80 0 0 2 228
Decomposing European bond and equity volatility 0 0 1 85 0 0 3 258
Effects of macroeconomic uncertainty on the stock and bond markets 0 0 0 38 2 4 6 179
Extreme coexceedances in new EU member states' stock markets 0 0 0 66 0 1 1 246
Flight-to-safety and the risk-return trade-off: European evidence 0 0 0 9 0 1 1 40
Forecasting US recessions: The role of sentiment 0 0 3 48 2 4 17 184
Households' investments in socially responsible mutual funds 0 0 3 5 0 0 7 12
Idiosyncratic volatility puzzle: influence of macro-finance factors 0 0 0 5 0 1 2 51
Integration of European bond markets 0 0 1 36 0 3 6 127
Intertemporal risk-return trade-off in foreign exchange rates 0 0 0 38 0 0 2 154
Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates 0 0 0 16 0 0 0 100
Long- and short-run components of factor betas: Implications for stock pricing 0 0 0 0 2 3 4 11
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 1 1 5 43 2 4 10 151
Mean reversion in US and international short rates 0 0 0 13 0 0 0 83
Multivariate term structure models with level and heteroskedasticity effects 0 0 0 49 0 0 4 169
Mutual fund selection for realistically short samples 0 0 0 2 0 0 2 26
Negative house price co-movements and US recessions 0 0 1 5 0 1 3 46
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 0 0 32 0 0 1 139
Quantile Risk–Return Trade-Off 0 0 0 3 0 1 1 12
Quantiles of the realized stock–bond correlation and links to the macroeconomy 0 1 1 15 1 2 3 77
Realized bond—stock correlation: Macroeconomic announcement effects 0 1 2 13 0 1 4 50
Regime switching in the yield curve 0 0 0 3 0 0 0 30
Risk-return trade-off for European stock markets 0 0 0 10 0 0 0 100
Smooth transition patterns in the realized stock–bond correlation 0 0 0 22 0 1 4 91
Testing the expectations hypothesis using long-maturity forward rates 0 0 0 34 1 1 2 141
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 74 0 0 1 202
The economic value of VIX ETPs 0 0 0 3 1 1 2 15
The effect of uncertainty on stock market volatility and correlation 0 7 19 20 4 17 51 57
The risk-return trade-off in human capital investment 1 2 7 90 1 2 11 414
UNDERSTANDING THE EFFECTS OF MARRIAGE AND DIVORCE ON FINANCIAL INVESTMENTS: THE ROLE OF BACKGROUND RISK SHARING 0 0 0 11 0 0 5 90
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 1 2 61 2 3 4 183
Total Journal Articles 4 16 53 1,104 21 56 173 4,543

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Statistics updated 2025-03-03