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 3 9 17 340
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 2 102 3 11 26 304
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 0 0 0 308 0 3 6 684
Are Economists More Likely to Hold Stocks? 1 1 1 99 2 11 23 472
Classifying Returns as Extreme: European Stock and Bond Markets 0 0 0 12 0 9 10 51
Credit Constraints, Growth and Inequality Dynamics 0 0 0 30 1 3 5 84
Credit Spreads and the Term Structure of Interest Rates 0 0 2 515 1 5 11 1,265
Decomposing European Bond and Equity Volatility 0 0 0 41 0 10 15 201
Decomposing European bond and equity volatility 0 0 0 72 0 10 15 294
Denmark - A chapter on the Danish Bond Market 0 0 0 253 0 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 1 10 12 211
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation 0 1 1 42 0 3 6 272
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 0 0 0 44 1 4 4 130
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 0 0 0 93 1 4 5 190
Extreme Coexceedances in New EU Member States' Stock Markets 0 0 0 31 3 8 15 172
Extreme Coexceedances in New EU Member States’ Stock Markets 0 0 0 39 1 11 13 203
Flight to Safety from European Stock Markets 0 0 0 4 0 5 14 48
Flight to Safety from European Stock Markets 0 0 0 14 0 1 3 59
Forecasting US Recessions: The Role of Sentiments 0 0 0 120 0 11 15 187
Greener pensions, greener choices: Linking investments to sustainable behavior 0 0 7 7 0 5 13 13
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 1 1 7 4 10 13 107
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 14 1 8 10 126
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model 0 0 0 432 1 12 19 1,405
Integration of European Bond Markets 0 0 0 87 0 8 9 175
Intertemporal Risk-Return Trade-off in Foreign Exchange Rates 0 0 0 48 2 16 19 179
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates 0 0 0 36 1 6 11 348
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates 0 0 0 57 1 8 11 228
Long Maturity Forward Rates 0 0 0 198 0 3 10 616
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 0 2 6 125
Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing 0 0 0 7 1 7 15 44
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 0 104 0 6 8 313
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 1 48 3 8 21 203
Mean Reversion in US and International Short Rates 0 0 0 72 3 11 13 205
Multivariate Term Structure Models with Level and Heteroskedasticity Effects 0 0 0 196 2 5 9 637
Mutual Fund Selection for Realistically Short Samples 0 0 1 4 1 7 12 107
Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies 0 0 0 19 1 7 9 59
Predicting Bond Betas using Macro-Finance Variables 0 0 0 35 0 3 8 85
Predicting Bond Betas using Macro-Finance Variables 0 0 0 41 0 7 9 101
Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators 0 0 0 50 0 4 8 123
Quantiles of the Realized Stock-Bond Correlation 0 0 0 31 0 3 7 105
Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy 0 0 0 49 1 2 4 131
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects 0 0 1 122 1 5 15 473
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects 0 0 0 71 1 6 15 290
Regime Switching in the Yield Curve 0 0 0 232 0 2 5 666
Revisiting the shape of the yield curve: the effect of interest rate volatility 0 0 0 932 0 10 17 2,627
Risk-Return Trade-Off for European Stock Markets 0 0 1 50 0 6 16 106
Risk-Return Trade-Off for European Stock Markets 0 0 0 32 2 8 13 126
Sign and Quantiles of the Realized Stock-Bond Correlation 0 0 0 33 0 3 7 129
Smooth Transition Patterns in the Realized Stock Bond Correlation 0 0 0 56 1 5 12 166
Smooth Transition Patterns in the Realized Stock- Bond Correlation 0 0 0 34 0 8 16 144
The Economic Value of VIX ETPs 0 0 0 22 0 3 6 49
The Educational Asset Market: A Finance Perspective on Human Capital Investment 0 0 0 169 1 7 10 609
The Educational Asset Market: A Finance Perspective on Human Capital Investment 0 0 0 244 1 16 20 595
The Effects of Marriage and Divorce on Financial Investments: Learning to Love or Hate Risk? 0 1 1 76 1 9 34 384
The Risk-Return Trade-Off in Human Capital Investment 0 0 0 202 0 5 6 866
The Risk-Return Trade-Off in Human Capital Investment 0 0 0 225 1 6 7 841
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 76 0 4 6 339
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 169 3 5 9 443
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 102 0 6 11 279
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 77 2 6 13 330
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 3 327 0 7 18 884
Total Working Papers 1 6 24 6,823 53 419 740 21,745

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 17 246
Are Economists More Likely to Hold Stocks? 0 1 2 142 0 7 15 414
Classifying returns as extreme: European stock and bond markets 0 0 1 9 0 4 6 38
Credit spreads and the term structure of interest rates 0 0 0 80 0 6 10 238
Decomposing European bond and equity volatility 0 0 1 86 0 6 10 268
Effects of macroeconomic uncertainty on the stock and bond markets 0 0 0 38 1 8 17 196
Extreme coexceedances in new EU member states' stock markets 0 0 0 66 1 8 8 254
Flight-to-safety and the risk-return trade-off: European evidence 0 2 3 12 2 10 19 59
Forecasting US recessions: The role of sentiment 0 0 2 50 1 5 21 206
Households' investments in socially responsible mutual funds 0 0 2 7 2 7 13 25
Idiosyncratic volatility puzzle: influence of macro-finance factors 0 1 3 8 2 15 22 73
Integration of European bond markets 0 0 0 36 1 7 10 137
Intertemporal risk-return trade-off in foreign exchange rates 0 0 0 38 1 5 6 160
Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates 0 0 0 16 1 13 17 117
Long- and short-run components of factor betas: Implications for stock pricing 0 0 0 1 1 6 9 21
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 0 0 0 43 1 4 10 161
Mean reversion in US and international short rates 0 0 0 13 2 14 17 100
Multivariate term structure models with level and heteroskedasticity effects 0 0 1 50 2 9 13 182
Mutual fund selection for realistically short samples 0 0 0 2 0 4 6 32
Negative house price co-movements and US recessions 0 0 0 5 6 11 15 62
Predicting bond betas using macro-finance variables 0 0 0 7 1 4 7 47
Predicting severe simultaneous recessions using yield spreads as leading indicators 0 0 4 36 3 5 11 150
Quantile Risk–Return Trade-Off 0 1 1 4 3 8 14 26
Quantiles of the realized stock–bond correlation and links to the macroeconomy 0 0 1 16 1 10 14 91
Realized bond—stock correlation: Macroeconomic announcement effects 0 0 0 13 1 3 6 56
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 12 112
Smooth transition patterns in the realized stock–bond correlation 0 0 0 22 2 4 9 100
Testing the expectations hypothesis using long-maturity forward rates 0 0 0 34 0 5 6 147
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 74 3 19 22 224
The economic value of VIX ETPs 0 0 0 3 0 5 9 24
The effect of uncertainty on stock market volatility and correlation 0 1 7 27 6 17 47 105
The risk-return trade-off in human capital investment 0 0 0 90 0 8 11 425
UNDERSTANDING THE EFFECTS OF MARRIAGE AND DIVORCE ON FINANCIAL INVESTMENTS: THE ROLE OF BACKGROUND RISK SHARING 0 1 1 12 2 10 18 108
Value-at-risk using the factor-ARCH model 0 0 0 0 1 6 7 8
Variance-in-mean effects of the long forward-rate slope 0 0 0 21 0 4 6 185
Volatility‐Spillover Effects in European Bond Markets 0 0 3 64 2 8 19 203
Total Journal Articles 0 7 34 1,140 53 286 483 5,034

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Statistics updated 2026-04-09