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 0 102 0 0 27 309
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 0 131 0 3 21 345
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 0 1 1 309 1 3 8 688
Are Economists More Likely to Hold Stocks? 0 0 1 99 0 1 25 476
Classifying Returns as Extreme: European Stock and Bond Markets 0 0 0 12 0 0 10 51
Credit Constraints, Growth and Inequality Dynamics 0 0 0 30 0 0 6 85
Credit Spreads and the Term Structure of Interest Rates 0 0 2 515 0 0 11 1,266
Decomposing European Bond and Equity Volatility 0 0 0 41 0 1 16 202
Decomposing European bond and equity volatility 0 0 0 72 0 0 15 294
Denmark - A chapter on the Danish Bond Market 0 0 0 253 0 1 12 698
Do More Economists Hold Stocks? 0 0 2 11 0 0 12 73
Do More Economists Hold Stocks? 0 0 0 53 0 0 12 211
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation 0 0 1 42 0 1 11 277
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 0 0 0 44 0 0 5 131
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 0 1 1 94 0 1 8 193
Extreme Coexceedances in New EU Member States' Stock Markets 0 0 0 31 0 1 15 174
Extreme Coexceedances in New EU Member States’ Stock Markets 0 0 0 39 0 1 14 204
Flight to Safety from European Stock Markets 0 0 0 4 0 1 15 49
Flight to Safety from European Stock Markets 0 0 0 14 0 1 4 60
Forecasting US Recessions: The Role of Sentiments 0 0 0 120 0 0 14 187
Greener pensions, greener choices: Linking investments to sustainable behavior 0 0 7 7 0 1 19 19
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 1 7 0 0 14 108
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 14 0 2 12 129
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model 0 0 0 432 0 2 24 1,411
Integration of European Bond Markets 0 0 0 87 0 1 11 177
Intertemporal Risk-Return Trade-off in Foreign Exchange Rates 0 0 0 48 0 0 18 179
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates 0 0 0 36 0 0 12 350
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates 0 0 0 57 0 0 13 230
Long Maturity Forward Rates 0 0 0 198 0 1 11 617
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 0 0 10 129
Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing 0 0 0 7 0 0 17 46
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 0 104 0 0 9 314
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 1 48 0 1 21 206
Mean Reversion in US and International Short Rates 0 0 0 72 0 2 16 208
Multivariate Term Structure Models with Level and Heteroskedasticity Effects 0 0 0 196 0 2 10 639
Mutual Fund Selection for Realistically Short Samples 0 0 1 4 0 0 11 107
Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies 0 0 0 19 0 0 11 61
Predicting Bond Betas using Macro-Finance Variables 0 0 0 41 0 0 14 107
Predicting Bond Betas using Macro-Finance Variables 0 0 0 35 0 1 10 87
Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators 0 0 0 50 0 0 9 124
Quantiles of the Realized Stock-Bond Correlation 0 0 0 31 0 0 9 107
Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy 0 0 0 49 0 0 4 131
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects 0 0 0 71 0 0 17 293
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects 0 0 1 122 0 1 19 477
Regime Switching in the Yield Curve 0 0 1 233 0 1 9 670
Revisiting the shape of the yield curve: the effect of interest rate volatility 0 0 0 932 0 3 19 2,631
Risk-Return Trade-Off for European Stock Markets 0 0 0 50 0 1 16 108
Risk-Return Trade-Off for European Stock Markets 0 0 0 32 2 2 18 132
Sign and Quantiles of the Realized Stock-Bond Correlation 0 0 0 33 0 0 8 130
Smooth Transition Patterns in the Realized Stock Bond Correlation 0 0 0 56 0 2 16 170
Smooth Transition Patterns in the Realized Stock- Bond Correlation 0 0 0 34 0 0 18 146
The Economic Value of VIX ETPs 0 0 0 22 0 1 8 51
The Educational Asset Market: A Finance Perspective on Human Capital Investment 0 0 0 244 0 0 22 598
The Educational Asset Market: A Finance Perspective on Human Capital Investment 0 0 0 169 1 1 12 611
The Effects of Marriage and Divorce on Financial Investments: Learning to Love or Hate Risk? 0 0 1 76 1 1 36 389
The Risk-Return Trade-Off in Human Capital Investment 0 0 0 225 0 2 9 843
The Risk-Return Trade-Off in Human Capital Investment 0 0 0 202 1 3 11 871
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 76 1 4 13 347
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 169 0 2 12 446
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 77 3 6 19 338
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 102 3 4 16 284
Uncertainty and Downside Risk in International Stock Returns 0 0 0 9 0 1 7 33
Volatility-Spillover E ffects in European Bond Markets 0 0 2 327 0 2 20 889
Total Working Papers 0 2 23 6,826 13 65 871 21,916

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 4 22 254
Are Economists More Likely to Hold Stocks? 0 0 2 142 0 4 18 422
Classifying returns as extreme: European stock and bond markets 0 0 0 9 0 0 5 38
Credit spreads and the term structure of interest rates 0 0 0 80 0 0 9 238
Decomposing European bond and equity volatility 0 0 0 86 0 0 11 270
Effects of macroeconomic uncertainty on the stock and bond markets 0 0 0 38 3 4 24 203
Extreme coexceedances in new EU member states' stock markets 0 0 0 66 2 3 12 258
Flight-to-safety and the risk-return trade-off: European evidence 0 0 2 12 0 0 18 62
Forecasting US recessions: The role of sentiment 0 0 0 50 1 2 19 209
Households' investments in socially responsible mutual funds 0 1 3 8 1 4 19 32
Idiosyncratic volatility puzzle: influence of macro-finance factors 0 0 3 8 0 3 26 79
Integration of European bond markets 0 0 0 36 1 3 14 141
Intertemporal risk-return trade-off in foreign exchange rates 0 0 0 38 1 2 11 165
Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates 0 0 0 16 0 0 18 119
Long- and short-run components of factor betas: Implications for stock pricing 0 0 0 1 1 1 16 28
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 0 1 1 44 1 6 18 169
Mean reversion in US and international short rates 0 0 0 13 0 0 16 101
Multivariate term structure models with level and heteroskedasticity effects 0 0 0 50 2 2 19 189
Mutual fund selection for realistically short samples 0 0 0 2 0 0 7 33
Negative house price co-movements and US recessions 0 0 0 5 0 0 17 64
Predicting bond betas using macro-finance variables 0 0 0 7 0 1 9 49
Predicting severe simultaneous recessions using yield spreads as leading indicators 0 0 2 36 0 1 13 154
Quantile Risk–Return Trade-Off 0 0 1 4 0 3 19 31
Quantiles of the realized stock–bond correlation and links to the macroeconomy 0 0 0 16 0 0 12 91
Realized bond—stock correlation: Macroeconomic announcement effects 0 0 0 13 2 2 13 63
Regime switching in the yield curve 0 0 0 3 0 0 7 37
Risk-return trade-off for European stock markets 0 0 0 12 0 3 14 116
Smooth transition patterns in the realized stock–bond correlation 0 0 0 22 0 2 12 103
Testing the expectations hypothesis using long-maturity forward rates 0 0 0 34 0 0 7 148
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 74 0 1 24 227
The economic value of VIX ETPs 0 0 0 3 0 0 10 25
The effect of uncertainty on stock market volatility and correlation 1 1 4 28 2 3 47 113
The risk-return trade-off in human capital investment 0 0 0 90 1 2 16 431
UNDERSTANDING THE EFFECTS OF MARRIAGE AND DIVORCE ON FINANCIAL INVESTMENTS: THE ROLE OF BACKGROUND RISK SHARING 0 1 2 13 2 8 28 120
Value-at-risk using the factor-ARCH model 0 0 0 0 1 1 10 11
Variance-in-mean effects of the long forward-rate slope 0 0 0 21 3 3 12 191
Volatility‐Spillover Effects in European Bond Markets 0 0 3 64 1 1 20 205
Total Journal Articles 1 4 23 1,144 26 69 592 5,189

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Statistics updated 2026-08-07