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 0 102 2 3 30 312
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 0 131 1 2 23 347
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 0 0 1 309 0 2 9 689
Are Economists More Likely to Hold Stocks? 0 0 1 99 3 6 29 482
Classifying Returns as Extreme: European Stock and Bond Markets 0 0 0 12 1 1 11 52
Credit Constraints, Growth and Inequality Dynamics 0 0 0 30 1 2 8 87
Credit Spreads and the Term Structure of Interest Rates 0 0 2 515 0 1 12 1,267
Decomposing European Bond and Equity Volatility 0 0 0 41 0 0 15 202
Decomposing European bond and equity volatility 0 0 0 72 1 3 18 297
Denmark - A chapter on the Danish Bond Market 0 0 0 253 0 0 12 698
Do More Economists Hold Stocks? 0 0 2 11 0 1 13 74
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 12 278
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 0 1 94 0 5 12 198
Extreme Coexceedances in New EU Member States' Stock Markets 0 0 0 31 0 0 14 174
Extreme Coexceedances in New EU Member States’ Stock Markets 0 0 0 39 1 2 16 206
Flight to Safety from European Stock Markets 0 0 0 14 0 0 4 60
Flight to Safety from European Stock Markets 0 0 0 4 0 1 15 50
Forecasting US Recessions: The Role of Sentiments 0 0 0 120 1 1 15 188
Greener pensions, greener choices: Linking investments to sustainable behavior 0 0 0 7 0 0 14 19
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 1 7 0 1 15 109
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 14 0 1 13 130
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model 0 0 0 432 0 2 26 1,413
Integration of European Bond Markets 0 0 0 87 0 1 12 178
Intertemporal Risk-Return Trade-off in Foreign Exchange Rates 0 0 0 48 0 2 19 181
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates 0 0 0 36 0 1 13 351
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 1 2 13 619
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 16 46
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 0 104 1 2 11 316
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 1 48 0 0 20 206
Mean Reversion in US and International Short Rates 0 0 0 72 0 2 18 210
Multivariate Term Structure Models with Level and Heteroskedasticity Effects 0 0 0 196 0 0 10 639
Mutual Fund Selection for Realistically Short Samples 0 0 1 4 0 2 13 109
Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies 0 0 0 19 1 2 13 63
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 1 2 12 89
Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators 0 0 0 50 0 1 10 125
Quantiles of the Realized Stock-Bond Correlation 0 0 0 31 0 0 8 107
Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy 0 0 0 49 0 2 6 133
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects 0 0 0 71 0 1 16 294
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects 0 0 1 122 0 0 17 477
Regime Switching in the Yield Curve 0 0 1 233 1 3 11 673
Revisiting the shape of the yield curve: the effect of interest rate volatility 0 0 0 932 0 2 20 2,633
Risk-Return Trade-Off for European Stock Markets 0 0 0 32 0 3 19 133
Risk-Return Trade-Off for European Stock Markets 0 0 0 50 0 0 16 108
Sign and Quantiles of the Realized Stock-Bond Correlation 0 1 1 34 0 3 10 133
Smooth Transition Patterns in the Realized Stock Bond Correlation 0 0 0 56 0 2 17 172
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 9 52
The Educational Asset Market: A Finance Perspective on Human Capital Investment 0 0 0 169 0 3 14 613
The Educational Asset Market: A Finance Perspective on Human Capital Investment 0 0 0 244 1 3 25 601
The Effects of Marriage and Divorce on Financial Investments: Learning to Love or Hate Risk? 0 0 1 76 1 3 38 391
The Risk-Return Trade-Off in Human Capital Investment 0 0 0 225 1 4 13 847
The Risk-Return Trade-Off in Human Capital Investment 0 0 0 202 2 3 13 873
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 76 1 2 14 348
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 169 0 2 14 448
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 77 0 3 19 338
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 102 0 3 16 284
Uncertainty and Downside Risk in International Stock Returns 0 0 0 9 0 1 7 34
Volatility-Spillover E ffects in European Bond Markets 0 0 1 327 0 2 19 891
Total Working Papers 0 1 16 6,827 22 98 929 22,001

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 1 22 254
Are Economists More Likely to Hold Stocks? 0 0 1 142 1 2 17 424
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 1 1 10 239
Decomposing European bond and equity volatility 1 1 1 87 1 1 12 271
Effects of macroeconomic uncertainty on the stock and bond markets 0 0 0 38 1 4 23 204
Extreme coexceedances in new EU member states' stock markets 0 0 0 66 1 3 13 259
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 0 3 18 211
Households' investments in socially responsible mutual funds 0 0 2 8 0 2 16 33
Idiosyncratic volatility puzzle: influence of macro-finance factors 0 0 3 8 0 1 26 80
Integration of European bond markets 0 0 0 36 0 1 14 141
Intertemporal risk-return trade-off in foreign exchange rates 0 0 0 38 0 1 11 165
Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates 0 0 0 16 1 1 19 120
Long- and short-run components of factor betas: Implications for stock pricing 0 0 0 1 0 1 15 28
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 0 0 1 44 1 2 18 170
Mean reversion in US and international short rates 0 0 0 13 0 0 15 101
Multivariate term structure models with level and heteroskedasticity effects 0 0 0 50 0 2 19 189
Mutual fund selection for realistically short samples 1 1 1 3 1 1 7 34
Negative house price co-movements and US recessions 0 0 0 5 1 1 17 65
Predicting bond betas using macro-finance variables 0 0 0 7 0 0 9 49
Predicting severe simultaneous recessions using yield spreads as leading indicators 0 0 2 36 0 0 13 154
Quantile Risk–Return Trade-Off 0 0 1 4 0 1 19 32
Quantiles of the realized stock–bond correlation and links to the macroeconomy 0 0 0 16 0 0 11 91
Realized bond—stock correlation: Macroeconomic announcement effects 0 0 0 13 1 3 14 64
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 0 14 116
Smooth transition patterns in the realized stock–bond correlation 0 0 0 22 0 0 10 103
Testing the expectations hypothesis using long-maturity forward rates 0 0 0 34 0 1 8 149
The Time-Varying Systematic Risk of Carry Trade Strategies 0 1 1 75 1 2 26 229
The economic value of VIX ETPs 0 0 0 3 1 2 12 27
The effect of uncertainty on stock market volatility and correlation 0 1 4 28 2 4 47 115
The risk-return trade-off in human capital investment 0 0 0 90 0 1 15 431
UNDERSTANDING THE EFFECTS OF MARRIAGE AND DIVORCE ON FINANCIAL INVESTMENTS: THE ROLE OF BACKGROUND RISK SHARING 0 0 2 13 2 5 31 123
Value-at-risk using the factor-ARCH model 0 0 0 0 0 2 11 12
Variance-in-mean effects of the long forward-rate slope 0 0 0 21 1 5 13 193
Volatility‐Spillover Effects in European Bond Markets 0 0 1 64 0 1 13 205
Total Journal Articles 2 4 22 1,147 17 55 588 5,218

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Statistics updated 2026-10-11