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 1 3 128 3 5 11 293
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 3 67 3 5 17 180
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 2 2 2 306 3 3 7 661
Are Economists More Likely to Hold Stocks? 1 3 5 76 3 9 27 326
Classifying Returns as Extreme: European Stock and Bond Markets 0 0 0 11 0 0 2 34
Credit Constraints, Growth and Inequality Dynamics 1 1 1 30 2 4 5 62
Credit Spreads and the Term Structure of Interest Rates 0 1 2 508 0 2 4 1,221
Decomposing European Bond and Equity Volatility 0 0 0 37 1 1 4 168
Decomposing European bond and equity volatility 0 0 0 67 1 2 4 250
Denmark - A chapter on the Danish Bond Market 0 0 0 251 0 1 4 664
Do More Economists Hold Stocks? 1 1 1 51 2 3 8 177
Do More Economists Hold Stocks? 1 1 2 6 2 3 11 43
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation 1 4 16 23 5 15 78 187
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 0 0 2 41 1 3 10 112
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 0 0 1 87 0 3 12 144
Extreme Coexceedances in New EU Member States' Stock Markets 0 0 1 30 0 1 4 140
Extreme Coexceedances in New EU Member States’ Stock Markets 0 0 2 39 1 2 5 175
Flight to Safety from European Stock Markets 1 1 3 12 2 4 14 24
Flight to Safety from European Stock Markets 0 0 2 4 1 3 5 21
Forecasting US Recessions: The Role of Sentiments 0 0 3 108 2 2 11 138
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 1 1 2 5 5 5 12 38
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 13 3 4 10 60
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model 0 0 0 432 2 4 9 1,365
Integration of European Bond Markets 0 0 3 85 1 1 9 152
Intertemporal Risk-Return Trade-off in Foreign Exchange Rates 0 0 0 48 0 0 2 151
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates 0 0 0 57 0 1 1 203
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates 0 0 0 34 0 1 4 319
Long Maturity Forward Rates 0 0 0 198 0 1 3 586
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 1 4 3 6 8 19
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 1 1 6 37 3 6 21 110
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 5 99 0 2 23 266
Mean Reversion in US and International Short Rates 0 0 0 72 1 3 3 182
Multivariate Term Structure Models with Level and Heteroskedasticity Effects 0 0 0 192 1 1 4 603
Mutual Fund Selection for Realistically Short Samples 0 1 2 2 2 7 21 21
Predicting Bond Betas using Macro-Finance Variables 0 0 1 29 0 1 17 49
Predicting Bond Betas using Macro-Finance Variables 0 0 1 33 0 1 8 59
Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators 0 0 1 46 1 1 4 93
Quantiles of the Realized Stock-Bond Correlation 0 0 0 29 0 0 0 90
Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy 0 0 1 48 3 4 9 115
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects 0 0 1 118 1 3 8 436
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects 0 0 1 65 0 1 4 258
Regime Switching in the Yield Curve 0 0 2 228 0 0 5 634
Revisiting the shape of the yield curve: the effect of interest rate volatility 0 0 1 925 0 2 7 2,576
Risk-Return Trade-Off for European Stock Markets 0 0 1 49 4 5 13 52
Risk-Return Trade-Off for European Stock Markets 0 0 0 31 4 9 18 78
Sign and Quantiles of the Realized Stock-Bond Correlation 0 0 0 27 1 1 5 96
Smooth Transition Patterns in the Realized Stock Bond Correlation 0 0 0 53 1 1 7 132
Smooth Transition Patterns in the Realized Stock- Bond Correlation 0 0 3 28 0 1 7 110
The Economic Value of VIX ETPs 14 14 14 14 5 6 6 6
The Educational Asset Market: A Finance Perspective on Human Capital Investment 0 0 0 167 3 6 7 578
The Educational Asset Market: A Finance Perspective on Human Capital Investment 1 1 2 243 1 1 2 561
The Effects of Marriage and Divorce on Financial Investments: Learning to Love or Hate Risk? 1 2 7 63 2 5 19 293
The Risk-Return Trade-Off in Human Capital Investment 0 0 5 192 2 3 16 811
The Risk-Return Trade-Off in Human Capital Investment 0 0 0 222 1 2 5 815
The Time-Varying Systematic Risk of Carry Trade Strategies 0 1 1 73 1 5 7 309
The Time-Varying Systematic Risk of Carry Trade Strategies 1 3 5 156 4 7 12 390
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 98 2 5 6 247
The Time-Varying Systematic Risk of Carry Trade Strategies 0 1 1 74 0 2 2 293
Volatility-Spillover E ffects in European Bond Markets 0 0 1 308 0 3 6 818
Total Working Papers 27 40 117 6,479 89 188 573 18,994


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 4 9 17 166
Are Economists More Likely to Hold Stocks? 1 4 18 76 4 12 47 220
Classifying returns as extreme: European stock and bond markets 0 0 0 5 1 1 2 26
Credit spreads and the term structure of interest rates 0 0 0 76 1 2 4 211
Decomposing European bond and equity volatility 1 1 2 75 2 3 7 224
Effects of macroeconomic uncertainty on the stock and bond markets 0 0 1 25 4 7 32 116
Extreme coexceedances in new EU member states' stock markets 0 0 3 63 2 4 9 233
Forecasting US recessions: The role of sentiment 0 0 4 16 2 3 18 72
Idiosyncratic volatility puzzle: influence of macro-finance factors 0 0 1 1 8 14 26 26
Integration of European bond markets 0 0 2 26 1 2 10 97
Intertemporal risk-return trade-off in foreign exchange rates 0 0 0 37 0 3 3 146
Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates 0 0 0 16 4 8 8 90
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 1 1 2 21 3 6 23 76
Mean reversion in US and international short rates 0 0 0 12 1 2 3 71
Multivariate term structure models with level and heteroskedasticity effects 0 1 1 48 1 2 4 151
Negative house price co-movements and US recessions 0 0 0 0 2 4 4 4
Predicting bond betas using macro-finance variables 1 1 1 1 3 6 6 6
Predicting severe simultaneous recessions using yield spreads as leading indicators 0 0 1 22 4 6 18 110
Quantiles of the realized stock–bond correlation and links to the macroeconomy 0 0 1 8 0 0 4 42
Realized bond—stock correlation: Macroeconomic announcement effects 0 0 1 6 0 1 3 27
Regime switching in the yield curve 0 0 2 3 1 1 3 20
Risk-return trade-off for European stock markets 0 0 1 6 5 8 15 49
Smooth transition patterns in the realized stock–bond correlation 0 1 3 11 2 5 13 46
Testing the expectations hypothesis using long-maturity forward rates 0 0 0 34 1 1 3 134
The Time-Varying Systematic Risk of Carry Trade Strategies 1 1 2 62 2 5 8 164
The risk-return trade-off in human capital investment 0 0 2 75 1 4 10 376
UNDERSTANDING THE EFFECTS OF MARRIAGE AND DIVORCE ON FINANCIAL INVESTMENTS: THE ROLE OF BACKGROUND RISK SHARING 0 0 2 5 0 0 7 47
Variance-in-mean effects of the long forward-rate slope 0 0 0 20 0 0 0 170
Volatility‐Spillover Effects in European Bond Markets 0 0 6 53 1 4 14 160
Total Journal Articles 5 10 56 803 60 123 321 3,280


Statistics updated 2019-11-03