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 1 102 0 8 29 309
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 0 131 2 7 20 344
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 0 0 0 308 0 1 5 685
Are Economists More Likely to Hold Stocks? 0 1 1 99 1 6 27 476
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 2 6 85
Credit Spreads and the Term Structure of Interest Rates 0 0 2 515 0 2 11 1,266
Decomposing European Bond and Equity Volatility 0 0 0 41 0 0 15 201
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 12 697
Do More Economists Hold Stocks? 0 0 0 53 0 1 12 211
Do More Economists Hold Stocks? 0 0 2 11 0 2 12 73
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation 0 0 1 42 1 5 11 277
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 0 0 0 44 0 2 5 131
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 1 1 1 94 1 4 8 193
Extreme Coexceedances in New EU Member States' Stock Markets 0 0 0 31 0 4 16 173
Extreme Coexceedances in New EU Member States’ Stock Markets 0 0 0 39 0 1 13 203
Flight to Safety from European Stock Markets 0 0 0 4 1 1 15 49
Flight to Safety from European Stock Markets 0 0 0 14 1 1 4 60
Forecasting US Recessions: The Role of Sentiments 0 0 0 120 0 0 15 187
Greener pensions, greener choices: Linking investments to sustainable behavior 0 0 7 7 0 5 18 18
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 14 2 4 13 129
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 1 7 0 5 14 108
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model 0 0 0 432 1 6 24 1,410
Integration of European Bond Markets 0 0 0 87 1 2 11 177
Intertemporal Risk-Return Trade-off in Foreign Exchange Rates 0 0 0 48 0 2 18 179
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates 0 0 0 57 0 3 13 230
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates 0 0 0 36 0 3 13 350
Long Maturity Forward Rates 0 0 0 198 0 0 10 616
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 0 4 10 129
Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing 0 0 0 7 0 3 17 46
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 1 48 0 5 23 205
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 0 104 0 1 9 314
Mean Reversion in US and International Short Rates 0 0 0 72 2 6 16 208
Multivariate Term Structure Models with Level and Heteroskedasticity Effects 0 0 0 196 0 2 9 637
Mutual Fund Selection for Realistically Short Samples 0 0 1 4 0 1 12 107
Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies 0 0 0 19 0 3 11 61
Predicting Bond Betas using Macro-Finance Variables 0 0 0 41 0 6 15 107
Predicting Bond Betas using Macro-Finance Variables 0 0 0 35 0 1 9 86
Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators 0 0 0 50 0 1 9 124
Quantiles of the Realized Stock-Bond Correlation 0 0 0 31 0 2 9 107
Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy 0 0 0 49 0 1 4 131
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects 0 0 1 122 0 4 18 476
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects 0 0 0 71 0 4 18 293
Regime Switching in the Yield Curve 0 1 1 233 1 4 9 670
Revisiting the shape of the yield curve: the effect of interest rate volatility 0 0 0 932 1 2 17 2,629
Risk-Return Trade-Off for European Stock Markets 0 0 0 50 0 1 15 107
Risk-Return Trade-Off for European Stock Markets 0 0 0 32 0 6 16 130
Sign and Quantiles of the Realized Stock-Bond Correlation 0 0 0 33 0 1 8 130
Smooth Transition Patterns in the Realized Stock Bond Correlation 0 0 0 56 0 3 14 168
Smooth Transition Patterns in the Realized Stock- Bond Correlation 0 0 0 34 0 2 18 146
The Economic Value of VIX ETPs 0 0 0 22 0 1 7 50
The Educational Asset Market: A Finance Perspective on Human Capital Investment 0 0 0 169 0 2 11 610
The Educational Asset Market: A Finance Perspective on Human Capital Investment 0 0 0 244 0 4 23 598
The Effects of Marriage and Divorce on Financial Investments: Learning to Love or Hate Risk? 0 0 1 76 0 5 35 388
The Risk-Return Trade-Off in Human Capital Investment 0 0 0 225 0 1 7 841
The Risk-Return Trade-Off in Human Capital Investment 0 0 0 202 1 3 9 869
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 169 1 5 11 445
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 77 1 5 14 333
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 102 1 2 13 281
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 76 2 6 12 345
Uncertainty and Downside Risk in International Stock Returns 0 0 0 9 1 3 7 33
Volatility-Spillover E ffects in European Bond Markets 0 0 3 327 0 3 20 887
Total Working Papers 1 3 24 6,825 22 181 850 21,873

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 8 22 252
Are Economists More Likely to Hold Stocks? 0 0 2 142 3 7 18 421
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 10 238
Decomposing European bond and equity volatility 0 0 1 86 0 2 12 270
Effects of macroeconomic uncertainty on the stock and bond markets 0 0 0 38 1 5 21 200
Extreme coexceedances in new EU member states' stock markets 0 0 0 66 0 2 9 255
Flight-to-safety and the risk-return trade-off: European evidence 0 0 2 12 0 5 20 62
Forecasting US recessions: The role of sentiment 0 0 1 50 1 3 21 208
Households' investments in socially responsible mutual funds 0 0 2 7 2 7 17 30
Idiosyncratic volatility puzzle: influence of macro-finance factors 0 0 3 8 2 7 27 78
Integration of European bond markets 0 0 0 36 0 2 11 138
Intertemporal risk-return trade-off in foreign exchange rates 0 0 0 38 1 5 10 164
Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates 0 0 0 16 0 3 19 119
Long- and short-run components of factor betas: Implications for stock pricing 0 0 0 1 0 7 15 27
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 0 0 0 43 3 6 15 166
Mean reversion in US and international short rates 0 0 0 13 0 3 18 101
Multivariate term structure models with level and heteroskedasticity effects 0 0 1 50 0 7 18 187
Mutual fund selection for realistically short samples 0 0 0 2 0 1 7 33
Negative house price co-movements and US recessions 0 0 0 5 0 8 17 64
Predicting bond betas using macro-finance variables 0 0 0 7 1 3 9 49
Predicting severe simultaneous recessions using yield spreads as leading indicators 0 0 3 36 1 7 14 154
Quantile Risk–Return Trade-Off 0 0 1 4 3 8 19 31
Quantiles of the realized stock–bond correlation and links to the macroeconomy 0 0 0 16 0 1 13 91
Realized bond—stock correlation: Macroeconomic announcement effects 0 0 0 13 0 6 11 61
Regime switching in the yield curve 0 0 0 3 0 3 7 37
Risk-return trade-off for European stock markets 0 0 0 12 3 6 14 116
Smooth transition patterns in the realized stock–bond correlation 0 0 0 22 1 4 11 102
Testing the expectations hypothesis using long-maturity forward rates 0 0 0 34 0 1 7 148
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 74 1 6 25 227
The economic value of VIX ETPs 0 0 0 3 0 1 10 25
The effect of uncertainty on stock market volatility and correlation 0 0 5 27 1 12 50 111
The risk-return trade-off in human capital investment 0 0 0 90 1 5 16 430
UNDERSTANDING THE EFFECTS OF MARRIAGE AND DIVORCE ON FINANCIAL INVESTMENTS: THE ROLE OF BACKGROUND RISK SHARING 1 1 2 13 2 8 23 114
Value-at-risk using the factor-ARCH model 0 0 0 0 0 3 9 10
Variance-in-mean effects of the long forward-rate slope 0 0 0 21 0 3 9 188
Volatility‐Spillover Effects in European Bond Markets 0 0 3 64 0 3 19 204
Total Journal Articles 1 1 26 1,141 29 168 578 5,149

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Statistics updated 2026-06-04