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 4 11 12 335
A Comprehensive Look at Financial Volatility Prediction by Economic Variables 0 0 4 102 6 17 24 299
An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 0 0 0 308 0 0 3 681
Are Economists More Likely to Hold Stocks? 0 0 0 98 5 11 20 466
Classifying Returns as Extreme: European Stock and Bond Markets 0 0 0 12 6 7 7 48
Credit Constraints, Growth and Inequality Dynamics 0 0 0 30 2 4 4 83
Credit Spreads and the Term Structure of Interest Rates 0 1 2 515 3 7 11 1,263
Decomposing European Bond and Equity Volatility 0 0 0 41 8 11 13 199
Decomposing European bond and equity volatility 0 0 0 72 7 11 12 291
Denmark - A chapter on the Danish Bond Market 0 0 0 253 6 6 9 694
Do More Economists Hold Stocks? 0 0 0 53 7 8 9 208
Do More Economists Hold Stocks? 2 2 2 11 6 10 10 71
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation 0 0 0 41 1 3 5 270
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation 0 0 0 44 2 2 2 128
Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets 0 0 0 93 1 1 2 187
Extreme Coexceedances in New EU Member States' Stock Markets 0 0 0 31 4 7 11 168
Extreme Coexceedances in New EU Member States’ Stock Markets 0 0 0 39 8 9 10 200
Flight to Safety from European Stock Markets 0 0 0 4 5 13 14 48
Flight to Safety from European Stock Markets 0 0 0 14 1 3 3 59
Forecasting US Recessions: The Role of Sentiments 0 0 1 120 8 10 13 184
Greener pensions, greener choices: Linking investments to sustainable behavior 0 0 7 7 4 6 12 12
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 14 2 2 4 120
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 6 2 4 6 99
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model 0 0 0 432 2 5 9 1,395
Integration of European Bond Markets 0 0 0 87 7 8 11 174
Intertemporal Risk-Return Trade-off in Foreign Exchange Rates 0 0 0 48 3 4 6 166
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates 0 0 0 36 2 5 7 344
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates 0 0 0 57 4 6 7 224
Long Maturity Forward Rates 0 0 0 198 1 7 8 614
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing 0 0 0 7 1 3 5 124
Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing 0 0 0 7 5 8 13 42
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 1 2 48 5 12 20 200
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification 0 0 0 104 5 7 7 312
Mean Reversion in US and International Short Rates 0 0 0 72 7 9 9 201
Multivariate Term Structure Models with Level and Heteroskedasticity Effects 0 0 0 196 2 3 6 634
Mutual Fund Selection for Realistically Short Samples 0 0 1 4 5 8 10 105
Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies 0 0 0 19 5 7 7 57
Predicting Bond Betas using Macro-Finance Variables 0 0 0 35 2 7 7 84
Predicting Bond Betas using Macro-Finance Variables 0 0 0 41 4 5 7 98
Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators 0 0 0 50 1 4 6 120
Quantiles of the Realized Stock-Bond Correlation 0 0 0 31 3 6 7 105
Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy 0 0 0 49 1 2 3 130
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects 0 0 0 71 3 8 12 287
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects 0 1 1 122 3 10 13 471
Regime Switching in the Yield Curve 0 0 0 232 1 2 5 665
Revisiting the shape of the yield curve: the effect of interest rate volatility 0 0 0 932 4 4 11 2,621
Risk-Return Trade-Off for European Stock Markets 0 0 0 32 3 5 8 121
Risk-Return Trade-Off for European Stock Markets 0 0 1 50 5 10 15 105
Sign and Quantiles of the Realized Stock-Bond Correlation 0 0 0 33 3 4 7 129
Smooth Transition Patterns in the Realized Stock Bond Correlation 0 0 0 56 4 8 11 165
Smooth Transition Patterns in the Realized Stock- Bond Correlation 0 0 0 34 6 14 14 142
The Economic Value of VIX ETPs 0 0 0 22 2 3 5 48
The Educational Asset Market: A Finance Perspective on Human Capital Investment 0 0 0 169 5 7 9 607
The Educational Asset Market: A Finance Perspective on Human Capital Investment 0 0 0 244 5 8 11 584
The Effects of Marriage and Divorce on Financial Investments: Learning to Love or Hate Risk? 1 1 2 76 4 26 32 379
The Risk-Return Trade-Off in Human Capital Investment 0 0 1 202 4 5 6 865
The Risk-Return Trade-Off in Human Capital Investment 0 0 0 225 5 6 6 840
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 102 6 10 11 279
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 1 77 3 8 11 327
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 76 4 5 6 339
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 169 2 5 7 440
Uncertainty and Downside Risk in International Stock Returns 0 0 0 9 2 3 5 30
Volatility-Spillover E ffects in European Bond Markets 0 0 4 327 5 7 18 882
Total Working Papers 3 6 29 6,820 242 437 594 21,568

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 7 10 14 242
Are Economists More Likely to Hold Stocks? 0 0 4 141 6 6 18 413
Classifying returns as extreme: European stock and bond markets 0 0 1 9 3 4 5 37
Credit spreads and the term structure of interest rates 0 0 0 80 6 9 10 238
Decomposing European bond and equity volatility 0 0 1 86 5 8 9 267
Effects of macroeconomic uncertainty on the stock and bond markets 0 0 0 38 5 8 16 193
Extreme coexceedances in new EU member states' stock markets 0 0 0 66 6 6 6 252
Flight-to-safety and the risk-return trade-off: European evidence 0 0 1 10 4 7 13 53
Forecasting US recessions: The role of sentiment 0 0 2 50 3 10 22 204
Households' investments in socially responsible mutual funds 0 1 2 7 3 4 9 21
Idiosyncratic volatility puzzle: influence of macro-finance factors 0 2 2 7 5 8 12 63
Integration of European bond markets 0 0 0 36 4 5 7 134
Intertemporal risk-return trade-off in foreign exchange rates 0 0 0 38 2 3 3 157
Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates 0 0 0 16 6 8 10 110
Long- and short-run components of factor betas: Implications for stock pricing 0 0 1 1 4 6 10 19
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification 0 0 1 43 2 4 10 159
Mean reversion in US and international short rates 0 0 0 13 8 8 11 94
Multivariate term structure models with level and heteroskedasticity effects 0 0 1 50 2 5 6 175
Mutual fund selection for realistically short samples 0 0 0 2 3 4 5 31
Negative house price co-movements and US recessions 0 0 0 5 4 7 9 55
Predicting bond betas using macro-finance variables 0 0 0 7 2 5 5 45
Predicting severe simultaneous recessions using yield spreads as leading indicators 0 1 4 36 1 3 7 146
Quantile Risk–Return Trade-Off 0 0 0 3 1 5 7 19
Quantiles of the realized stock–bond correlation and links to the macroeconomy 0 0 1 16 9 10 14 90
Realized bond—stock correlation: Macroeconomic announcement effects 0 0 0 13 2 4 5 55
Regime switching in the yield curve 0 0 0 3 3 4 4 34
Risk-return trade-off for European stock markets 0 0 2 12 3 6 8 108
Smooth transition patterns in the realized stock–bond correlation 0 0 0 22 2 5 7 98
Testing the expectations hypothesis using long-maturity forward rates 0 0 0 34 4 4 6 146
The Time-Varying Systematic Risk of Carry Trade Strategies 0 0 0 74 7 7 10 212
The economic value of VIX ETPs 0 0 0 3 4 6 9 23
The effect of uncertainty on stock market volatility and correlation 1 3 7 27 10 27 45 98
The risk-return trade-off in human capital investment 0 0 1 90 4 5 8 421
UNDERSTANDING THE EFFECTS OF MARRIAGE AND DIVORCE ON FINANCIAL INVESTMENTS: THE ROLE OF BACKGROUND RISK SHARING 1 1 1 12 6 10 14 104
Value-at-risk using the factor-ARCH model 0 0 0 0 4 5 6 6
Variance-in-mean effects of the long forward-rate slope 0 0 0 21 3 4 5 184
Volatility‐Spillover Effects in European Bond Markets 0 0 3 64 6 8 20 201
Total Journal Articles 2 8 35 1,135 159 248 385 4,907

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Statistics updated 2026-02-12