Charlotte Christiansen
Names
| first: |
Charlotte |
| last: |
Christiansen |
Identifer
Contact
Affiliations
-
Aarhus Universitet
/ Institut for Økonomi
/ Center for Research in Econometric Analysis of Time Series (CREATES)
Research profile
author of:
- Do More Economists Hold Stocks? (RePEc:aah:aarhec:2005-06)
by Charlotte Christiansen & Juanna Shröter Joensen & Jesper Rangvid - The Risk-Return Trade-Off in Human Capital Investment (RePEc:aah:aarhec:2006-02)
by Charlotte Christiansen & Juanna Schröter Joensen - Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates (RePEc:aah:create:2007-05)
by Charlotte Christiansen - Decomposing European Bond and Equity Volatility (RePEc:aah:create:2007-06)
by Charlotte Christiansen - Are Economists More Likely to Hold Stocks? (RePEc:aah:create:2007-08)
by Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid - Extreme Coexceedances in New EU Member States’ Stock Markets (RePEc:aah:create:2007-34)
by Charlotte Christiansen & Angelo Ranaldo - Mean Reversion in US and International Short Rates (RePEc:aah:create:2008-47)
by Charlotte Christiansen - The Time-Varying Systematic Risk of Carry Trade Strategies (RePEc:aah:create:2009-15)
by Charlotte Christiansen & Angelo Ranaldo & Paul Söderllind - Smooth Transition Patterns in the Realized Stock Bond Correlation (RePEc:aah:create:2010-15)
by Nektarios Aslanidis & Charlotte Christiansen - Intertemporal Risk-Return Trade-off in Foreign Exchange Rates (RePEc:aah:create:2010-20)
by Charlotte Christiansen - Sign and Quantiles of the Realized Stock-Bond Correlation (RePEc:aah:create:2010-55)
by Nektarios Aslanidis & Charlotte Christiansen - The Effects of Marriage and Divorce on Financial Investments: Learning to Love or Hate Risk? (RePEc:aah:create:2010-57)
by Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid - A Comprehensive Look at Financial Volatility Prediction by Economic Variables (RePEc:aah:create:2010-58)
by Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf - Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators (RePEc:aah:create:2011-20)
by Charlotte Christiansen - Integration of European Bond Markets (RePEc:aah:create:2012-33)
by Charlotte Christiansen - Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy (RePEc:aah:create:2012-34)
by Nektarios Aslanidis & Charlotte Christiansen - Forecasting US Recessions: The Role of Sentiments (RePEc:aah:create:2013-14)
by Charlotte Christiansen & Jonas Nygaard Eriksen & Stig V. Møller - Risk-Return Trade-Off for European Stock Markets (RePEc:aah:create:2013-31)
by Nektarios Aslanidis & Charlotte Christiansen & Christos S. Savva - Classifying Returns as Extreme: European Stock and Bond Markets (RePEc:aah:create:2013-37)
by Charlotte Christiansen - Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification (RePEc:aah:create:2014-13)
by Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou - Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors (RePEc:aah:create:2014-45)
by Nektarios Aslanidis & Charlotte Christiansen & Neophytos Lambertides & Christos S. Savva - Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets (RePEc:aah:create:2015-15)
by Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou - Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation (RePEc:aah:create:2016-29)
by Hossein Asgharian & Charlotte Christiansen & Rangan Gupta & Ai Jun Hou - Predicting Bond Betas using Macro-Finance Variables (RePEc:aah:create:2017-01)
by Nektarios Aslanidis & Charlotte Christiansen & Andrea Cipollini - Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing (RePEc:aah:create:2017-34)
by Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou & Weining Wang - Flight to Safety from European Stock Markets (RePEc:aah:create:2017-38)
by Nektarios Aslanidis & Charlotte Christiansen - Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation (RePEc:aah:create:2018-12)
by Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou - Mutual Fund Selection for Realistically Short Samples (RePEc:aah:create:2018-36)
by Charlotte Christiansen & Niels S. Grønborg & Ole L. Nielsen - The Economic Value of VIX ETPs (RePEc:aah:create:2019-14)
by Kim Christensen & Charlotte Christiansen & Anders M. Posselt - Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies (RePEc:aah:create:2020-14)
by Charlotte Christiansen & Ran Xing & Yue Xu - A Comprehensive Look at Financial Volatility Prediction by Economic Variables (RePEc:bis:biswps:374)
by Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf - Understanding The Effects Of Marriage And Divorce On Financial Investments: The Role Of Background Risk Sharing (RePEc:bla:ecinqu:v:53:y:2015:i:1:p:431-447)
by Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid - Volatility‐Spillover Effects in European Bond Markets (RePEc:bla:eufman:v:13:y:2007:i:5:p:923-948)
by Charlotte Christiansen - The Time-Varying Systematic Risk of Carry Trade Strategies (RePEc:cpr:ceprdp:7345)
by Söderlind, Paul & Christiansen, Charlotte & Ranaldo, Angelo - The Time-Varying Systematic Risk of Carry Trade Strategies (RePEc:cup:jfinqa:v:46:y:2011:i:04:p:1107-1125_00)
by Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul - Mean reversion in US and international short rates (RePEc:eee:ecofin:v:21:y:2010:i:3:p:286-296)
by Christiansen, Charlotte - Testing the expectations hypothesis using long-maturity forward rates (RePEc:eee:ecolet:v:78:y:2003:i:2:p:175-180)
by Christiansen, Charlotte - Smooth transition patterns in the realized stock–bond correlation (RePEc:eee:empfin:v:19:y:2012:i:4:p:454-464)
by Aslanidis, Nektarios & Christiansen, Charlotte - Quantiles of the realized stock–bond correlation and links to the macroeconomy (RePEc:eee:empfin:v:28:y:2014:i:c:p:321-331)
by Aslanidis, Nektarios & Christiansen, Charlotte - Mutual fund selection for realistically short samples (RePEc:eee:empfin:v:55:y:2020:i:c:p:218-240)
by Christiansen, Charlotte & Grønborg, Niels S. & Nielsen, Ole L. - The economic value of VIX ETPs (RePEc:eee:empfin:v:58:y:2020:i:c:p:121-138)
by Christensen, Kim & Christiansen, Charlotte & Posselt, Anders M. - Credit spreads and the term structure of interest rates (RePEc:eee:finana:v:11:y:2002:i:3:p:279-295)
by Christiansen, Charlotte - Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates (RePEc:eee:finana:v:17:y:2008:i:5:p:925-948)
by Christiansen, Charlotte - Classifying returns as extreme: European stock and bond markets (RePEc:eee:finana:v:34:y:2014:i:c:p:1-4)
by Christiansen, Charlotte - Risk-return trade-off for European stock markets (RePEc:eee:finana:v:46:y:2016:i:c:p:84-103)
by Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S. - Effects of macroeconomic uncertainty on the stock and bond markets (RePEc:eee:finlet:v:13:y:2015:i:c:p:10-16)
by Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun - Predicting bond betas using macro-finance variables (RePEc:eee:finlet:v:29:y:2019:i:c:p:193-199)
by Aslanidis, Nektarios & Christiansen, Charlotte & Cipollini, Andrea - Flight-to-safety and the risk-return trade-off: European evidence (RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319305276)
by Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S. - Intertemporal risk-return trade-off in foreign exchange rates (RePEc:eee:intfin:v:21:y:2011:i:4:p:535-549)
by Charlotte, Christiansen - Long- and short-run components of factor betas: Implications for stock pricing (RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001281)
by Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun & Wang, Weining - The effect of uncertainty on stock market volatility and correlation (RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001097)
by Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun - Multivariate term structure models with level and heteroskedasticity effects (RePEc:eee:jbfina:v:29:y:2005:i:5:p:1037-1057)
by Christiansen, Charlotte - Extreme coexceedances in new EU member states' stock markets (RePEc:eee:jbfina:v:33:y:2009:i:6:p:1048-1057)
by Christiansen, Charlotte & Ranaldo, Angelo - Integration of European bond markets (RePEc:eee:jbfina:v:42:y:2014:i:c:p:191-198)
by Christiansen, Charlotte - Forecasting US recessions: The role of sentiment (RePEc:eee:jbfina:v:49:y:2014:i:c:p:459-468)
by Christiansen, Charlotte & Eriksen, Jonas Nygaard & Møller, Stig Vinther - Predicting severe simultaneous recessions using yield spreads as leading indicators (RePEc:eee:jimfin:v:32:y:2013:i:c:p:1032-1043)
by Christiansen, Charlotte - The risk-return trade-off in human capital investment (RePEc:eee:labeco:v:14:y:2007:i:6:p:971-986)
by Christiansen, Charlotte & Joensen, Juanna Schroter & Nielsen, Helena Skyt - Households' investments in socially responsible mutual funds (RePEc:eee:quaeco:v:87:y:2023:i:c:p:46-67)
by Christiansen, Charlotte & Jansson, Thomas & Kallestrup-Lamb, Malene & Noren, Vicke - Negative house price co-movements and US recessions (RePEc:eee:regeco:v:77:y:2019:i:c:p:382-394)
by Christiansen, Charlotte & Eriksen, Jonas N. & Møller, Stig V. - Quantile Risk–Return Trade-Off (RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:249-:d:568106)
by Nektarios Aslanidis & Charlotte Christiansen & Christos S. Savva - Decomposing European bond and equity volatility (RePEc:hhb:aarbfi:2004-01)
by Christiansen, Charlotte - Do More Economists Hold Stocks? (RePEc:hhb:aarbfi:2005-02)
by Christiansen, Charlotte & Joensen, Juanna Schröter & Rangvid, Jesper - Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates (RePEc:hhb:aarbfi:2005-03)
by Christiansen, Charlotte - Realized Bond-Stock Correlation: Macroeconomic Announcement Effects (RePEc:hhb:aarbfi:2005-05)
by Christiansen, Charlotte & Ranaldo, Angelo - Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model (RePEc:hhb:aarfin:2000_001)
by Christiansen, Charlotte & Strunk Hansen, Charlotte - Credit Spreads and the Term Structure of Interest Rates (RePEc:hhb:aarfin:2000_014)
by Christiansen, Charlotte - Long Maturity Forward Rates (RePEc:hhb:aarfin:2001_012)
by Christiansen, Charlotte - Revisiting the shape of the yield curve: the effect of interest rate volatility (RePEc:hhb:aarfin:2002_003)
by Christiansen, Charlotte & Lund, Jesper - The Educational Asset Market: A Finance Perspective on Human Capital Investment (RePEc:hhb:aarfin:2002_009)
by Christiansen, Charlotte & Nielsen, Helena Skyt - Regime Switching in the Yield Curve (RePEc:hhb:aarfin:2002_013)
by Christiansen, Charlotte - Multivariate Term Structure Models with Level and Heteroskedasticity Effects (RePEc:hhb:aarfin:2002_019)
by Christiansen, Charlotte - An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 (RePEc:hhb:aarfin:2003_002)
by Christiansen, Charlotte & Engsted, Tom & Jakobsen, Svend & Tanggaard, Carsten - Denmark - A chapter on the Danish Bond Market (RePEc:hhb:aarfin:2003_003)
by Christiansen, Charlotte & Engsted, Tom & Jakobsen, Svend & Tanggaard, Carsten - Volatility-Spillover E ffects in European Bond Markets (RePEc:hhb:aarfin:2003_008)
by Christiansen, Charlotte - The Educational Asset Market: A Finance Perspective on Human Capital Investment (RePEc:hhs:aareco:2002_010)
by Christiansen, Charlotte & Nielsen, Helena Skyt - Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification (RePEc:hhs:lunewp:2014_037)
by Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun - Decomposing European bond and equity volatility (RePEc:ijf:ijfiec:v:15:y:2010:i:2:p:105-122)
by Charlotte Christiansen - The Risk-Return Trade-Off in Human Capital Investment (RePEc:iza:izadps:dp1962)
by Christiansen, Charlotte & Joensen, Juanna Schrøter & Nielsen, Helena Skyt - Idiosyncratic volatility puzzle: influence of macro-finance factors (RePEc:kap:rqfnac:v:52:y:2019:i:2:d:10.1007_s11156-018-0713-x)
by Nektarios Aslanidis & Charlotte Christiansen & Neophytos Lambertides & Christos S. Savva - Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification (RePEc:oup:jfinec:v:14:y:2016:i:3:p:617-642.)
by Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou - Are Economists More Likely to Hold Stocks? (RePEc:oup:revfin:v:12:y:2008:i:3:p:465-496)
by Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid - Credit Constraints, Growth and Inequality Dynamics (RePEc:pre:wpaper:201672)
by Yoseph Yilma Getachew - Realized Bond-Stock Correlation: Macroeconomic Announcement Effects (RePEc:snb:snbwpa:2006-02)
by Charlotte Christiansen & Angelo Ranaldo - Extreme Coexceedances in New EU Member States' Stock Markets (RePEc:snb:snbwpa:2008-10)
by Charlotte Christiansen & Angelo Ranaldo - The Time-Varying Systematic Risk of Carry Trade Strategies (RePEc:snb:snbwpa:2010-01)
by Charlotte Christiansen & Angelo Ranaldo & Paul Söderlind - Unknown item RePEc:taf:apfiec:v:15:y:2005:i:11:p:753-755 (article)
- Quantiles of the Realized Stock-Bond Correlation (RePEc:urv:wpaper:2072/151809)
by Aslanidis, Nektarios & Christiansen, Charlotte - Smooth Transition Patterns in the Realized Stock- Bond Correlation (RePEc:urv:wpaper:2072/152138)
by Aslanidis, Nektarios & Christiansen, Charlotte - Risk-Return Trade-Off for European Stock Markets (RePEc:urv:wpaper:2072/246967)
by Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S. - Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors (RePEc:urv:wpaper:2072/246968)
by Aslanidis, Nektarios & Christiansen, Charlotte & Lambertides, Neophytos & Savva, Christos S. - Predicting Bond Betas using Macro-Finance Variables (RePEc:urv:wpaper:2072/306546)
by Aslanidis, Nektarios, & Christiansen, Charlotte & Cipollini, Andrea & Bons -- Models matemàtics - Flight to Safety from European Stock Markets (RePEc:urv:wpaper:2072/306547)
by Aslanidis, Nektarios, & Christiansen, Charlotte - Uncertainty and Downside Risk in International Stock Returns (RePEc:urv:wpaper:2072/376032)
by Aslanidis, Nektarios & Christiansen, Charlotte & Kouretas, George - The Time-Varying Systematic Risk of Carry Trade Strategies (RePEc:usg:dp2009:2009-06)
by Paul Soderlind & Angelo Ranaldo & Charlotte Christiansen - A comprehensive look at financial volatility prediction by economic variables (RePEc:wly:japmet:v:27:y:2012:i:6:p:956-977)
by Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf - Regime switching in the yield curve (RePEc:wly:jfutmk:v:24:y:2004:i:4:p:315-336)
by Charlotte Christiansen - Realized bond—stock correlation: Macroeconomic announcement effects (RePEc:wly:jfutmk:v:27:y:2007:i:5:p:439-469)
by Charlotte Christiansen & Angelo Ranaldo - Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing (RePEc:zbw:irtgdp:2020020)
by Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun & Wang, Weining