//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CREATES Research Paper"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Markov-Kette"
~subject:"Risk"
~subject:"Theorie"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Multivariate term structure mo...
Similar by person
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Markov-Kette
Risk
Theorie
Volatilität
Volatility
8
Bond market
6
Estimation
6
Rentenmarkt
6
Schätzung
6
USA
6
United States
6
Yield curve
6
Zinsstruktur
6
Theory
5
ARCH model
4
ARCH-Modell
4
Capital income
4
Denmark
4
Dänemark
4
Kapitaleinkommen
4
Risiko
4
Ankündigungseffekt
3
Announcement effect
3
CAPM
3
Correlation
3
Korrelation
3
Public bond
3
Öffentliche Anleihe
3
Aktienmarkt
2
Anleihe
2
Bond
2
Business cycle
2
Börsenkurs
2
Europa
2
Europe
2
Forecasting model
2
Interest rate derivative
2
Konjunktur
2
Markov chain
2
Prognoseverfahren
2
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Book / Working Paper
9
Article
4
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
13
Author
All
Christiansen, Charlotte
13
Aslanidis, Nektarios
2
Asgharian, Hossein
1
Cipollini, Andrea
1
Hou, Ai Jun
1
Savva, Christos S.
1
Strunk Hansen, Charlotte
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
5
Published in...
All
CREATES Research Paper
Finance research letters
Journal of international money and finance
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
CREATES research paper
11
Working paper
8
Journal of empirical finance
5
Journal of banking & finance
4
International review of financial analysis
3
Journal of international financial markets, institutions & money
2
BIS Working Paper
1
BIS working papers
1
Discussion paper series / IZA
1
Economics working paper
1
European financial management : the journal of the European Financial Management Association
1
IZA Discussion Paper
1
International journal of finance & economics : IJFE
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk and financial management : JRFM
1
Labour economics : official journal of the European Association of Labour Economists
1
Review of derivatives research
1
Review of quantitative finance and accounting
1
SNB working papers
1
The North American journal of economics and finance : a journal of financial economics studies
1
Working paper / Department of Economics, Lund University
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Predicting severe simultaneous recessions using yield spreads as leading indicators
Christiansen, Charlotte
- In:
Journal of international money and finance
32
(
2013
),
pp. 1032-1043
Persistent link: https://www.econbiz.de/10009733432
Saved in:
2
Decomposing European bond and equity volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
Saved in:
3
Level-ARCH short rate models with regime switching : bivariate modeling of U.S. and European short rates
Christiansen, Charlotte
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002743726
Saved in:
4
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
6
Volatility-spillover effects in European bond markets
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
Saved in:
7
Effects of macroeconomic uncertainty on the stock and bond markets
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Finance research letters
13
(
2015
),
pp. 10-16
Persistent link: https://www.econbiz.de/10011552317
Saved in:
8
Long maturity forward rates
Christiansen, Charlotte
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
Saved in:
9
Macroeconomic announcement effects on the covariance structure of bond returns
Christiansen, Charlotte
-
1999
Persistent link: https://www.econbiz.de/10001456528
Saved in:
10
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001456681
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->