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~isPartOf:"CREATES Research Paper"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Announcement effect"
~subject:"Risk"
~subject:"Theorie"
~subject:"Volatilität"
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CREATES Research Paper
International journal of finance & economics : IJFE
Journal of international money and finance
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
CREATES research paper
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Decomposing European bond and equity volatility
Christiansen, Charlotte
- In:
International journal of finance & economics : IJFE
15
(
2010
)
2
,
pp. 105-122
Persistent link: https://www.econbiz.de/10008702362
Saved in:
2
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:
3
Decomposing European bond and equity volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
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
Credit spreads and the term structure of interest rates
Christiansen, Charlotte
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001533112
Saved in:
8
Realized bond-stocked correlation : macroeconomic announcement effects
Christiansen, Charlotte
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003008422
Saved in:
9
Long maturity forward rates
Christiansen, Charlotte
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
Saved in:
10
Macroeconomic announcement effects on the covariance structure of bond returns
Christiansen, Charlotte
-
1999
Persistent link: https://www.econbiz.de/10001456528
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