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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

Regime switching in the Yield curve

Christiansen, Charlotte - 2002

Persistent link: https://www.econbiz.de/10001721442

Multivariate term structure models with level and heteroskedasticity effects

Christiansen, Charlotte - 2002

Persistent link: https://www.econbiz.de/10001721479

The educational asset market : a finance perspective on human capital investment

Christiansen, Charlotte; Nielsen, Helena Skyt - 2002

Persistent link: https://www.econbiz.de/10001721419

Value at risk using the factor-ARCH model

Christiansen, Charlotte - 1998

Persistent link: https://www.econbiz.de/10000994075

Revisiting the shape of the yield curve : the effect of interest rate volatility

Christiansen, Charlotte; Lund, Jesper - 2002

Persistent link: https://www.econbiz.de/10001683214

Intertemporal Risk-Return Trade-Off in Foreign Exchange Rates

Christiansen, Charlotte - 2017

We investigate the intertemporal risk-return trade-off of foreign exchange (FX) rates for ten currencies quoted against the USD. For each currency, we use three risk measures simultaneously that pertain to that currency; its realized volatility, its realized skewness, and its value-at-risk. We...

Persistent link: https://www.econbiz.de/10012976547

A comprehensive look at financial volatility prediction by economic variables

Christiansen, Charlotte; Schmeling, Maik; Schrimpf, Andreas - In: Journal of applied econometrics 27 (2012) 6, pp. 956-977

Persistent link: https://www.econbiz.de/10010219745