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:"Journal of empirical finance"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Risk
Theorie
Volatilität
Volatility
11
USA
7
United States
7
Yield curve
6
Zinsstruktur
6
Capital income
5
Correlation
5
Estimation
5
Kapitaleinkommen
5
Korrelation
5
Schätzung
5
Theory
5
Ankündigungseffekt
4
Announcement effect
4
Bond market
4
Denmark
4
Dänemark
4
Rentenmarkt
4
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Public bond
3
Share price
3
Öffentliche Anleihe
3
1983-1998
2
Aktienmarkt
2
Business cycle
2
Interest rate derivative
2
Konjunktur
2
Markov chain
2
Markov-Kette
2
Portfolio selection
2
Portfolio-Management
2
Realized stock-bond correlation
2
Regression analysis
2
Regressionsanalyse
2
Spillover effect
2
Spillover-Effekt
2
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Book / Working Paper
8
Article
6
Type of publication (narrower categories)
All
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
14
Author
All
Christiansen, Charlotte
14
Aslanidis, Nekatrios
1
Aslanidis, Nektarios
1
Christensen, Kim
1
Grønborg, Niels S.
1
Nielsen, Ole L.
1
Posselt, Anders M.
1
Strunk Hansen, Charlotte
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
5
Published in...
All
CREATES Research Paper
Journal of empirical finance
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 banking & finance
4
Finance research letters
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
International review of financial analysis
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)
14
Showing
1
-
10
of
14
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
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
4
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
5
Volatility-spillover effects in European bond markets
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
Saved in:
6
Macroeconomic announcement effects on the covariance structure of government bond returns
Christiansen, Charlotte
- In:
Journal of empirical finance
7
(
2000
)
5
,
pp. 479-507
Persistent link: https://www.econbiz.de/10001545283
Saved in:
7
Quantiles of the realized stock-bond correlation and links to the macroeconomy
Aslanidis, Nektarios
;
Christiansen, Charlotte
- In:
Journal of empirical finance
28
(
2014
),
pp. 321-331
Persistent link: https://www.econbiz.de/10011285626
Saved in:
8
Smooth transition patterns in the realized stock-bond correlation
Aslanidis, Nekatrios
;
Christiansen, Charlotte
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 454-464
Persistent link: https://www.econbiz.de/10009615670
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
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
