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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
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Decomposing European bond and equity volatility
Christiansen, Charlotte (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
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Volatility-spillover effects in European bond markets
Christiansen, Charlotte - 2003
Persistent link: https://www.econbiz.de/10001848445
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Regime switching in the yield curve
Christiansen, Charlotte (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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Regime switching in the Yield curve
Christiansen, Charlotte - 2002
Persistent link: https://www.econbiz.de/10001721442
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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte - 2002
Persistent link: https://www.econbiz.de/10001721479
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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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Long maturity forward rates
Christiansen, Charlotte - 2001
Persistent link: https://www.econbiz.de/10001634338
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Volatility-spillover effects in European bond markets
Christiansen, Charlotte (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
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Macroeconomic announcement effects on the covariance structure of bond returns
Christiansen, Charlotte - 1999
Persistent link: https://www.econbiz.de/10001411173