Narrow search
Showing 1 - 6 of 6
Cover Image
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
Cover Image
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
Cover Image
Regime switching in the yield curve
Christiansen, Charlotte (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Cover Image
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Cover Image
Volatility-spillover effects in European bond markets
Christiansen, Charlotte (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
Cover Image
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