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~isPartOf:"CREATES Research Paper"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Estimation"
~subject:"Risk"
~subject:"Spillover effect"
~subject:"Theorie"
~subject:"Volatilität"
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CREATES Research Paper
Journal of international money and finance
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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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
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
Realized bond-stocked correlation : macroeconomic announcement effects
Christiansen, Charlotte
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003008422
Saved in:
7
Do more economists hold stocks?
Christiansen, Charlotte
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002724525
Saved in:
8
Long maturity forward rates
Christiansen, Charlotte
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
Saved in:
9
Macroeconomic announcement effects on the covariance structure of bond returns
Christiansen, Charlotte
-
1999
Persistent link: https://www.econbiz.de/10001456528
Saved in:
10
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001456681
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