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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:"Risk"
~subject:"Theorie"
~subject:"Volatilität"
~type_genre:"Non-commercial literature"
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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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Decomposing European bond and equity volatility
Christiansen, Charlotte
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contributor
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
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Regime switching in the yield curve
Christiansen, Charlotte
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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Volatility-spillover effects in European bond markets
Christiansen, Charlotte
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contributor
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
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5
Long maturity forward rates
Christiansen, Charlotte
(
contributor
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
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6
Macroeconomic announcement effects on the covariance structure of bond returns
Christiansen, Charlotte
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1999
Persistent link: https://www.econbiz.de/10001456528
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7
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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