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Intertemporal risk-return trade-off in
Christiansen, Charlotte - 2010
Persistent link: https://www.econbiz.de/10003963069
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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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Classifying returns as extreme : European stock and bond markets
Christiansen, Charlotte - 2013
Persistent link: https://www.econbiz.de/10010200868
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Integration of European bond markets
Christiansen, Charlotte - 2012
Persistent link: https://www.econbiz.de/10009562835
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Predicting severe simultaneous recessions using yield spreads as leading indicators
Christiansen, Charlotte - 2011
Persistent link: https://www.econbiz.de/10009127828
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The time-varying stystematic risk of carry trade strategies
Christiansen, Charlotte; Ranaldo, Angelo; Söderllind, Paul - 2009
Persistent link: https://www.econbiz.de/10003849534
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Smooth transition patterns in the realized stock bond correlation
Aslanidis, Nektarios; Christiansen, Charlotte - 2010
Persistent link: https://www.econbiz.de/10003956890
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A comprehensive look at financial volatility prediction by economic variables
Christiansen, Charlotte; Schmeling, Maik; Schrimpf, Andreas - 2010
Persistent link: https://www.econbiz.de/10008651643
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The effects of marriage and divorce on financial investments : learning to love or hate risk?
Christiansen, Charlotte; Joensen, Juanna Schrøter; … - 2010
Persistent link: https://www.econbiz.de/10008651644
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Sign and quantiles of the realized stock-bond correlation
Aslanidis, Nektarios; Christiansen, Charlotte - 2010
Persistent link: https://www.econbiz.de/10008651648