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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Working paper"
~subject:"Leading indicator"
~subject:"Risk"
~subject:"Theory"
~subject:"Wirtschaftsindikator"
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ECONIS (ZBW)
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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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2
Regime switching in the Yield curve
Christiansen, Charlotte
-
2002
Persistent link: https://www.econbiz.de/10001721442
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3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
-
2002
Persistent link: https://www.econbiz.de/10001721479
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4
Value at risk using the factor-ARCH model
Christiansen, Charlotte
-
1998
Persistent link: https://www.econbiz.de/10000994075
Saved in:
5
Revisiting the shape of the yield curve : the effect of interest rate volatility
Christiansen, Charlotte
;
Lund, Jesper
-
2002
Persistent link: https://www.econbiz.de/10001683214
Saved in:
6
A comprehensive look at financial volatility prediction by economic variables
Christiansen, Charlotte
;
Schmeling, Maik
;
Schrimpf, Andreas
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 956-977
Persistent link: https://www.econbiz.de/10010219745
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