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~isPartOf:"Working paper"
~person:"Christiansen, Charlotte"
~subject:"Volatilität"
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Volatility spillovers and cont...
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Volatilität
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Christiansen, Charlotte
McAleer, Michael
40
Neely, Christopher J.
15
Chang, Chia-Lin
14
Mumtaz, Haroon
14
Manera, Matteo
12
Guo, Hui
9
Raunig, Burkhard
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Nguyen, Hoang
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Roengchai Tansuchat
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ECONIS (ZBW)
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1
Volatility-spillover effects in European bond markets
Christiansen, Charlotte
-
2003
Persistent link: https://www.econbiz.de/10001848445
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2
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
-
2002
Persistent link: https://www.econbiz.de/10001721479
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3
Long maturity forward rates
Christiansen, Charlotte
-
2001
Persistent link: https://www.econbiz.de/10001634338
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4
Macroeconomic announcement effects on the covariance structure of bond returns
Christiansen, Charlotte
-
1999
Persistent link: https://www.econbiz.de/10001411173
Saved in:
5
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/10001453874
Saved in:
6
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
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