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Integration of European bond markets
Christiansen, Charlotte - In: Journal of banking & finance 42 (2014), pp. 191-198
Persistent link: https://www.econbiz.de/10010408400
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Predicting bond betas using macro-finance variables
Aslanidis, Nektarios; Christiansen, Charlotte; … - In: Finance research letters 29 (2019), pp. 193-199
Persistent link: https://www.econbiz.de/10012418702
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Government Bond Market Risk-Return Trade-Off
Christiansen, Charlotte; Savva, Christos S. - 2022
We analyze the risk-return trade-off for international (France, Germany, Netherlands, Spain, UK, and US) government bond markets and the US stock market. We measure risk by the higher order moments (volatility, skewness, and excess kurtosis) as they are defined in Savva and Theodossiou (2018)....
Persistent link: https://www.econbiz.de/10014238947
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Macro-finance determinants of the long-run stock-bond correlation : the DCC-MIDAS specification
Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - In: Journal of financial econometrics : official journal of … 14 (2016) 3, pp. 617-642
Persistent link: https://www.econbiz.de/10011623696
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Effects of macroeconomic uncertainty on the stock and bond markets
Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - In: Finance research letters 13 (2015), pp. 10-16
Persistent link: https://www.econbiz.de/10011552317
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Predicting bond betas using macro-finance variables
Aslanidis, Nektarios; Christiansen, Charlotte; … - 2017
Persistent link: https://www.econbiz.de/10011587625
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Classifying returns as extreme : european stock and bond markets
Christiansen, Charlotte - In: International review of financial analysis 34 (2014), pp. 1-4
Persistent link: https://www.econbiz.de/10010520407
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Quantiles of the realized stock-bond correlation and links to the macroeconomy
Aslanidis, Nektarios; Christiansen, Charlotte - In: Journal of empirical finance 28 (2014), pp. 321-331
Persistent link: https://www.econbiz.de/10011285626
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Effects of macroeconomic uncertainty upon the stock and bond markets
Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - 2015
Persistent link: https://www.econbiz.de/10011517001
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Macro-finance determinants of the long-run stock-bond correlation : the DCC-MIDAS specification
Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - 2014
Persistent link: https://www.econbiz.de/10010433984