//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"ARCH-Modell"
~subject:"Bond market"
~subject:"Zinsstruktur"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Multivariate term structure mo...
Similar by person
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Bond market
Zinsstruktur
Volatility
50
Volatilität
50
Capital income
37
Kapitaleinkommen
37
Rentenmarkt
30
Risiko
30
Risk
29
Theorie
29
Theory
29
Börsenkurs
26
Share price
26
Estimation
25
Schätzung
25
Correlation
24
Korrelation
24
Aktienmarkt
22
Stock market
22
USA
21
United States
21
Yield curve
21
Business cycle
18
Regression analysis
17
Regressionsanalyse
17
CAPM
16
Portfolio selection
16
Portfolio-Management
16
Time series analysis
16
Zeitreihenanalyse
16
Konjunktur
15
Denmark
14
Dänemark
14
Forecasting model
14
Prognoseverfahren
14
ARCH model
13
EU countries
13
EU-Staaten
13
Europa
10
more ...
less ...
Online availability
All
Free
18
Undetermined
6
Type of publication
All
Book / Working Paper
35
Article
19
Type of publication (narrower categories)
All
Arbeitspapier
26
Graue Literatur
26
Non-commercial literature
26
Working Paper
26
Article in journal
19
Aufsatz in Zeitschrift
19
Language
All
English
54
Author
All
Christiansen, Charlotte
54
Asgharian, Hossein
9
Hou, Ai Jun
9
Aslanidis, Nektarios
7
Cipollini, Andrea
3
Ranaldo, Angelo
3
Strunk Hansen, Charlotte
3
Savva, Christos S.
2
Lund, Jesper
1
Wang, Weining
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
5
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Working paper
8
CREATES research paper
7
Finance research letters
3
International review of financial analysis
3
Journal of banking & finance
3
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
International journal of finance & economics : IJFE
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Review of derivatives research
1
SNB working papers
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
Working paper / Department of Economics, Lund University
1
more ...
less ...
Source
All
ECONIS (ZBW)
54
Showing
1
-
10
of
54
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Level-ARCH short rate models with regime switching : bivariate modeling of US and European short rates
Christiansen, Charlotte
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 925-948
Persistent link: https://www.econbiz.de/10003792319
Saved in:
2
Decomposing European bond and equity volatility
Christiansen, Charlotte
- In:
International journal of finance & economics : IJFE
15
(
2010
)
2
,
pp. 105-122
Persistent link: https://www.econbiz.de/10008702362
Saved in:
3
Volatility-spillover effects in European bond markets
Christiansen, Charlotte
- In:
European financial management : the journal of the …
13
(
2007
)
5
,
pp. 923-948
Persistent link: https://www.econbiz.de/10003572405
Saved in:
4
Mean reversion in US and international short rates
Christiansen, Charlotte
- In:
The North American journal of economics and finance : a …
21
(
2010
)
3
,
pp. 286-296
Persistent link: https://www.econbiz.de/10009267822
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Classifying returns as extreme : European stock and bond markets
Christiansen, Charlotte
-
2013
Persistent link: https://www.econbiz.de/10010200868
Saved in:
8
Integration of European bond markets
Christiansen, Charlotte
- In:
Journal of banking & finance
42
(
2014
),
pp. 191-198
Persistent link: https://www.econbiz.de/10010408400
Saved in:
9
Integration of European bond markets
Christiansen, Charlotte
-
2012
Persistent link: https://www.econbiz.de/10009562835
Saved in:
10
Testing the expectations hypothesis using long-maturity forward rates
Christiansen, Charlotte
- In:
Economics letters
78
(
2003
)
2
,
pp. 175-180
Persistent link: https://www.econbiz.de/10001728162
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->