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Credit spreads and the term structure of interest rates
Christiansen, Charlotte - 2000
Persistent link: https://www.econbiz.de/10001613830
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Regime switching in the yield curve
Christiansen, Charlotte (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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Long maturity forward rates
Christiansen, Charlotte - 2001
Persistent link: https://www.econbiz.de/10001634338
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Macroeconomic announcement effects on the covariance structure of bond returns
Christiansen, Charlotte - 1999
Persistent link: https://www.econbiz.de/10001411173
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Volatility-spillover effects in European bond markets
Christiansen, Charlotte (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
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Volatility-spillover effects in European bond markets
Christiansen, Charlotte - 2003
Persistent link: https://www.econbiz.de/10001848445
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Level-ARCH short rate models with regime switching : bivariate modeling of U.S. and European short rates
Christiansen, Charlotte (contributor) - 2005
Persistent link: https://www.econbiz.de/10002743726
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Regime switching in the Yield curve
Christiansen, Charlotte - 2002
Persistent link: https://www.econbiz.de/10001721442
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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte - 2002
Persistent link: https://www.econbiz.de/10001721479
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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263