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Macroeconomic announcement effects on the covariance structure of bond returns
Christiansen, Charlotte - 1999
Persistent link: https://www.econbiz.de/10001456528
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Macroeconomic announcement effects on the covariance structure of government bond returns
Christiansen, Charlotte - In: Journal of empirical finance 7 (2000) 5, pp. 479-507
Persistent link: https://www.econbiz.de/10001545283
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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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Realized bond-stock correlation : macroeconomic announcement effects
Christiansen, Charlotte; Ranaldo, Angelo - 2006
Persistent link: https://www.econbiz.de/10003285575
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Smooth transition patterns in the realized stock bond correlation
Aslanidis, Nektarios; Christiansen, Charlotte - 2010
Persistent link: https://www.econbiz.de/10003956890
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Realized bond-stock correlation : macroeconomic announcement effects
Christiansen, Charlotte; Ranaldo, Angelo - In: The journal of futures markets 27 (2007) 5, pp. 439-469
Persistent link: https://www.econbiz.de/10003493097
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Sign and quantiles of the realized stock-bond correlation
Aslanidis, Nektarios; Christiansen, Charlotte - 2010
Persistent link: https://www.econbiz.de/10008651648
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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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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/10010346665
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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