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~subject:"Korrelation"
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Korrelation
Volatility
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Christiansen, Charlotte
24
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Hou, Ai Jun
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Aslanidis, Nektarios
7
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CREATES research paper
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Journal of empirical finance
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2
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ECONIS (ZBW)
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1
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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2
Macroeconomic announcement effects on the covariance structure of bond returns
Christiansen, Charlotte
-
1999
Persistent link: https://www.econbiz.de/10001411173
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3
Realized bond-stock correlation : macroeconomic announcement effects
Christiansen, Charlotte
;
Ranaldo, Angelo
-
2006
Persistent link: https://www.econbiz.de/10003285575
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4
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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5
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
Saved in:
6
Sign and quantiles of the realized stock-bond correlation
Aslanidis, Nektarios
;
Christiansen, Charlotte
-
2010
Persistent link: https://www.econbiz.de/10008651648
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Effects of economic policy uncertainty shocks on the long-run US-UK stock market correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Gupta, Rangan
-
2016
Persistent link: https://www.econbiz.de/10011541711
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