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The Time-Varying Systematic Ri...
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Volatility
Theorie
111
Theory
109
Volatilität
75
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68
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68
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67
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67
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30
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29
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29
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29
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29
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28
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28
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28
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27
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English
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Christiansen, Charlotte
50
Ranaldo, Angelo
18
Asgharian, Hossein
11
Hou, Ai Jun
11
Caporin, Massimiliano
7
Söderlind, Paul
7
Aslanidis, Nektarios
5
Schmeling, Maik
5
Schrimpf, Andreas
5
Abdi, Farshid
4
Bonato, Matteo
4
Savva, Christos S.
4
Christensen, Kim
3
Lambertides, Neophytos
3
Strunk Hansen, Charlotte
3
Gupta, Rangan
2
Posselt, Anders M.
2
Santucci de Magistris, Paolo
2
Velo, Gebriel G.
2
Aslanidis, Nekatrios
1
Bonato, M.
1
Breedon, Francis J.
1
Chen, Louisa
1
Lacava, Demetrio
1
Lund, Jesper
1
Posselt, Anders Merrild
1
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1
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Centre for Analytical Finance <Århus>
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Working papers on finance
9
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7
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6
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
Journal of empirical finance
5
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3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Journal of international financial markets, institutions & money
2
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European financial management : the journal of the European Financial Management Association
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Extreme coexceedances in new EU member states' stock markets
Christiansen, Charlotte
;
Ranaldo, Angelo
- In:
Journal of banking & finance
33
(
2009
)
6
,
pp. 1048-1057
Persistent link: https://www.econbiz.de/10003841873
Saved in:
2
Extreme coexceedances in new EU member states' stock markets
Christiansen, Charlotte
;
Ranaldo, Angelo
-
2008
Persistent link: https://www.econbiz.de/10003760445
Saved in:
3
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:
4
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:
5
Intertemporal risk-return trade-off in
Christiansen, Charlotte
-
2010
Persistent link: https://www.econbiz.de/10003963069
Saved in:
6
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:
7
Intertemporal risk-return trade-off in foreign exchange rates
Christiansen, Charlotte
- In:
Journal of international financial markets, …
21
(
2011
)
4
,
pp. 535-549
Persistent link: https://www.econbiz.de/10009309053
Saved in:
8
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:
9
Decomposing European bond and equity volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
Saved in:
10
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
- In:
Journal of banking & finance
29
(
2005
)
5
,
pp. 1037-1057
Persistent link: https://www.econbiz.de/10002628401
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