//--> //--> //--> //-->
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:"Yield curve"
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
The Time-Varying Systematic Ri...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Yield curve
Theorie
111
Theory
109
Volatilität
75
Volatility
73
Capital income
68
Kapitaleinkommen
68
Estimation
67
Schätzung
67
Börsenkurs
45
Share price
45
Geldpolitik
43
Portfolio selection
43
Portfolio-Management
43
Risiko
43
USA
43
Monetary policy
42
Risk
42
United States
42
Prognoseverfahren
39
Forecasting model
38
Risikoprämie
37
Risk premium
35
CAPM
34
Schweiz
33
Switzerland
33
Welt
33
World
33
Bond market
30
Rentenmarkt
30
Wechselkurs
30
Business cycle
29
Devisenmarkt
29
Financial crisis
29
Zinsstruktur
29
Exchange rate
28
Foreign exchange market
28
Schweden
28
Correlation
27
Korrelation
27
more ...
less ...
Online availability
All
Free
11
Type of publication
All
Book / Working Paper
21
Article
9
Type of publication (narrower categories)
All
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
29
Undetermined
1
Author
All
Christiansen, Charlotte
21
Ranaldo, Angelo
7
Strunk Hansen, Charlotte
3
Ballensiefen, Benedikt
2
Bechtel, Alexander
2
Rupprecht, Matthias
2
Söderlind, Paul
2
Wrampelmeyer, Jan
2
Lund, Jesper
1
Schaffner, Patrick
1
Söderström, Ulf
1
Vasios, Michalis
1
Vredin, Anders
1
Winterberg, Hannah
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
2
Ehrvervøkonomisk Institut, Institut for Økonomi
1
Published in...
All
Working paper
5
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
Working papers on finance
4
University of St.Gallen, School of Finance Research Paper
3
International review of financial analysis
2
CREATES research paper
1
Economics letters
1
Finance Working Papers
1
Journal of banking & finance
1
Journal of international money and finance
1
Macroeconomic dynamics
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
RePEc
1
Showing
1
-
10
of
30
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
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:
3
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:
4
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:
5
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
Saved in:
6
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
Saved in:
7
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
8
Credit spreads and the term structure of interest rates
Christiansen, Charlotte
- In:
International review of financial analysis
11
(
2002
)
3
,
pp. 279-295
Persistent link: https://www.econbiz.de/10001715973
Saved in:
9
Regime switching in the Yield curve
Christiansen, Charlotte
-
2002
Persistent link: https://www.econbiz.de/10001721442
Saved in:
10
Credit spreads and the term structure of interest rates
Christiansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001613830
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->