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Christiansen, Charlotte
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Long maturity forward rates
Christiansen, Charlotte
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
Saved in:
2
Macroeconomic announcement effects on the covariance structure of bond returns
Christiansen, Charlotte
-
1999
Persistent link: https://www.econbiz.de/10001456528
Saved in:
3
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:
4
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:
5
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:
6
Intertemporal risk-return trade-off in
Christiansen, Charlotte
-
2010
Persistent link: https://www.econbiz.de/10003963069
Saved in:
7
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:
8
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:
9
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:
10
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
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