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The static and dynamic benefits of migration and remittances in Nicaragua

Andersen, Lykke E.; Christensen, Bent Jesper - 2009

This paper utilizes a unique three-wave panel of household data from Nicaragua, which allows a thorough exploration of the relationships between migration, remittances and household consumption. The paper distinguishes between the effects of emigration and the impacts of remittances received....

Persistent link: https://www.econbiz.de/10003901135

Long memory in stock market volatility and the volatility-in-mean effect : the FIEGARCH-M model

Christensen, Bent Jesper (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003476066

Interest rate dynamics and consistent forward rate curves

Björk, Tomas; Christensen, Bent Jesper - 1999

Persistent link: https://www.econbiz.de/10008664852

Latent integrated stochastic volatility, realized volatility, and implied volatility : a state space approach

Bach, Christian; Christensen, Bent Jesper - 2010

Persistent link: https://www.econbiz.de/10008857837

An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses

Christensen, Bent Jesper; Wel, Michael van der - 2010

Persistent link: https://www.econbiz.de/10003947812

The effect of long memory in volatility on stock market fluctuations

Christensen, Bent Jesper; Nielsen, Morten Ørregaard - In: The review of economics and statistics 89 (2007) 4, pp. 684-700

Persistent link: https://www.econbiz.de/10003567153

Level shifts in volatility and the implied-realized volatility relation

Christensen, Bent Jesper; Santucci de Magistris, Paolo - 2010

Persistent link: https://www.econbiz.de/10008651637

The risk-return tradeoff and leverage effect in a stochastic volatility-in-mean model

Christensen, Bent Jesper; Posedel Šimović, Petra - 2010

Persistent link: https://www.econbiz.de/10008651660

The impact of health changes on labor supply : evidence from merged data on individual objective medical diagnosis codes and early retirement behavior

Christensen, Bent Jesper; Kallestrup-Lamb, Malene - 2010

Persistent link: https://www.econbiz.de/10008659427

Estimating dynamic equilibrium models using macro and financial data

Christensen, Bent Jesper; Posch, Olaf; Wel, Michel van der - 2011

Persistent link: https://www.econbiz.de/10009152334

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