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Decomposing European bond and equity volatility
Christiansen, Charlotte (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
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Variance-in-mean effects of the long forward-rate slope
Christiansen, Charlotte - In: Applied financial economics 15 (2005) 11, pp. 753-755
Persistent link: https://www.econbiz.de/10003016836
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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
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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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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
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Volatility-spillover effects in European bond markets
Christiansen, Charlotte - 2003
Persistent link: https://www.econbiz.de/10001848445
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Regime switching in the yield curve
Christiansen, Charlotte (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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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
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Regime switching in the Yield curve
Christiansen, Charlotte - 2002
Persistent link: https://www.econbiz.de/10001721442
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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte - 2002
Persistent link: https://www.econbiz.de/10001721479