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Information about:
Charlotte Christiansen

Personal Details | Affiliation | Works
This is information that was supplied by Charlotte Christiansen in registering through RePEc. If you are Charlotte Christiansen , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Charlotte
Middle Name:
Last Name: Christiansen
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RePEc Short-ID: pch215

Email: [This author has chosen not to make the email address public]
Homepage: http://www.CharlotteChristiansen.dk
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Paul Soderlind & Angelo Ranaldo & Charlotte Christiansen, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," University of St. Gallen Department of Economics working paper series 2009 2009-06, Department of Economics, University of St. Gallen. [Downloadable!]
    Other versions:

  2. Charlotte Christiansen, 2008. "Mean Reversion in US and International Short Rates," CREATES Research Papers 2008-47, School of Economics and Management, University of Aarhus. [Downloadable!]

  3. Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid, 2007. "Are Economists More Likely to Hold Stocks?," CREATES Research Papers 2007-08, School of Economics and Management, University of Aarhus. [Downloadable!]
    Published as:

  4. Charlotte Christiansen & Angelo Ranaldo, 2007. "Extreme Coexceedances in New EU Member States’ Stock Markets," CREATES Research Papers 2007-34, School of Economics and Management, University of Aarhus. [Downloadable!]
    Other versions:
    Published as:

  5. Charlotte Christiansen & Juanna Schröter Joensen, 2006. "The Risk-Return Trade-Off in Human Capital Investment," Economics Working Papers 2006-02, School of Economics and Management, University of Aarhus. [Downloadable!]
    Other versions:
    Published as:

  6. Christiansen, Charlotte, 2005. "Decomposing European bond and equity volatility," Finance Research Group Working Papers F-2004-01, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
    Other versions:

  7. Christiansen, Charlotte, 2005. "Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates," Finance Research Group Working Papers F-2005-03, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
    Other versions:
    Published as:

  8. Christiansen, Charlotte & Ranaldo, Angelo, 2005. "Realized Bond-Stock Correlation: Macroeconomic Announcement Effects," Finance Research Group Working Papers F-2005-05, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
    Other versions:

  9. Charlotte Christiansen & Juanna Shröter Joensen & Jesper Rangvid, 2005. "Do More Economists HOld Stocks?," Economics Working Papers 2005-6, School of Economics and Management, University of Aarhus. [Downloadable!]
    Other versions:

  10. Christiansen, Charlotte, 2003. "Volatility-Spillover E ffects in European Bond Markets," Finance Working Papers 03-8, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]

  11. Christiansen, Charlotte, 2003. "Multivariate Term Structure Models with Level and Heteroskedasticity Effects," Finance Working Papers 02-19, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
    Published as:

  12. Christiansen, Charlotte & Engsted, Tom & Jakobsen, Svend & Tanggaard, Carsten, 2003. "An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002," Finance Working Papers 03-2, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]

  13. Christiansen, Charlotte & Nielsen, Helena Skyt, 2003. "The Educational Asset Market: A Finance Perspective on Human Capital Investment," Finance Working Papers 02-9, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
    Other versions:

  14. Christiansen, Charlotte & Engsted, Tom & Jakobsen, Svend & Tanggaard, Carsten, 2003. "Denmark - A chapter on the Danish Bond Market," Finance Working Papers 03-3, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]

  15. Christiansen, Charlotte & Lund, Jesper, 2002. "Revisiting the shape of the yield curve: the effect of interest rate volatility," Finance Working Papers 02-3, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]

  16. Christiansen, Charlotte, 2002. "Regime Switching in the Yield Curve," Finance Working Papers 02-13, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]

  17. Christiansen, Charlotte, 2001. "Long Maturity Forward Rates," Finance Working Papers 01-12, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]

  18. Christiansen, Charlotte & Strunk Hansen, Charlotte, 2000. "Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model," Finance Working Papers 00-1, University of Aarhus, Aarhus School of Business, Department of Business Studies.

  19. Christiansen, Charlotte, 2000. "Credit Spreads and the Term Structure of Interest Rates," Finance Working Papers 00-14, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
    Published as:

Articles

  1. Christiansen, Charlotte & Ranaldo, Angelo, 2009. "Extreme coexceedances in new EU member states' stock markets," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 1048-1057, June. [Downloadable!] (restricted)
    Other versions:

  2. Christiansen, Charlotte, 2008. "Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 925-948, December. [Downloadable!] (restricted)
    Other versions:

  3. Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid, 2007. "Are Economists More Likely to Hold Stocks?," Review of Finance, Oxford University Press for European Finance Association, vol. 12(3), pages 465-496. [Downloadable!] (restricted)
    Other versions:

  4. Charlotte Christiansen, 2007. "Volatility-Spillover Effects in European Bond Markets," European Financial Management, Blackwell Publishing Ltd, vol. 13(5), pages 923-948. [Downloadable!] (restricted)

  5. Christiansen, Charlotte & Joensen, Juanna Schroter & Nielsen, Helena Skyt, 2007. "The risk-return trade-off in human capital investment," Labour Economics, Elsevier, vol. 14(6), pages 971-986, December. [Downloadable!] (restricted)
    Other versions:

  6. Christiansen, Charlotte, 2005. "Multivariate term structure models with level and heteroskedasticity effects," Journal of Banking & Finance, Elsevier, vol. 29(5), pages 1037-1057, May. [Downloadable!] (restricted)
    Other versions:

  7. Charlotte Christiansen, 2005. "Variance-in-mean effects of the long forward-rate slope," Applied Financial Economics, Taylor and Francis Journals, vol. 15(11), pages 753-755, July. [Downloadable!] (restricted)

  8. Christiansen, Charlotte, 2003. "Testing the expectations hypothesis using long-maturity forward rates," Economics Letters, Elsevier, vol. 78(2), pages 175-180, February. [Downloadable!] (restricted)

  9. Christiansen, Charlotte, 2002. "Credit spreads and the term structure of interest rates," International Review of Financial Analysis, Elsevier, vol. 11(3), pages 279-295. [Downloadable!] (restricted)
    Other versions:

NEP Fields

17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (3) 2003-05-15 2006-02-05 2008-06-27
  2. NEP-ECM: Econometrics (1) 2003-05-16
  3. NEP-EDU: Education (2) 2006-02-05 2006-02-12
  4. NEP-EEC: European Economics (3) 2004-01-25 2008-06-27 2008-08-06
  5. NEP-ETS: Econometric Time Series (2) 2003-05-15 2004-01-25
  6. NEP-FIN: Finance (5) 2002-06-24 2002-06-24 2003-05-15 2004-01-25 2006-02-05 Author is listed
  7. NEP-FMK: Financial Markets (5) 2002-06-24 2002-06-24 2003-05-15 2008-09-05 2009-05-02 Author is listed
  8. NEP-HRM: Human Capital & Human Resource Management (1) 2006-02-12
  9. NEP-IFN: International Finance (1) 2004-01-25
  10. NEP-LAB: Labour Economics (1) 2003-05-15
  11. NEP-MAC: Macroeconomics (3) 2003-05-15 2003-05-18 2008-09-05
  12. NEP-MON: Monetary Economics (1) 2008-09-05
  13. NEP-RMG: Risk Management (2) 2004-01-25 2009-05-02
  14. NEP-TRA: Transition Economics (2) 2008-06-27 2008-08-06
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This page was last updated on 2009-11-5.

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