Charlotte Christiansen
Personal Details
First Name: | Charlotte |
Middle Name: | |
Last Name: | Christiansen |
Suffix: | |
RePEc Short-ID: | pch215 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/charlottechristiansenaudk/home | |
Affiliation
Center for Research in Econometric Analysis of Time Series (CREATES)
Institut for Økonomi
Aarhus Universitet
Aarhus, Denmarkhttp://www.creates.au.dk/
RePEc:edi:creaudk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Charlotte Christiansen & Ran Xing & Yue Xu, 2020. "Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies," CREATES Research Papers 2020-14, Department of Economics and Business Economics, Aarhus University.
- Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun & Wang, Weining, 2020.
"Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing,"
IRTG 1792 Discussion Papers
2020-020, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun & Wang, Weining, 2021. "Long- and short-run components of factor betas: Implications for stock pricing," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
- Aslanidis, Nektarios & Christiansen, Charlotte & Kouretas, George, 2020. "Uncertainty and Downside Risk in International Stock Returns," Working Papers 2072/376032, Universitat Rovira i Virgili, Department of Economics.
- Kim Christensen & Charlotte Christiansen & Anders M. Posselt, 2019.
"The Economic Value of VIX ETPs,"
CREATES Research Papers
2019-14, Department of Economics and Business Economics, Aarhus University.
- Christensen, Kim & Christiansen, Charlotte & Posselt, Anders M., 2020. "The economic value of VIX ETPs," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 121-138.
- Charlotte Christiansen & Niels S. Grønborg & Ole L. Nielsen, 2018.
"Mutual Fund Selection for Realistically Short Samples,"
CREATES Research Papers
2018-36, Department of Economics and Business Economics, Aarhus University.
- Christiansen, Charlotte & Grønborg, Niels S. & Nielsen, Ole L., 2020. "Mutual fund selection for realistically short samples," Journal of Empirical Finance, Elsevier, vol. 55(C), pages 218-240.
- Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou & Weining Wang, 2017. "Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing," CREATES Research Papers 2017-34, Department of Economics and Business Economics, Aarhus University.
- Nektarios Aslanidis & Charlotte Christiansen & Andrea Cipollini, 2017.
"Predicting Bond Betas using Macro-Finance Variables,"
CREATES Research Papers
2017-01, Department of Economics and Business Economics, Aarhus University.
- Aslanidis, Nektarios & Christiansen, Charlotte & Cipollini, Andrea, 2019. "Predicting bond betas using macro-finance variables," Finance Research Letters, Elsevier, vol. 29(C), pages 193-199.
- Aslanidis, Nektarios, & Christiansen, Charlotte & Cipollini, Andrea & Bons -- Models matemàtics, 2018. "Predicting Bond Betas using Macro-Finance Variables," Working Papers 2072/306546, Universitat Rovira i Virgili, Department of Economics.
- Nektarios Aslanidis & Charlotte Christiansen, 2017.
"Flight to Safety from European Stock Markets,"
CREATES Research Papers
2017-38, Department of Economics and Business Economics, Aarhus University.
- Aslanidis, Nektarios, & Christiansen, Charlotte, 2018. "Flight to Safety from European Stock Markets," Working Papers 2072/306547, Universitat Rovira i Virgili, Department of Economics.
- Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2017. "Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation," CREATES Research Papers 2018-12, Department of Economics and Business Economics, Aarhus University.
- Hossein Asgharian & Charlotte Christiansen & Rangan Gupta & Ai Jun Hou, 2016. "Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation," CREATES Research Papers 2016-29, Department of Economics and Business Economics, Aarhus University.
- Yoseph Yilma Getachew, 2016.
"Credit Constraints, Growth and Inequality Dynamics,"
Working Papers
201672, University of Pretoria, Department of Economics.
- Getachew, Yoseph Yilma, 2016. "Credit constraints, growth and inequality dynamics," Economic Modelling, Elsevier, vol. 54(C), pages 364-376.
- Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2015.
"Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets,"
CREATES Research Papers
2015-15, Department of Economics and Business Economics, Aarhus University.
- Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun, 2015. "Effects of macroeconomic uncertainty on the stock and bond markets," Finance Research Letters, Elsevier, vol. 13(C), pages 10-16.
- Nektarios Aslanidis & Charlotte Christiansen & Neophytos Lambertides & Christos S. Savva, 2014.
"Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors,"
CREATES Research Papers
2014-45, Department of Economics and Business Economics, Aarhus University.
- Nektarios Aslanidis & Charlotte Christiansen & Neophytos Lambertides & Christos S. Savva, 2019. "Idiosyncratic volatility puzzle: influence of macro-finance factors," Review of Quantitative Finance and Accounting, Springer, vol. 52(2), pages 381-401, February.
- Aslanidis, Nektarios & Christiansen, Charlotte & Lambertides, Neophytos & Savva, Christos S., 2015. "Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors," Working Papers 2072/246968, Universitat Rovira i Virgili, Department of Economics.
- Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2014.
"Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification,"
CREATES Research Papers
2014-13, Department of Economics and Business Economics, Aarhus University.
- Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2016. "Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification," Journal of Financial Econometrics, Oxford University Press, vol. 14(3), pages 617-642.
- Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun, 2014. "Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification," Working Papers 2014:37, Lund University, Department of Economics.
- Charlotte Christiansen & Jonas Nygaard Eriksen & Stig V. Møller, 2013.
"Forecasting US Recessions: The Role of Sentiments,"
CREATES Research Papers
2013-14, Department of Economics and Business Economics, Aarhus University.
- Christiansen, Charlotte & Eriksen, Jonas Nygaard & Møller, Stig Vinther, 2014. "Forecasting US recessions: The role of sentiment," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 459-468.
- Charlotte Christiansen, 2013.
"Classifying Returns as Extreme: European Stock and Bond Markets,"
CREATES Research Papers
2013-37, Department of Economics and Business Economics, Aarhus University.
- Christiansen, Charlotte, 2014. "Classifying returns as extreme: European stock and bond markets," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 1-4.
- Nektarios Aslanidis & Charlotte Christiansen & Christos S. Savva, 2013.
"Risk-Return Trade-Off for European Stock Markets,"
CREATES Research Papers
2013-31, Department of Economics and Business Economics, Aarhus University.
- Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2016. "Risk-return trade-off for European stock markets," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 84-103.
- Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2015. "Risk-Return Trade-Off for European Stock Markets," Working Papers 2072/246967, Universitat Rovira i Virgili, Department of Economics.
- Nektarios Aslanidis & Charlotte Christiansen, 2012.
"Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy,"
CREATES Research Papers
2012-34, Department of Economics and Business Economics, Aarhus University.
- Aslanidis, Nektarios & Christiansen, Charlotte, 2014. "Quantiles of the realized stock–bond correlation and links to the macroeconomy," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 321-331.
- Charlotte Christiansen, 2012.
"Integration of European Bond Markets,"
CREATES Research Papers
2012-33, Department of Economics and Business Economics, Aarhus University.
- Christiansen, Charlotte, 2014. "Integration of European bond markets," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 191-198.
- Aslanidis, Nektarios & Christiansen, Charlotte, 2011. "Quantiles of the Realized Stock-Bond Correlation," Working Papers 2072/151809, Universitat Rovira i Virgili, Department of Economics.
- Charlotte Christiansen, 2011.
"Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators,"
CREATES Research Papers
2011-20, Department of Economics and Business Economics, Aarhus University.
- Christiansen, Charlotte, 2013. "Predicting severe simultaneous recessions using yield spreads as leading indicators," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1032-1043.
- Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid, 2010. "The Effects of Marriage and Divorce on Financial Investments: Learning to Love or Hate Risk?," CREATES Research Papers 2010-57, Department of Economics and Business Economics, Aarhus University.
- Charlotte Christiansen, 2010.
"Intertemporal Risk-Return Trade-off in Foreign Exchange Rates,"
CREATES Research Papers
2010-20, Department of Economics and Business Economics, Aarhus University.
- Charlotte, Christiansen, 2011. "Intertemporal risk-return trade-off in foreign exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(4), pages 535-549, October.
- Nektarios Aslanidis & Charlotte Christiansen, 2010.
"Smooth Transition Patterns in the Realized Stock Bond Correlation,"
CREATES Research Papers
2010-15, Department of Economics and Business Economics, Aarhus University.
- Aslanidis, Nektarios & Christiansen, Charlotte, 2012. "Smooth transition patterns in the realized stock–bond correlation," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 454-464.
- Aslanidis, Nektarios & Christiansen, Charlotte, 2011. "Smooth Transition Patterns in the Realized Stock- Bond Correlation," Working Papers 2072/152138, Universitat Rovira i Virgili, Department of Economics.
- Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2010.
"A Comprehensive Look at Financial Volatility Prediction by Economic Variables,"
CREATES Research Papers
2010-58, Department of Economics and Business Economics, Aarhus University.
- Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2012. "A comprehensive look at financial volatility prediction by economic variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 956-977, September.
- Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2012. "A Comprehensive Look at Financial Volatility Prediction by Economic Variables," BIS Working Papers 374, Bank for International Settlements.
- Nektarios Aslanidis & Charlotte Christiansen, 2010. "Sign and Quantiles of the Realized Stock-Bond Correlation," CREATES Research Papers 2010-55, Department of Economics and Business Economics, Aarhus University.
- Charlotte Christiansen & Angelo Ranaldo & Paul Söderllind, 2009.
"The Time-Varying Systematic Risk of Carry Trade Strategies,"
CREATES Research Papers
2009-15, Department of Economics and Business Economics, Aarhus University.
- Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul, 2011. "The Time-Varying Systematic Risk of Carry Trade Strategies," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(4), pages 1107-1125, August.
- Söderlind, Paul & Christiansen, Charlotte & Ranaldo, Angelo, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," CEPR Discussion Papers 7345, C.E.P.R. Discussion Papers.
- 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.
- Charlotte Christiansen & Angelo Ranaldo & Paul Söderlind, 2010. "The Time-Varying Systematic Risk of Carry Trade Strategies," Working Papers 2010-01, Swiss National Bank.
- Charlotte Christiansen, 2008.
"Mean Reversion in US and International Short Rates,"
CREATES Research Papers
2008-47, Department of Economics and Business Economics, Aarhus University.
- Christiansen, Charlotte, 2010. "Mean reversion in US and international short rates," The North American Journal of Economics and Finance, Elsevier, vol. 21(3), pages 286-296, December.
- Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid, 2007.
"Are Economists More Likely to Hold Stocks?,"
CREATES Research Papers
2007-08, Department of Economics and Business Economics, Aarhus University.
- Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid, 2008. "Are Economists More Likely to Hold Stocks?," Review of Finance, European Finance Association, vol. 12(3), pages 465-496.
- Charlotte Christiansen & Angelo Ranaldo, 2007.
"Extreme Coexceedances in New EU Member States’ Stock Markets,"
CREATES Research Papers
2007-34, Department of Economics and Business Economics, Aarhus University.
- 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.
- Charlotte Christiansen & Angelo Ranaldo, 2008. "Extreme Coexceedances in New EU Member States' Stock Markets," Working Papers 2008-10, Swiss National Bank.
- Charlotte Christiansen, 2007.
"Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates,"
CREATES Research Papers
2007-05, Department of Economics and Business Economics, Aarhus University.
- 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.
- 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.
- Charlotte Christiansen, 2007.
"Decomposing European Bond and Equity Volatility,"
CREATES Research Papers
2007-06, Department of Economics and Business Economics, Aarhus University.
- Charlotte Christiansen, 2010. "Decomposing European bond and equity volatility," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(2), pages 105-122.
- 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.
- Charlotte Christiansen & Juanna Schröter Joensen, 2006.
"The Risk-Return Trade-Off in Human Capital Investment,"
Economics Working Papers
2006-02, Department of Economics and Business Economics, Aarhus University.
- 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.
- Christiansen, Charlotte & Joensen, Juanna Schrøter & Nielsen, Helena Skyt, 2006. "The Risk-Return Trade-Off in Human Capital Investment," IZA Discussion Papers 1962, Institute of Labor Economics (IZA).
- 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.
- Charlotte Christiansen & Angelo Ranaldo, 2007. "Realized bond—stock correlation: Macroeconomic announcement effects," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(5), pages 439-469, May.
- Charlotte Christiansen & Angelo Ranaldo, 2006. "Realized Bond-Stock Correlation: Macroeconomic Announcement Effects," Working Papers 2006-02, Swiss National Bank.
- Charlotte Christiansen & Juanna Shröter Joensen & Jesper Rangvid, 2005.
"Do More Economists Hold Stocks?,"
Economics Working Papers
2005-06, Department of Economics and Business Economics, Aarhus University.
- Christiansen, Charlotte & Joensen, Juanna Schröter & Rangvid, Jesper, 2005. "Do More Economists Hold Stocks?," Finance Research Group Working Papers F-2005-02, University of Aarhus, Aarhus School of Business, Department of Business Studies.
- 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.
- Christiansen, Charlotte, 2005. "Multivariate term structure models with level and heteroskedasticity effects," Journal of Banking & Finance, Elsevier, vol. 29(5), pages 1037-1057, May.
- 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.
- 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.
- 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.
- 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.
- Christiansen, Charlotte & Nielsen, Helena Skyt, 2002. "The Educational Asset Market: A Finance Perspective on Human Capital Investment," Working Papers 02-10, University of Aarhus, Aarhus School of Business, Department of Economics.
- 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.
- 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.
- Charlotte Christiansen, 2004. "Regime switching in the yield curve," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 24(4), pages 315-336, April.
- Christiansen, Charlotte, 2001. "Long Maturity Forward Rates," Finance Working Papers 01-12, University of Aarhus, Aarhus School of Business, Department of Business Studies.
- 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.
- 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.
- Christiansen, Charlotte, 2002. "Credit spreads and the term structure of interest rates," International Review of Financial Analysis, Elsevier, vol. 11(3), pages 279-295.
Articles
- Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun, 2023. "The effect of uncertainty on stock market volatility and correlation," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Christiansen, Charlotte & Jansson, Thomas & Kallestrup-Lamb, Malene & Noren, Vicke, 2023. "Households' investments in socially responsible mutual funds," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 46-67.
- Nektarios Aslanidis & Charlotte Christiansen & Christos S. Savva, 2021. "Quantile Risk–Return Trade-Off," JRFM, MDPI, vol. 14(6), pages 1-14, June.
- Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun & Wang, Weining, 2021.
"Long- and short-run components of factor betas: Implications for stock pricing,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
- Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun & Wang, Weining, 2020. "Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing," IRTG 1792 Discussion Papers 2020-020, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2020. "Flight-to-safety and the risk-return trade-off: European evidence," Finance Research Letters, Elsevier, vol. 35(C).
- Christiansen, Charlotte & Grønborg, Niels S. & Nielsen, Ole L., 2020.
"Mutual fund selection for realistically short samples,"
Journal of Empirical Finance, Elsevier, vol. 55(C), pages 218-240.
- Charlotte Christiansen & Niels S. Grønborg & Ole L. Nielsen, 2018. "Mutual Fund Selection for Realistically Short Samples," CREATES Research Papers 2018-36, Department of Economics and Business Economics, Aarhus University.
- Christensen, Kim & Christiansen, Charlotte & Posselt, Anders M., 2020.
"The economic value of VIX ETPs,"
Journal of Empirical Finance, Elsevier, vol. 58(C), pages 121-138.
- Kim Christensen & Charlotte Christiansen & Anders M. Posselt, 2019. "The Economic Value of VIX ETPs," CREATES Research Papers 2019-14, Department of Economics and Business Economics, Aarhus University.
- Christiansen, Charlotte & Eriksen, Jonas N. & Møller, Stig V., 2019. "Negative house price co-movements and US recessions," Regional Science and Urban Economics, Elsevier, vol. 77(C), pages 382-394.
- Aslanidis, Nektarios & Christiansen, Charlotte & Cipollini, Andrea, 2019.
"Predicting bond betas using macro-finance variables,"
Finance Research Letters, Elsevier, vol. 29(C), pages 193-199.
- Aslanidis, Nektarios, & Christiansen, Charlotte & Cipollini, Andrea & Bons -- Models matemàtics, 2018. "Predicting Bond Betas using Macro-Finance Variables," Working Papers 2072/306546, Universitat Rovira i Virgili, Department of Economics.
- Nektarios Aslanidis & Charlotte Christiansen & Andrea Cipollini, 2017. "Predicting Bond Betas using Macro-Finance Variables," CREATES Research Papers 2017-01, Department of Economics and Business Economics, Aarhus University.
- Nektarios Aslanidis & Charlotte Christiansen & Neophytos Lambertides & Christos S. Savva, 2019.
"Idiosyncratic volatility puzzle: influence of macro-finance factors,"
Review of Quantitative Finance and Accounting, Springer, vol. 52(2), pages 381-401, February.
- Aslanidis, Nektarios & Christiansen, Charlotte & Lambertides, Neophytos & Savva, Christos S., 2015. "Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors," Working Papers 2072/246968, Universitat Rovira i Virgili, Department of Economics.
- Nektarios Aslanidis & Charlotte Christiansen & Neophytos Lambertides & Christos S. Savva, 2014. "Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors," CREATES Research Papers 2014-45, Department of Economics and Business Economics, Aarhus University.
- Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2016.
"Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification,"
Journal of Financial Econometrics, Oxford University Press, vol. 14(3), pages 617-642.
- Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun, 2014. "Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification," Working Papers 2014:37, Lund University, Department of Economics.
- Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2014. "Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification," CREATES Research Papers 2014-13, Department of Economics and Business Economics, Aarhus University.
- Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2016.
"Risk-return trade-off for European stock markets,"
International Review of Financial Analysis, Elsevier, vol. 46(C), pages 84-103.
- Nektarios Aslanidis & Charlotte Christiansen & Christos S. Savva, 2013. "Risk-Return Trade-Off for European Stock Markets," CREATES Research Papers 2013-31, Department of Economics and Business Economics, Aarhus University.
- Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2015. "Risk-Return Trade-Off for European Stock Markets," Working Papers 2072/246967, Universitat Rovira i Virgili, Department of Economics.
- Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun, 2015.
"Effects of macroeconomic uncertainty on the stock and bond markets,"
Finance Research Letters, Elsevier, vol. 13(C), pages 10-16.
- Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2015. "Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets," CREATES Research Papers 2015-15, Department of Economics and Business Economics, Aarhus University.
- Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid, 2015. "Understanding The Effects Of Marriage And Divorce On Financial Investments: The Role Of Background Risk Sharing," Economic Inquiry, Western Economic Association International, vol. 53(1), pages 431-447, January.
- Aslanidis, Nektarios & Christiansen, Charlotte, 2014.
"Quantiles of the realized stock–bond correlation and links to the macroeconomy,"
Journal of Empirical Finance, Elsevier, vol. 28(C), pages 321-331.
- Nektarios Aslanidis & Charlotte Christiansen, 2012. "Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy," CREATES Research Papers 2012-34, Department of Economics and Business Economics, Aarhus University.
- Christiansen, Charlotte, 2014.
"Integration of European bond markets,"
Journal of Banking & Finance, Elsevier, vol. 42(C), pages 191-198.
- Charlotte Christiansen, 2012. "Integration of European Bond Markets," CREATES Research Papers 2012-33, Department of Economics and Business Economics, Aarhus University.
- Christiansen, Charlotte & Eriksen, Jonas Nygaard & Møller, Stig Vinther, 2014.
"Forecasting US recessions: The role of sentiment,"
Journal of Banking & Finance, Elsevier, vol. 49(C), pages 459-468.
- Charlotte Christiansen & Jonas Nygaard Eriksen & Stig V. Møller, 2013. "Forecasting US Recessions: The Role of Sentiments," CREATES Research Papers 2013-14, Department of Economics and Business Economics, Aarhus University.
- Christiansen, Charlotte, 2014.
"Classifying returns as extreme: European stock and bond markets,"
International Review of Financial Analysis, Elsevier, vol. 34(C), pages 1-4.
- Charlotte Christiansen, 2013. "Classifying Returns as Extreme: European Stock and Bond Markets," CREATES Research Papers 2013-37, Department of Economics and Business Economics, Aarhus University.
- Christiansen, Charlotte, 2013.
"Predicting severe simultaneous recessions using yield spreads as leading indicators,"
Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1032-1043.
- Charlotte Christiansen, 2011. "Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators," CREATES Research Papers 2011-20, Department of Economics and Business Economics, Aarhus University.
- Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2012.
"A comprehensive look at financial volatility prediction by economic variables,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 956-977, September.
- Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2010. "A Comprehensive Look at Financial Volatility Prediction by Economic Variables," CREATES Research Papers 2010-58, Department of Economics and Business Economics, Aarhus University.
- Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2012. "A Comprehensive Look at Financial Volatility Prediction by Economic Variables," BIS Working Papers 374, Bank for International Settlements.
- Aslanidis, Nektarios & Christiansen, Charlotte, 2012.
"Smooth transition patterns in the realized stock–bond correlation,"
Journal of Empirical Finance, Elsevier, vol. 19(4), pages 454-464.
- Aslanidis, Nektarios & Christiansen, Charlotte, 2011. "Smooth Transition Patterns in the Realized Stock- Bond Correlation," Working Papers 2072/152138, Universitat Rovira i Virgili, Department of Economics.
- Nektarios Aslanidis & Charlotte Christiansen, 2010. "Smooth Transition Patterns in the Realized Stock Bond Correlation," CREATES Research Papers 2010-15, Department of Economics and Business Economics, Aarhus University.
- Charlotte, Christiansen, 2011.
"Intertemporal risk-return trade-off in foreign exchange rates,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(4), pages 535-549, October.
- Charlotte Christiansen, 2010. "Intertemporal Risk-Return Trade-off in Foreign Exchange Rates," CREATES Research Papers 2010-20, Department of Economics and Business Economics, Aarhus University.
- Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul, 2011.
"The Time-Varying Systematic Risk of Carry Trade Strategies,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(4), pages 1107-1125, August.
- Söderlind, Paul & Christiansen, Charlotte & Ranaldo, Angelo, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," CEPR Discussion Papers 7345, C.E.P.R. Discussion Papers.
- 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.
- Charlotte Christiansen & Angelo Ranaldo & Paul Söderllind, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," CREATES Research Papers 2009-15, Department of Economics and Business Economics, Aarhus University.
- Charlotte Christiansen & Angelo Ranaldo & Paul Söderlind, 2010. "The Time-Varying Systematic Risk of Carry Trade Strategies," Working Papers 2010-01, Swiss National Bank.
- Christiansen, Charlotte, 2010.
"Mean reversion in US and international short rates,"
The North American Journal of Economics and Finance, Elsevier, vol. 21(3), pages 286-296, December.
- Charlotte Christiansen, 2008. "Mean Reversion in US and International Short Rates," CREATES Research Papers 2008-47, Department of Economics and Business Economics, Aarhus University.
- Charlotte Christiansen, 2010.
"Decomposing European bond and equity volatility,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(2), pages 105-122.
- 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.
- Charlotte Christiansen, 2007. "Decomposing European Bond and Equity Volatility," CREATES Research Papers 2007-06, Department of Economics and Business Economics, Aarhus University.
- 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.
- Charlotte Christiansen & Angelo Ranaldo, 2007. "Extreme Coexceedances in New EU Member States’ Stock Markets," CREATES Research Papers 2007-34, Department of Economics and Business Economics, Aarhus University.
- Charlotte Christiansen & Angelo Ranaldo, 2008. "Extreme Coexceedances in New EU Member States' Stock Markets," Working Papers 2008-10, Swiss National Bank.
- 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.
- Charlotte Christiansen, 2007. "Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates," CREATES Research Papers 2007-05, Department of Economics and Business Economics, Aarhus University.
- 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.
- Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid, 2008.
"Are Economists More Likely to Hold Stocks?,"
Review of Finance, European Finance Association, vol. 12(3), pages 465-496.
- Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid, 2007. "Are Economists More Likely to Hold Stocks?," CREATES Research Papers 2007-08, Department of Economics and Business Economics, Aarhus University.
- 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.
- Charlotte Christiansen & Juanna Schröter Joensen, 2006. "The Risk-Return Trade-Off in Human Capital Investment," Economics Working Papers 2006-02, Department of Economics and Business Economics, Aarhus University.
- Christiansen, Charlotte & Joensen, Juanna Schrøter & Nielsen, Helena Skyt, 2006. "The Risk-Return Trade-Off in Human Capital Investment," IZA Discussion Papers 1962, Institute of Labor Economics (IZA).
- Charlotte Christiansen, 2007. "Volatility‐Spillover Effects in European Bond Markets," European Financial Management, European Financial Management Association, vol. 13(5), pages 923-948, November.
- Charlotte Christiansen & Angelo Ranaldo, 2007.
"Realized bond—stock correlation: Macroeconomic announcement effects,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(5), pages 439-469, May.
- Charlotte Christiansen & Angelo Ranaldo, 2006. "Realized Bond-Stock Correlation: Macroeconomic Announcement Effects," Working Papers 2006-02, Swiss National Bank.
- 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.
- Christiansen, Charlotte, 2005.
"Multivariate term structure models with level and heteroskedasticity effects,"
Journal of Banking & Finance, Elsevier, vol. 29(5), pages 1037-1057, May.
- 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.
- Charlotte Christiansen, 2004.
"Regime switching in the yield curve,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 24(4), pages 315-336, April.
- 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.
- Christiansen, Charlotte, 2003. "Testing the expectations hypothesis using long-maturity forward rates," Economics Letters, Elsevier, vol. 78(2), pages 175-180, February.
- Christiansen, Charlotte, 2002.
"Credit spreads and the term structure of interest rates,"
International Review of Financial Analysis, Elsevier, vol. 11(3), pages 279-295.
- 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.
RePEc:taf:apfiec:v:15:y:2005:i:11:p:753-755 is not listed on IDEAS
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Rankings
This author is among the top 5% authors according to these criteria:Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 40 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FMK: Financial Markets (12) 2002-06-24 2002-06-24 2003-05-15 2008-09-05 2009-05-02 2010-05-02 2011-12-13 2012-07-23 2015-02-28 2017-03-26 2018-04-09 2019-09-30. Author is listed
- NEP-RMG: Risk Management (9) 2004-01-25 2009-05-02 2010-05-22 2011-12-13 2013-11-16 2015-02-28 2018-04-09 2020-07-20 2021-03-15. Author is listed
- NEP-EEC: European Economics (7) 2004-01-25 2008-06-27 2008-08-06 2012-07-23 2013-11-16 2015-02-28 2018-04-09. Author is listed
- NEP-FOR: Forecasting (7) 2010-05-02 2010-09-11 2011-06-11 2012-06-25 2012-07-23 2013-05-24 2014-04-18. Author is listed
- NEP-MAC: Macroeconomics (7) 2003-05-15 2003-05-18 2008-09-05 2013-05-24 2014-04-18 2015-01-09 2015-04-02. Author is listed
- NEP-FIN: Finance (5) 2002-06-24 2002-06-24 2003-05-15 2004-01-25 2006-02-05. Author is listed
- NEP-IFN: International Finance (4) 2004-01-25 2010-04-17 2010-05-22 2020-07-20
- NEP-CFN: Corporate Finance (3) 2003-05-15 2006-02-05 2008-06-27
- NEP-ORE: Operations Research (3) 2013-11-16 2015-04-02 2016-10-09
- NEP-BEC: Business Economics (2) 2010-09-11 2013-05-24
- NEP-EDU: Education (2) 2006-02-05 2006-02-12
- NEP-ETS: Econometric Time Series (2) 2003-05-15 2004-01-25
- NEP-MST: Market Microstructure (2) 2010-05-02 2010-09-11
- NEP-TRA: Transition Economics (2) 2008-06-27 2008-08-06
- NEP-ACC: Accounting and Auditing (1) 2020-12-21
- NEP-CBA: Central Banking (1) 2011-06-11
- NEP-CWA: Central and Western Asia (1) 2021-03-15
- NEP-ECM: Econometrics (1) 2003-05-16
- NEP-HRM: Human Capital and Human Resource Management (1) 2006-02-12
- NEP-LAB: Labour Economics (1) 2003-05-15
- NEP-MON: Monetary Economics (1) 2008-09-05
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Charlotte Christiansen should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.