Charlotte Christiansen : Citation Profile


Are you Charlotte Christiansen?

Aarhus Universitet

15

H index

15

i10 index

712

Citations

RESEARCH PRODUCTION:

32

Articles

60

Papers

RESEARCH ACTIVITY:

   20 years (2000 - 2020). See details.
   Cites by year: 35
   Journals where Charlotte Christiansen has often published
   Relations with other researchers
   Recent citing documents: 128.    Total self citations: 30 (4.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch215
   Updated: 2020-11-21    RAS profile: 2020-11-02    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Asgharian, Hossein (7)

Savva, Christos (5)

cipollini, andrea (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Charlotte Christiansen.

Is cited by:

Chuliá, Helena (17)

Abad, Pilar (13)

GUPTA, RANGAN (12)

Balli, Faruk (11)

Pönkä, Harri (9)

Kose, Ayhan (9)

Kollias, Christos (9)

Conrad, Christian (8)

Sakemoto, Ryuta (8)

Menkhoff, Lukas (8)

Abreu, Margarida (8)

Cites to:

Engle, Robert (31)

Bollerslev, Tim (24)

Bekaert, Geert (15)

Asgharian, Hossein (13)

Harvey, Campbell (10)

Heckman, James (9)

Fama, Eugene (9)

Campbell, John (9)

Karolyi, G. (8)

Jagannathan, Ravi (8)

Andersen, Torben (8)

Main data


Where Charlotte Christiansen has published?


Journals with more than one article published# docs
Journal of Empirical Finance4
Journal of Banking & Finance4
International Review of Financial Analysis4
Finance Research Letters3
Journal of Futures Markets2

Working Papers Series with more than one paper published# docs
Working Papers / Universitat Rovira i Virgili, Department of Economics7
Working Papers / Swiss National Bank3

Recent works citing Charlotte Christiansen (2020 and 2019)


YearTitle of citing document
2019Household Portfolio Choice Before and After a House Purchase. (2019). Zhou, Jie ; Lyng, Ran Sun. In: Economics Working Papers. RePEc:aah:aarhec:2019-01.

Full description at Econpapers || Download paper

2020Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09.

Full description at Econpapers || Download paper

2020Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: AMSE Working Papers. RePEc:aim:wpaimx:2013.

Full description at Econpapers || Download paper

2019Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach. (2019). Rossi, Eduardo ; Palomba, Giulio ; Bucci, Andrea. In: Working Papers. RePEc:anc:wpaper:440.

Full description at Econpapers || Download paper

2020Volatility Depend on Market Trades and Macro Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907.

Full description at Econpapers || Download paper

2020Price, Volatility and the Second-Order Economic Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2009.14278.

Full description at Econpapers || Download paper

2020Bond market integration of emerging economies and bilateral linkages. (2020). Balli, Faruk ; Rana, Faisal ; Hu, Xuan. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2039-2062.

Full description at Econpapers || Download paper

2019Does Business Confidence Matter for Investment?. (2019). Khan, Hashmat ; Upadhayaya, Santosh. In: Carleton Economic Papers. RePEc:car:carecp:17-13.

Full description at Econpapers || Download paper

2019Liquidity and tail-risk interdependencies in the euro area sovereign bond market. (2019). Clancy, Daragh ; Filiani, Pasquale ; Dunne, Peter G. In: Research Technical Papers. RePEc:cbi:wpaper:11/rt/19.

Full description at Econpapers || Download paper

2019Extracting information on economic activity from business and consumer surveys in an emerging economy (Chile). (2019). Pedersen, Michael ; Figueroa, Camila. In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:22:y:2019:i:3:p:098-131.

Full description at Econpapers || Download paper

2020Global Macro-Financial Cycles and Spillovers. (2020). Ha, Jongrim ; Kose, Ayhan ; Otrok, Christopher ; Prasad, Eswar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14404.

Full description at Econpapers || Download paper

2019Detecting turning points in global economic activity. (2019). Seitz, Franz ; Salvador, Ramon Gomez ; Baumann, Ursel. In: Working Paper Series. RePEc:ecb:ecbwps:20192310.

Full description at Econpapers || Download paper

2020The Effects of External Uncertainties against Monetary Policy Uncertainty on IRANIAN Stock Return Volatility Using GARCH-MIDAS Approach. (2020). Oroumieh, Kiana Baensaf ; Javad, Seyed Mohammad ; Bajgiran, Bahareh Ramezanian ; Razmi, Seyedeh Fatemeh. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-35.

Full description at Econpapers || Download paper

2020The contribution of intraday jumps to forecasting the density of returns. (2020). Sevi, Benoit ; Ielpo, Florian ; Chorro, Christophe. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300233.

Full description at Econpapers || Download paper

2019Who poisons the pool? Time-varying asymmetric and nonlinear causal inference between low-risk and high-risk bonds markets. (2019). Wang, Jinghua ; Kim, Yea Lee ; Ngene, Geoffrey M. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:136-147.

Full description at Econpapers || Download paper

2020Forecasting stock market volatility: The role of technical variables. (2020). Liu, LI ; Pan, Zhiyuan. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:55-65.

Full description at Econpapers || Download paper

2020Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis. (2020). Pochea, Maria Miruna ; Nioi, Mihai. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:133-147.

Full description at Econpapers || Download paper

2020Growth with many agents and wages paid ex ante. (2020). Dubey, Ram ; Borissov, Kirill. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:101-107.

Full description at Econpapers || Download paper

2020The effects of the great recession on college majors. (2020). Ersoy, Fulya Y. In: Economics of Education Review. RePEc:eee:ecoedu:v:77:y:2020:i:c:s0272775719305795.

Full description at Econpapers || Download paper

2019Understanding stock market volatility: What is the role of U.S. uncertainty?. (2019). Yin, Libo ; Fang, Tong ; Su, Zhi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:582-590.

Full description at Econpapers || Download paper

2019Network connectedness and net spillover between financial and commodity markets. (2019). Yoon, Seong-Min ; Uddin, Gazi ; al Mamun, MD ; Kang, Sang Hoon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:801-818.

Full description at Econpapers || Download paper

2019Forecasting aggregate equity return volatility using crude oil price volatility: The role of nonlinearities and asymmetries. (2019). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306296.

Full description at Econpapers || Download paper

2020States of psychological anchors and price behavior of Japanese yen futures. (2020). Wang, Yu-Chun ; Lu, Yang-Cheng ; Lee, Yun-Huan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302912.

Full description at Econpapers || Download paper

2020The effect of domestic and foreign risks on an emerging stock market: A time series analysis. (2020). Kirikkaleli, Dervis. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302997.

Full description at Econpapers || Download paper

2020Industry risk transmission channels and the spillover effects of specific determinants in China’s stock market: A spatial econometrics approach. (2020). Jin, Xiu ; Chen, NA. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301986.

Full description at Econpapers || Download paper

2020Forecasting the Chinese stock market volatility with international market volatilities: The role of regime switching. (2020). Wei, YU ; Lei, Likun ; Zhang, Yaojie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302293.

Full description at Econpapers || Download paper

2020Efficient predictability of stock return volatility: The role of stock market implied volatility. (2020). He, Shaoyi ; Wen, Fenghua ; Zhou, Huiting ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300711.

Full description at Econpapers || Download paper

2020Economic indicators and stock market volatility in an emerging economy. (2020). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518305594.

Full description at Econpapers || Download paper

2019From academic abilities to occupation: What drives stock market participation?. (2019). Liivamagi, Kristjan ; Vaarmets, Tarvo ; Talpsepp, Tnn. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:83-100.

Full description at Econpapers || Download paper

2020Forecasting stock returns: A predictor-constrained approach. (2020). Wang, Yudong ; Pettenuzzo, Davide ; Pan, Zhiyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:200-217.

Full description at Econpapers || Download paper

2019Oil prices, fundamentals and expectations. (2019). Xu, Bing ; Lorusso, Marco ; Byrne, Joseph P. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:59-75.

Full description at Econpapers || Download paper

2019Forecasting the sign of U.S. oil and gas industry stock index excess returns employing macroeconomic variables. (2019). Kemp, Alexander ; Liu, Jingzhen. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:672-686.

Full description at Econpapers || Download paper

2020Time-varying persistence in real oil prices and its determinant. (2020). Wegener, Christoph ; Kruse, Robinson. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319300805.

Full description at Econpapers || Download paper

2019Determinants of stock-bond market comovement in the Eurozone under model uncertainty. (2019). Skintzi, Vasiliki D. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:20-28.

Full description at Econpapers || Download paper

2019Modeling intraday volatility of European bond markets: A data filtering application. (2019). Dufour, Alfonso ; Zhang, Hanyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:131-146.

Full description at Econpapers || Download paper

2019Currency carry trades and the conditional factor model. (2019). Sakemoto, Ryuta. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:198-208.

Full description at Econpapers || Download paper

2020Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management. (2020). Tsuji, Chikashi. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521919302224.

Full description at Econpapers || Download paper

2020Impact of US unconventional monetary policy on dynamic stock-bond correlations: Portfolio rebalancing and signalling channel effects. (2020). Gokmenoglu, Korhan ; al Al, Abobaker. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318307323.

Full description at Econpapers || Download paper

2019Latin American Corporate Emerging Markets Bond Indices (CEMBIs): Their recent evolution. (2019). Santillan-Salgado, Roberto J ; Lopez-Herrera, Francisco ; Cabello, Alejandra. In: Global Finance Journal. RePEc:eee:glofin:v:41:y:2019:i:c:p:104-112.

Full description at Econpapers || Download paper

2019Cross-asset relations, correlations and economic implications. (2019). McMillan, David G. In: Global Finance Journal. RePEc:eee:glofin:v:41:y:2019:i:c:p:60-78.

Full description at Econpapers || Download paper

2019Unexploited currency carry trade profit opportunity. (2019). Suh, Sangwon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:236-254.

Full description at Econpapers || Download paper

2019The Brexit vote and currency markets. (2019). Urquhart, Andrew ; McGroarty, Frank ; Dao, Thong M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:153-164.

Full description at Econpapers || Download paper

2019Financial development, government bond returns, and stability: International evidence. (2019). Piljak, Vanja ; Nguyen, Duc Khuong ; Boubaker, Sabri ; Savvides, Andreas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:81-96.

Full description at Econpapers || Download paper

2019Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed?. (2019). Bonato, Matteo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:184-202.

Full description at Econpapers || Download paper

2019Contagion risk in global banking sector. (2019). Mishra, Anil ; Choudhury, Tonmoy ; Batten, Jonathan A ; Daly, Kevin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118300684.

Full description at Econpapers || Download paper

2019Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting. (2019). Walther, Thomas ; Bouri, Elie ; Klein, Tony. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302446.

Full description at Econpapers || Download paper

2019Combining wavelet decomposition with machine learning to forecast gold returns. (2019). Risse, Marian. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:601-615.

Full description at Econpapers || Download paper

2020The impact of sentiment and attention measures on stock market volatility. (2020). Audrino, Francesco ; Ballinari, Daniele ; Sigrist, Fabio. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:334-357.

Full description at Econpapers || Download paper

2020Number of brothers, risk sharing, and stock market participation. (2020). Niu, Geng ; Zhou, Yang ; Li, Han ; Wang, QI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300248.

Full description at Econpapers || Download paper

2020Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach. (2020). Liu, Xiaochun ; You, YU. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620301151.

Full description at Econpapers || Download paper

2020Academic abilities, education and performance in the stock market. (2020). Vaarmets, Tarvo ; Liivamagi, Kristjan ; Talpsepp, Tnn. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:117:y:2020:i:c:s037842662030114x.

Full description at Econpapers || Download paper

2020Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin. (2020). , Walid. In: Journal of Economics and Business. RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302206.

Full description at Econpapers || Download paper

2019The determinants of the model-free positive and negative volatilities. (2019). Tunaru, Radu ; Morelli, David ; Bevilacqua, Mattia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:92:y:2019:i:c:p:1-24.

Full description at Econpapers || Download paper

2019The economic drivers of commodity market volatility. (2019). Symeonidis, Lazaros ; Stancu, Andrei ; Prokopczuk, Marcel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:98:y:2019:i:c:4.

Full description at Econpapers || Download paper

2019U.S., European, Chinese economic policy uncertainty and Moroccan stock market volatility. (2019). el Ghini, Ahmed ; Belcaid, Karim. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300672.

Full description at Econpapers || Download paper

2019Unemployment expectations: A socio-demographic analysis of the effect of news. (2019). Sorić, Petar ; Lolić, Ivana ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Labour Economics. RePEc:eee:labeco:v:60:y:2019:i:c:p:64-74.

Full description at Econpapers || Download paper

2019Are educational managers credible or overconfident? Evidence from share repurchases in Taiwan. (2019). Chen, Chin-Ming ; Lin, Yung-Chieh ; Su, Xuan-Qi ; Lowe, Alpha . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:56:y:2019:i:c:p:93-112.

Full description at Econpapers || Download paper

2020Stock return predictability from a mixed model perspective. (2020). Zhu, Huan ; Dai, Zhifeng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930633x.

Full description at Econpapers || Download paper

2020Misinformation corrections of corporate news: Corporate clarification announcements. (2020). Yang, Ann Shawing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x19302884.

Full description at Econpapers || Download paper

2019Stochastic modeling of currency exchange rates with novel validation techniques. (2019). Michalak, Anna ; Sikora, Grzegorz ; Wyomaska, Agnieszka ; Mita, Pawe ; Bielak, Ukasz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1202-1215.

Full description at Econpapers || Download paper

2020Uncertainty in Euro area and the bond spreads. (2020). Siriopoulos, Costas ; Svingou, Argyro ; Tsagkanos, Athanasios ; Gkillas, Konstantinos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315109.

Full description at Econpapers || Download paper

2020Forecasting Chinese industry return volatilities with RMB/USD exchange rate. (2020). Dong, Xiaodi ; Zhu, Huan ; Dai, Zhifeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316929.

Full description at Econpapers || Download paper

2019Its not that important: The negligible effect of oil market uncertainty. (2019). Wang, Yudong ; Liu, LI ; Feng, Jiabao ; Yin, Libo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:62-84.

Full description at Econpapers || Download paper

2019The economic sources of Chinas CSI 300 spot and futures volatilities before and after the 2015 stock market crisis. (2019). Gong, Yuting ; Chen, Qiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:102-121.

Full description at Econpapers || Download paper

2019How biased is the behavior of the individual investor in warrants?. (2019). Abreu, Margarida. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:139-149.

Full description at Econpapers || Download paper

2019The role of oil prices on the Russian business cycle. (2019). Pönkä, Harri ; Zheng, YI ; Ponka, Harri. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:70-78.

Full description at Econpapers || Download paper

2019What Wavelet-Based Quantiles Can Suggest about the Stocks-Bond Interaction in the Emerging East Asian Economies?. (2019). Živkov, Dejan ; Stankovic, Milica ; Njegic, Jovan. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:69:y:2019:i:1:p:95-119.

Full description at Econpapers || Download paper

2020Forecasting the state of the Finnish business cycle*. (2020). Pönkä, Harri ; Stenborg, Markku. In: Finnish Economic Papers. RePEc:fep:journl:v:29:y:2020:i:1:p:81-99.

Full description at Econpapers || Download paper

2019Comparing Sentiment- and Behavioral-Based Leading Indexes for Industrial Production: When Does Each Fail?. (2019). Schroder, Michael ; Yilmaz, Yunus ; Seip, Knut Lehre. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:4:p:104-:d:277261.

Full description at Econpapers || Download paper

2019The Comovement of Exchange Rates and Stock Markets in Central and Eastern Europe. (2019). Stanciu, Cristian-Valeriu ; Clichici, Dorina ; Moagr-Poladian, Simona. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3985-:d:250829.

Full description at Econpapers || Download paper

2020Volatility Spillovers between Equity and Green Bond Markets. (2020). Park, Jiyeon ; Ryu, Doojin. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:9:p:3722-:d:353863.

Full description at Econpapers || Download paper

2020Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Lajaunie, Quentin ; Hasse, Jean-Baptiste. In: Working Papers. RePEc:hal:wpaper:halshs-02549044.

Full description at Econpapers || Download paper

2019Testing for breaks in the cointegrating relationship: On the stability of government bond markets equilibrium. (2019). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-656.

Full description at Econpapers || Download paper

2019Completing the Market: Generating Shadow CDS Spreads by Machine Learning. (2019). Meyer-Cirkel, Alexis ; Li, Jian ; Hu, Nan. In: IMF Working Papers. RePEc:imf:imfwpa:19/292.

Full description at Econpapers || Download paper

2019Labor market transitions after layoffs: the role of occupational skills. (2018). Rinawi, Miriam ; Backes-Gellner, Uschi. In: Economics of Education Working Paper Series. RePEc:iso:educat:0103.

Full description at Econpapers || Download paper

2019Financial Literacy and Preparation for Retirement. (2019). Nolan, Anne ; Doorley, Karina. In: IZA Discussion Papers. RePEc:iza:izadps:dp12187.

Full description at Econpapers || Download paper

2019The Determinants of Retirement Planning within Couples in Ireland. (2019). Nolan, Anne ; Doorley, Karina. In: IZA Discussion Papers. RePEc:iza:izadps:dp12188.

Full description at Econpapers || Download paper

2019The Likelihood of Divorce and the Riskiness of Financial Decisions. (2019). Szczygielski, Krzysztof ; Stark, Oded. In: IZA Discussion Papers. RePEc:iza:izadps:dp12518.

Full description at Econpapers || Download paper

2020Global Macro-Financial Cycles and Spillovers. (2020). Prasad, Eswar ; Kose, Ayhan ; Ha, Jongrim ; Otrok, Christopher. In: IZA Discussion Papers. RePEc:iza:izadps:dp13000.

Full description at Econpapers || Download paper

2020Financial Expectations and Household Consumption: Does Middle Inflation Matter?. (2020). Harris, Mark N ; Brown, Sarah ; Taylor, Karl ; Spencer, Christopher . In: IZA Discussion Papers. RePEc:iza:izadps:dp13023.

Full description at Econpapers || Download paper

2020Financial integration in the EU28 equity markets: measures and drivers. (2020). Papanagiotou, Evangalia ; Ossola, Elisa ; Nardo, Michela. In: Working Papers. RePEc:jrs:wpaper:202009.

Full description at Econpapers || Download paper

2020The Profitability in the FTSE 100 Index: A New Markov Chain Approach. (2020). Nicolau, Joo ; Riedlinger, Flavio Ivo. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:1:d:10.1007_s10690-019-09282-4.

Full description at Econpapers || Download paper

2019Empirical modelling of survey-based expectations for the design of economic indicators in five European regions. (2019). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Empirica. RePEc:kap:empiri:v:46:y:2019:i:2:d:10.1007_s10663-017-9395-1.

Full description at Econpapers || Download paper

2019Risk of window dressing: quarter-end spikes in the Japanese yen Libor-OIS spread. (2019). Zhang, Jiayue ; Wong, Alfred ; Kikuchi, Mayu. In: Journal of Regulatory Economics. RePEc:kap:regeco:v:56:y:2019:i:2:d:10.1007_s11149-019-09393-w.

Full description at Econpapers || Download paper

2019Risk - Return Relationship: Nigerian Stock Market during Pre and Post 2007-2009 Financial Meltdown. (2019). Abdul, Falilat Ajoke ; Lawal, Azeez Tunbosun ; Nageri, Kamaldeen Ibraheem. In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:5:y:2019:i:2:p:52-62.

Full description at Econpapers || Download paper

2020Global Macro-Financial Cycles and Spillovers. (2020). Prasad, Eswar ; Kose, Ayhan ; Ha, Jongrim ; Otrok, Christopher. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2004.

Full description at Econpapers || Download paper

2019Good Carry, Bad Carry. (2019). Bekaert, Geert ; Panayotov, George. In: NBER Working Papers. RePEc:nbr:nberwo:25420.

Full description at Econpapers || Download paper

2019Currency Factors. (2019). Bekaert, Geert ; Aloosh, Arash. In: NBER Working Papers. RePEc:nbr:nberwo:25449.

Full description at Econpapers || Download paper

2019Monetary Policy and Exchange Rate Returns: Time-Varying Risk Regimes. (2019). Calomiris, Charles ; Mamaysky, Harry. In: NBER Working Papers. RePEc:nbr:nberwo:25714.

Full description at Econpapers || Download paper

2020Global Macro-Financial Cycles and Spillovers. (2020). Prasad, Eswar ; Otrok, Christopher ; Kose, Ayhan ; Ha, Jongrim. In: NBER Working Papers. RePEc:nbr:nberwo:26798.

Full description at Econpapers || Download paper

2019The demand for life insurance in a heterogeneous-agent life cycle economy with joint decisions. (2019). Wang, Ning. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:44:y:2019:i:2:d:10.1057_s10713-019-00040-0.

Full description at Econpapers || Download paper

2020US or Domestic Monetary Policy: Which Matters More for Financial Stability?. (2020). Cecchetti, Stephen ; Sahay, Ratna ; Narita, Machiko ; Mancini-Griffoli, Tommaso. In: IMF Economic Review. RePEc:pal:imfecr:v:68:y:2020:i:1:d:10.1057_s41308-020-00108-2.

Full description at Econpapers || Download paper

2019EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness. (2019). Chatziantoniou, Ioannis ; Gabauer, David. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2019-07.

Full description at Econpapers || Download paper

2020Volatility Depend on Market Trades and Macro Theory. (2020). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:102434.

Full description at Econpapers || Download paper

2020Exchange Rates and Liquidity Risk. (2020). Evans, Martin. In: MPRA Paper. RePEc:pra:mprapa:102702.

Full description at Econpapers || Download paper

2020Price, Volatility and the Second-Order Economic Theory. (2020). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:102767.

Full description at Econpapers || Download paper

2019Cholesky-ANN models for predicting multivariate realized volatility. (2019). Bucci, Andrea. In: MPRA Paper. RePEc:pra:mprapa:95137.

Full description at Econpapers || Download paper

2019Realized Volatility Forecasting with Neural Networks. (2019). Bucci, Andrea. In: MPRA Paper. RePEc:pra:mprapa:95443.

Full description at Econpapers || Download paper

2019The relationship between carry trade and asset markets in South Africa. (2019). Bonga-Bonga, Lumengo ; Maake, Tebogo. In: MPRA Paper. RePEc:pra:mprapa:96667.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Charlotte Christiansen:


YearTitleTypeCited
2005Do More Economists Hold Stocks? In: Economics Working Papers.
[Full Text][Citation analysis]
paper2
2005Do More Economists Hold Stocks?.(2005) In: Finance Research Group Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2006The Risk-Return Trade-Off in Human Capital Investment In: Economics Working Papers.
[Full Text][Citation analysis]
paper35
2007The risk-return trade-off in human capital investment.(2007) In: Labour Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
article
2006The Risk-Return Trade-Off in Human Capital Investment.(2006) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
paper
2007Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates In: CREATES Research Papers.
[Full Text][Citation analysis]
paper8
2008Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates.(2008) In: International Review of Financial Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2005Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates..(2005) In: Finance Research Group Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2007Decomposing European Bond and Equity Volatility In: CREATES Research Papers.
[Full Text][Citation analysis]
paper17
2005Decomposing European bond and equity volatility.(2005) In: Finance Research Group Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2010Decomposing European bond and equity volatility.(2010) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
article
2007Are Economists More Likely to Hold Stocks? In: CREATES Research Papers.
[Full Text][Citation analysis]
paper83
2008Are Economists More Likely to Hold Stocks?.(2008) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 83
article
2007Extreme Coexceedances in New EU Member States’ Stock Markets In: CREATES Research Papers.
[Full Text][Citation analysis]
paper49
2009Extreme coexceedances in new EU member states stock markets.(2009) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49
article
2008Extreme Coexceedances in New EU Member States Stock Markets.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49
paper
2008Mean Reversion in US and International Short Rates In: CREATES Research Papers.
[Full Text][Citation analysis]
paper4
2010Mean reversion in US and international short rates.(2010) In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2009The Time-Varying Systematic Risk of Carry Trade Strategies In: CREATES Research Papers.
[Full Text][Citation analysis]
paper94
2009The Time-Varying Systematic Risk of Carry Trade Strategies.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 94
paper
2011The Time-Varying Systematic Risk of Carry Trade Strategies.(2011) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 94
article
2010The Time-Varying Systematic Risk of Carry Trade Strategies.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 94
paper
2009The Time-Varying Systematic Risk of Carry Trade Strategies.(2009) In: University of St. Gallen Department of Economics working paper series 2009.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 94
paper
2010Smooth Transition Patterns in the Realized Stock Bond Correlation In: CREATES Research Papers.
[Full Text][Citation analysis]
paper15
2012Smooth transition patterns in the realized stock–bond correlation.(2012) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
2011Smooth Transition Patterns in the Realized Stock- Bond Correlation.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2010Intertemporal Risk-Return Trade-off in Foreign Exchange Rates In: CREATES Research Papers.
[Full Text][Citation analysis]
paper5
2011Intertemporal risk-return trade-off in foreign exchange rates.(2011) In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2010Sign and Quantiles of the Realized Stock-Bond Correlation In: CREATES Research Papers.
[Full Text][Citation analysis]
paper0
2010The Effects of Marriage and Divorce on Financial Investments: Learning to Love or Hate Risk? In: CREATES Research Papers.
[Full Text][Citation analysis]
paper2
2010A Comprehensive Look at Financial Volatility Prediction by Economic Variables In: CREATES Research Papers.
[Full Text][Citation analysis]
paper80
2012A Comprehensive Look at Financial Volatility Prediction by Economic Variables.(2012) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 80
paper
2012A comprehensive look at financial volatility prediction by economic variables.(2012) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has another version. Agregated cites: 80
article
2011Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators In: CREATES Research Papers.
[Full Text][Citation analysis]
paper7
2013Predicting severe simultaneous recessions using yield spreads as leading indicators.(2013) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2012Integration of European Bond Markets In: CREATES Research Papers.
[Full Text][Citation analysis]
paper24
2014Integration of European bond markets.(2014) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
article
2012Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy In: CREATES Research Papers.
[Full Text][Citation analysis]
paper15
2014Quantiles of the realized stock–bond correlation and links to the macroeconomy.(2014) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
2013Forecasting US Recessions: The Role of Sentiments In: CREATES Research Papers.
[Full Text][Citation analysis]
paper49
2014Forecasting US recessions: The role of sentiment.(2014) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49
article
2013Risk-Return Trade-Off for European Stock Markets In: CREATES Research Papers.
[Full Text][Citation analysis]
paper6
2016Risk-return trade-off for European stock markets.(2016) In: International Review of Financial Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2015Risk-Return Trade-Off for European Stock Markets.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2013Classifying Returns as Extreme: European Stock and Bond Markets In: CREATES Research Papers.
[Full Text][Citation analysis]
paper1
2014Classifying returns as extreme: European stock and bond markets.(2014) In: International Review of Financial Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2014Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification In: CREATES Research Papers.
[Full Text][Citation analysis]
paper23
2014Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2016Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification.(2016) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
article
2014Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors In: CREATES Research Papers.
[Full Text][Citation analysis]
paper0
2019Idiosyncratic volatility puzzle: influence of macro-finance factors.(2019) In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2015Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2015Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets In: CREATES Research Papers.
[Full Text][Citation analysis]
paper16
2015Effects of macroeconomic uncertainty on the stock and bond markets.(2015) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
article
2016Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation In: CREATES Research Papers.
[Full Text][Citation analysis]
paper1
2017Predicting Bond Betas using Macro-Finance Variables In: CREATES Research Papers.
[Full Text][Citation analysis]
paper0
2019Predicting bond betas using macro-finance variables.(2019) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2018Predicting Bond Betas using Macro-Finance Variables.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing In: CREATES Research Papers.
[Full Text][Citation analysis]
paper0
2017Flight to Safety from European Stock Markets In: CREATES Research Papers.
[Full Text][Citation analysis]
paper1
2018Flight to Safety from European Stock Markets.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2017Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation In: CREATES Research Papers.
[Full Text][Citation analysis]
paper0
2018Mutual Fund Selection for Realistically Short Samples In: CREATES Research Papers.
[Full Text][Citation analysis]
paper0
2020Mutual fund selection for realistically short samples.(2020) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2019The Economic Value of VIX ETPs In: CREATES Research Papers.
[Full Text][Citation analysis]
paper0
2020The economic value of VIX ETPs.(2020) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2015UNDERSTANDING THE EFFECTS OF MARRIAGE AND DIVORCE ON FINANCIAL INVESTMENTS: THE ROLE OF BACKGROUND RISK SHARING In: Economic Inquiry.
[Full Text][Citation analysis]
article5
2007Volatility‐Spillover Effects in European Bond Markets In: European Financial Management.
[Full Text][Citation analysis]
article80
2003Testing the expectations hypothesis using long-maturity forward rates In: Economics Letters.
[Full Text][Citation analysis]
article8
2002Credit spreads and the term structure of interest rates In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article6
2000Credit Spreads and the Term Structure of Interest Rates..(2000) In: Finance Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2020Flight-to-safety and the risk-return trade-off: European evidence In: Finance Research Letters.
[Full Text][Citation analysis]
article0
2005Multivariate term structure models with level and heteroskedasticity effects In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article15
2003Multivariate Term Structure Models with Level and Heteroskedasticity Effects.(2003) In: Finance Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2019Negative house price co-movements and US recessions In: Regional Science and Urban Economics.
[Full Text][Citation analysis]
article3
2005Realized Bond-Stock Correlation: Macroeconomic Announcement Effects In: Finance Research Group Working Papers.
[Full Text][Citation analysis]
paper28
2006Realized Bond-Stock Correlation: Macroeconomic Announcement Effects.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
paper
2007Realized bond—stock correlation: Macroeconomic announcement effects.(2007) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
article
2000Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. In: Finance Working Papers.
[Citation analysis]
paper1
2001Long Maturity Forward Rates. In: Finance Working Papers.
[Full Text][Citation analysis]
paper2
2002Revisiting the shape of the yield curve: the effect of interest rate volatility. In: Finance Working Papers.
[Full Text][Citation analysis]
paper7
2003The Educational Asset Market: A Finance Perspective on Human Capital Investment In: Finance Working Papers.
[Full Text][Citation analysis]
paper5
2002The Educational Asset Market: A Finance Perspective on Human Capital Investment.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2002Regime Switching in the Yield Curve In: Finance Working Papers.
[Full Text][Citation analysis]
paper6
2004Regime switching in the yield curve.(2004) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2003An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 In: Finance Working Papers.
[Full Text][Citation analysis]
paper0
2003Denmark - A chapter on the Danish Bond Market In: Finance Working Papers.
[Full Text][Citation analysis]
paper1
2003Volatility-Spillover E ffects in European Bond Markets In: Finance Working Papers.
[Full Text][Citation analysis]
paper5
2016Credit Constraints, Growth and Inequality Dynamics In: Working Papers.
[Citation analysis]
paper2
2005Variance-in-mean effects of the long forward-rate slope In: Applied Financial Economics.
[Full Text][Citation analysis]
article1
2011Quantiles of the Realized Stock-Bond Correlation In: Working Papers.
[Full Text][Citation analysis]
paper0
2020Uncertainty and Downside Risk in International Stock Returns In: Working Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2020. Contact: CitEc Team