Charlotte Christiansen : Citation Profile

Are you Charlotte Christiansen?

Aarhus Universitet

11

H index

11

i10 index

423

Citations

RESEARCH PRODUCTION:

26

Articles

51

Papers

RESEARCH ACTIVITY:

   16 years (2000 - 2016). See details.
   Cites by year: 26
   Journals where Charlotte Christiansen has often published
   Relations with other researchers
   Recent citing documents: 79.    Total self citations: 26 (5.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch215
   Updated: 2017-08-05    RAS profile: 2017-03-14    
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Relations with other researchers

Works with:

Savva, Christos (5)

Asgharian, Hossein (4)

Schmeling, Maik (2)

Eriksen, Jonas (2)

GUPTA, RANGAN (2)

Schrimpf, Andreas (2)

Aslanidis, Nektarios (2)

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 (15)

Abad, Pilar (12)

Balli, Faruk (10)

Menkhoff, Lukas (8)

Gathergood, John (8)

lucey, brian (7)

van Dijk, Dick (7)

GUPTA, RANGAN (6)

Majlesi, Kaveh (6)

Smith, Daniel (6)

Lundborg, Petter (6)

Cites to:

Engle, Robert (17)

Bollerslev, Tim (17)

Bekaert, Geert (13)

Heckman, James (9)

Campbell, John (9)

Harvey, Campbell (8)

Asgharian, Hossein (7)

Schrimpf, Andreas (6)

Jagannathan, Ravi (6)

Karolyi, G. (6)

Baele, Lieven (6)

Main data

Where Charlotte Christiansen has published?

Journals with more than one article published# docs
Journal of Banking & Finance4
International Review of Financial Analysis4
Journal of Empirical Finance2
Journal of Futures Markets2

Working Papers Series with more than one paper published# docs
Working Papers / Universitat Rovira i Virgili, Department of Economics4
Working Papers / Swiss National Bank3

Recent works citing Charlotte Christiansen (2017 and 2016)

YearTitle of citing document
2016Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia. (2016). Engsted, Tom ; Andreasen, Martin M ; Sander, Magnus ; Moller, Stig V. In: CREATES Research Papers. RePEc:aah:create:2016-26.

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2016Intraday Market Effects in Electronic Soybean Futures Market during Non-Trading and Trading Hour Announcements. (2016). Joseph, Kishore ; Garcia, Philip . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235772.

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2016Time-scale analysis of co-movement in EU sovereign bond markets. (2016). Vacha, Lukas ; Smolik, Filip . In: Papers. RePEc:arx:papers:1506.03347.

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2017On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin . In: Working Papers. RePEc:awi:wpaper:0636.

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2016Forecasting U.S. Recessions and Economic Activity. (2016). Stevanovic, Dalibor ; Kotchoni, Rachidi. In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-36.

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2016Domestic and Cross-Border Auction Cycle Effects of Sovereign Bond Issuance in the Euro Area. (2016). Beetsma, Roel ; Hanson, Jesper ; Giuliodori, Massimo ; de Jong, Frank . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11122.

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2016Currency Premia and Global Imbalances. (2016). Sarno, Lucio ; Della Corte, Pasquale ; Riddiough, Steven . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11129.

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2017Bid-to-cover and yield changes around public debt auctions in the euro area. (2017). Beetsma, Roel ; Hanson, Jesper ; Giuliodori, Massimo ; de Jong, Frank . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11932.

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2017Revenue- versus spending-based consolidation plans: the role of follow-up. (2017). Beetsma, Roel ; Giuliodori, Massimo ; Furtuna, Oana . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12133.

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2016What Makes a Safe Haven? Equity and Currency Returns for Six OECD Countries during the Financial Crisis. (2016). Min, Hong-Ghi ; Shin, Sang-Ook ; McDonald, Judith A. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2016:v:17:i:2:min.

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2016Equity Premium Prediction: Are Economic and Technical Indicators Unstable?. (2016). Menkhoff, Lukas ; Baetje, Fabian . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1552.

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2016Forecasting U.S. Recessions and Economic Activity. (2016). Stevanovic, Dalibor ; Kotchoni, Rachidi . In: EconomiX Working Papers. RePEc:drm:wpaper:2016-40.

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2017Testing for Extreme Volatility Transmission with Realized Volatility Measures. (2017). Tokpavi, Sessi ; Dumitrescu, Elena Ivona ; DE TRUCHIS, Gilles ; Boucher, Christophe . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-20.

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2017Bid-to-cover and yield changes around public debt auctions in the euro area. (2017). Beetsma, Roel ; de Jong, Frank ; Hanson, Jesper ; Giuliodori, Massimo . In: Working Paper Series. RePEc:ecb:ecbwps:20172056.

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2016To educate or not to educate: Impact of public policies in developing countries. (2016). Sinha, Chaitali ; Kar, Saibal ; Beladi, Hamid. In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:94-101.

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2016International sign predictability of stock returns: The role of the United States. (2016). Pönkä, Harri ; Nyberg, Henri ; Ponka, Harri . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:323-338.

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2017Knowledge of earnings risk and major choice: Evidence from an information experiment. (2017). Ruder, Alexander I ; Van Noy, Michelle . In: Economics of Education Review. RePEc:eee:ecoedu:v:57:y:2017:i:c:p:80-90.

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2016Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models. (2016). Kock, Anders Bredahl . In: Journal of Econometrics. RePEc:eee:econom:v:195:y:2016:i:1:p:71-85.

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2017Time-varying quantile association regression model with applications to financial contagion and VaR. (2017). Liu, Xiaoquan ; Ye, Wuyi ; Luo, Kebing . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:3:p:1015-1028.

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2016Linkages in the term structure of interest rates across sovereign bond markets. (2016). Bhaduri, Saumitra ; Sowmya, Subramaniam ; Prasanna, Krishna . In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:118-139.

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2017Frontier and emerging government bond markets. (2017). Swinkels, Laurens ; Piljak, Vanja. In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:232-255.

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2016Macro-economic determinants of European stock and government bond correlations: A tale of two regions. (2016). Perego, Erica R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:214-232.

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2017Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?. (2017). Nonejad, Nima . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:131-154.

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2016Do gasoline prices asymmetrically affect US consumers’ economic outlook?. (2016). Baghestani, Hamid . In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:247-252.

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2016Sentiment volatility and bank lending behavior. (2016). Xu, Bing ; Caglayan, Mustafa. In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:107-120.

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2017Systemic risk in carry-trade portfolios. (2017). Liu, Chih-Liang ; Yang, Hsin-Feng . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:40-46.

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2016Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it?. (2016). Ulku, Numan ; Fatullayev, Sabutay ; Diachenko, Daria . In: Journal of Financial Markets. RePEc:eee:finmar:v:27:y:2016:i:c:p:28-54.

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2016Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods. (2016). Muradoglu, Yaz ; Mobarek, Asma ; Jun, AI ; Mollah, Sabur . In: Journal of Financial Stability. RePEc:eee:finsta:v:24:y:2016:i:c:p:1-11.

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2016Nonparametric long term prediction of stock returns with generated bond yields. (2016). Sperlich, Stefan ; Nielsen, Jens Perch ; Scholz, Michael . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:69:y:2016:i:c:p:82-96.

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2016US term structure and international stock market volatility: The role of the expectations factor and the maturity premium. (2016). Li, Matthew C. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:1-15.

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2016Dodging the steamroller: Fundamentals versus the carry trade. (2016). Copeland, Laurence ; Lu, Wenna . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:42:y:2016:i:c:p:115-131.

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2016Evidence of risk premiums in emerging market carry trade currencies. (2016). Coelho, Marcelo Bittencourt ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:103-115.

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2017Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe Gil, Jorge ; GUPTA, RANGAN ; Chulia, Helena . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191.

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2016Do asset price drops foreshadow recessions?. (2016). Terrones, Marco ; Bluedorn, John ; Decressin, Jorg . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:518-526.

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2016Getting the most out of macroeconomic information for predicting excess stock returns. (2016). van Dijk, Dick ; Akmakli, Cem . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:650-668.

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2016Equity premium prediction: Are economic and technical indicators unstable?. (2016). Menkhoff, Lukas ; Baetje, Fabian . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1193-1207.

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2016Fragility, stress, and market returns. (2016). Pukthuanthong, Kuntara ; Berger, Dave . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:62:y:2016:i:c:p:152-163.

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2016Currency momentum, carry trade, and market illiquidity. (2016). Orlov, Vitaly . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:67:y:2016:i:c:p:1-11.

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2017Financial literacy, present bias and alternative mortgage products. (2017). Gathergood, John ; Weber, Jorg . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:58-83.

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2016Financial literacy, confidence and financial advice seeking. (2016). Kramer, Marc M. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:131:y:2016:i:pa:p:198-217.

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2017Comparing Federal Reserve, Blue Chip, and time series forecasts of US output growth. (2017). Baghestani, Hamid ; Abual-Foul, Bassam M. In: Journal of Economics and Business. RePEc:eee:jebusi:v:89:y:2017:i:c:p:47-56.

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2016Cross-asset return predictability: Carry trades, stocks and commodities. (2016). Lu, Helen ; Jacobsen, Ben . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:64:y:2016:i:c:p:62-87.

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2017Violations of uncovered interest rate parity and international exchange rate dependences. (2017). Ames, Matthew ; Peters, Gareth W ; Bagnarosa, Guillaume . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:162-187.

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2017Systematic consumption risk in currency returns. (2017). Hoffmann, Mathias ; Studer-Suter, Rahel . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:187-208.

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2016A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: Resources Policy. RePEc:eee:jrpoli:v:47:y:2016:i:c:p:95-107.

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2017Financial literacy: A barrier to home ownership for the young?. (2017). Gathergood, John ; Weber, Jorg . In: Journal of Urban Economics. RePEc:eee:juecon:v:99:y:2017:i:c:p:62-78.

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2016Tail risk spillovers and corporate cash holdings. (2016). Chiu, Wan-Chien ; Pea, Juan Ignacio ; Wang, Chih-Wei . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:36:y:2016:i:c:p:30-48.

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2016Chinese stock market volatility and the role of U.S. economic variables. (2016). Jiang, Fuwei ; Xu, Weidong ; Li, Hongyi ; Chen, Jian . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:39:y:2016:i:c:p:70-83.

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2017Operational disruptions and business cycles. (2017). Wagner, Stephan M ; Papageorgiou, Stylianos ; Mizgier, Kamil J. In: International Journal of Production Economics. RePEc:eee:proeco:v:183:y:2017:i:pa:p:66-78.

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2016Do economic variables improve bond return volatility forecasts?. (2016). Chao, Shih-Wei . In: International Review of Economics & Finance. RePEc:eee:reveco:v:46:y:2016:i:c:p:10-26.

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2016Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets. (2016). Miani, Stefano ; Sclip, Alex ; Dreassi, Alberto ; Paltrinieri, Andrea . In: Review of Financial Economics. RePEc:eee:revfin:v:31:y:2016:i:c:p:34-44.

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2016Impact of financial market uncertainty and macroeconomic factors on stock–bond correlation in emerging markets. (2016). Piljak, Vanja ; Dimic, Nebojsa ; Aijo, Janne ; Kiviaho, Jarno . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:41-51.

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2017On the predictability of carry trade returns: The case of the Chinese Yuan. (2017). Sinnakkannu, Jothee ; Ramasamy, Sockalingam . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:358-376.

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2017The impact of foreign equity flows on market volatility during politically tranquil and turbulent times: The Egyptian experience. (2017). Ahmed, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:61-77.

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2016Congestion spill effects of Heathrow and Frankfurt airports on connection traffic in European and Gulf hub airports. (2016). Redondi, Renato ; Gudmundsson, Sveinn Vidar . In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:92:y:2016:i:c:p:287-297.

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2016European Government Bond Market Contagion in Turbulent Times. (2016). Chuliá, Helena ; Abad, Pilar. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:3:p:263-276.

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2016US Dollar Carry Trades in the Era of Cheap Money. (2016). Moore, Michael ; Li, Youwei ; Erdos, Peter ; Shehadeh, Ali . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:5:p:374-404.

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2016The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective. (2016). Caporin, Massimiliano ; Bonaccolto, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:3:p:8-:d:73460.

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2017The contribution of jumps to forecasting the density of returns. (2017). Sévi, Benoît ; Chorro, Christophe ; Sevi, Benoit ; Ielpo, Florian . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01442618.

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2016No. 2015/2 :Learning to Take Risks? The Effects of Education on Risk-Taking in Finacial Markets. (2016). Majlesi, Kaveh ; Lundborg, Petter ; Devereux, Paul ; Black, Sandra. In: Knut Wicksell Working Paper Series. RePEc:hhs:luwick:2015_002.

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2017Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations. (2017). Lorusso, Marco ; Byrne, Joseph ; Xu, Bing . In: CEERP Working Paper Series. RePEc:hwc:wpaper:006.

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2017Mixed-Frequency Macro-Financial Spillovers. (2017). Yilmaz, Kamil ; Hallam, Mark ; cotter, john. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1704.

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2016Using Confidence Data to Forecast the Canadian Business Cycle. (2016). Moran, Kevin ; Nono, Simplice Aime . In: Cahiers de recherche. RePEc:lvl:crrecr:1606.

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2016PIIGS in the Euro Area. An Empirical DSGE Model. (2016). Tirelli, Patrizio ; Paccagnini, Alessia ; Albonico, Alice ; Alessia, Paccagnini ; Patrizio, Tirelli . In: Working Papers. RePEc:mib:wpaper:331.

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2017The contribution of jumps to forecasting the density of returns. (2017). Sévi, Benoît ; Ielpo, Florian ; Chorro, Christophe ; Sevi, Benoit . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17006.

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2016Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance. (2016). Lyócsa, Štefan ; Horvath, Roman ; Baumohl, Eduard. In: Working Papers. RePEc:ost:wpaper:357.

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2016US Dollar Carry Trades in the Era of “Cheap Money”. (2016). Moore, Michael ; Li, Youwei ; Erds, Peter ; Shehadeh, Ali . In: MPRA Paper. RePEc:pra:mprapa:70770.

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2016The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity. (2016). Moore, Michael ; Li, Youwei ; Shehadeh, Ali . In: MPRA Paper. RePEc:pra:mprapa:71709.

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2016Common Information in Carry Trade Risk Factors. (2016). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher . In: MPRA Paper. RePEc:pra:mprapa:75367.

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2016Variance targeting estimation of the BEKK-X model. (2016). Quyen, LE. In: MPRA Paper. RePEc:pra:mprapa:75572.

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2017Determinants of stock-bond market comovement in the Eurozone under model uncertainty. (2017). Skintzi, Vasiliki. In: MPRA Paper. RePEc:pra:mprapa:78278.

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2016Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach. (2016). Wohar, Mark ; Uribe Gil, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena . In: Working Papers. RePEc:pre:wpaper:201656.

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2017News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets. (2017). Wohar, Mark ; Papadamou, Stephanos ; GUPTA, RANGAN ; Kollias, Christos . In: Working Papers. RePEc:pre:wpaper:201730.

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2017A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US. (2017). Selmi, Refk ; Papadamou, Stephanos ; GUPTA, RANGAN ; Kollias, Christos . In: Working Papers. RePEc:pre:wpaper:201747.

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2017On the influence of US monetary policy on crude oil price volatility. (2017). Scognamillo, Antonio ; Amendola, Alessandra ; Candila, Vincenzo . In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-016-1069-5.

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2017Financial literacy, financial advice, and financial behavior. (2017). Stolper, Oscar A ; Walter, Andreas . In: Journal of Business Economics. RePEc:spr:jbecon:v:87:y:2017:i:5:d:10.1007_s11573-017-0853-9.

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2017Mixed-frequency macro-financial spillovers. (2017). Yilmaz, Kamil ; Hallam, Mark ; cotter, john. In: Working Papers. RePEc:ucd:wpaper:201704.

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2016Corporate Behaviour and Market Integration: Evidence from the Asia-Pacific Real Estate Market. (2016). Ma, Guojie . In: PhD Thesis. RePEc:uts:finphd:35.

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2016Macroeconomic expectations and the time-varying stock-bond correlation: international evidence. (2016). Conrad, Christian ; Loch, Karin . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145530.

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Works by Charlotte Christiansen:

YearTitleTypeCited
2005Do More Economists Hold Stocks? In: Economics Working Papers.
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2005Do More Economists Hold Stocks?.(2005) In: Finance Research Group Working Papers.
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2006The Risk-Return Trade-Off in Human Capital Investment In: Economics Working Papers.
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2007The risk-return trade-off in human capital investment.(2007) In: Labour Economics.
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2006The Risk-Return Trade-Off in Human Capital Investment.(2006) In: IZA Discussion Papers.
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2007Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates In: CREATES Research Papers.
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2008Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates.(2008) In: International Review of Financial Analysis.
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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.
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This paper has another version. Agregated cites: 8		paper
2007Decomposing European Bond and Equity Volatility In: CREATES Research Papers.
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2005Decomposing European bond and equity volatility.(2005) In: Finance Research Group Working Papers.
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2010Decomposing European bond and equity volatility.(2010) In: International Journal of Finance & Economics.
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2007Are Economists More Likely to Hold Stocks? In: CREATES Research Papers.
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2008Are Economists More Likely to Hold Stocks?.(2008) In: Review of Finance.
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2007Extreme Coexceedances in New EU Member States’ Stock Markets In: CREATES Research Papers.
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2009Extreme coexceedances in new EU member states stock markets.(2009) In: Journal of Banking & Finance.
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2008Extreme Coexceedances in New EU Member States Stock Markets.(2008) In: Working Papers.
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2008Mean Reversion in US and International Short Rates In: CREATES Research Papers.
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2010Mean reversion in US and international short rates.(2010) In: The North American Journal of Economics and Finance.
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2009The Time-Varying Systematic Risk of Carry Trade Strategies In: CREATES Research Papers.
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2009The Time-Varying Systematic Risk of Carry Trade Strategies.(2009) In: CEPR Discussion Papers.
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2011The Time-Varying Systematic Risk of Carry Trade Strategies.(2011) In: Journal of Financial and Quantitative Analysis.
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