Charlotte Christiansen : Citation Profile

Are you Charlotte Christiansen?

Aarhus Universitet

12

H index

12

i10 index

480

Citations

RESEARCH PRODUCTION:

26

Articles

56

Papers

RESEARCH ACTIVITY:

   18 years (2000 - 2018). See details.
   Cites by year: 26
   Journals where Charlotte Christiansen has often published
   Relations with other researchers
   Recent citing documents: 71.    Total self citations: 27 (5.33 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch215
   Updated: 2018-04-14    RAS profile: 2018-04-09    
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Relations with other researchers

Works with:

Asgharian, Hossein (8)

Savva, Christos (5)

GUPTA, RANGAN (2)

Eriksen, Jonas (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 (16)

Abad, Pilar (12)

Balli, Faruk (10)

Menkhoff, Lukas (8)

Gathergood, John (8)

van Dijk, Dick (7)

lucey, brian (7)

Weber, Jörg (7)

Majlesi, Kaveh (6)

Smith, Daniel (6)

Lundborg, Petter (6)

Cites to:

Engle, Robert (25)

Bollerslev, Tim (19)

Bekaert, Geert (14)

Asgharian, Hossein (12)

Campbell, John (11)

Harvey, Campbell (9)

Heckman, James (9)

Teräsvirta, Timo (8)

Jagannathan, Ravi (8)

Baele, Lieven (7)

Fama, Eugene (7)

Main data

Where Charlotte Christiansen has published?

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

Working Papers Series with more than one paper published# docs
Working Papers / Universitat Rovira i Virgili, Department of Economics6
Working Papers / Swiss National Bank3

Recent works citing Charlotte Christiansen (2018 and 2017)

YearTitle of citing document
2018Consistent Inference for Predictive Regressions in Persistent VAR Economies. (2018). Andersen, Torben G ; Varneskov, Rasmus T. In: CREATES Research Papers. RePEc:aah:create:2018-09.

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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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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2017IDENTIFYING US BUSINESS CYCLE REGIMES USING FACTOR AUGMENTED NEURAL NETWORK MODELS. (2017). Soybilgen, Baris . In: Working Papers. RePEc:bli:wpaper:1703.

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2017Forecasting Stock Returns: A Predictor-Constrained Approach. (2017). Pettenuzzo, Davide. In: Working Papers. RePEc:brd:wpaper:116.

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2017Forecasting Stock Returns: A Predictor-Constrained Approach. (2017). Pettenuzzo, Davide ; Wang, Yudong ; Pan, Zhiyuan. In: Working Papers. RePEc:brd:wpaper:116r.

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2017Does Business Confidence Matter for Investment?. (2017). Khan, Hashmat ; Upadhayaya, Santosh. In: Carleton Economic Papers. RePEc:car:carecp:17-13.

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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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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2017Carry trade returns with Support Vector Machines. (2017). Colombo, Emilio ; Rossignoli, Roberto ; Forte, Gianfranco. In: DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo. RePEc:dis:wpaper:dis1705.

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2017Financial Literacy and Financial Behavior: Evidence from the Emerging Asian Middle Class. (2017). Grohmann, Antonia. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1702.

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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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2017The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets. (2017). Fang, Libing ; Li, Lei ; Yu, Honghai. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:139-145.

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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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2017Stocks and bonds during the gold standard. (2017). le Bris, David ; Rezaee, Amir. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:119-122.

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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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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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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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2017Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model. (2017). Pan, Zhiyuan ; Yin, Libo ; Wu, Chongfeng ; Wang, Yudong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:130-142.

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2017Funding liquidity, market liquidity and TED spread: A two-regime model. (2017). Rosenthal, Dale ; Dale, ; Boudt, Kris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:143-158.

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2017Oil volatility risk and stock market volatility predictability: Evidence from G7 countries. (2017). Feng, Jiabao ; Yin, Libo ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:240-254.

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2017Main driving factors of the interest rate-stock market Granger causality. (2017). Jareño, Francisco ; Hammoudeh, Shawkat M ; Jareo, Francisco ; Ferrer, Roman ; Jammazi, Rania. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:260-280.

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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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2017Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; 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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2018Common information in carry trade risk factors. (2018). Byrne, Joseph ; Sakemoto, Ryuta ; Ibrahim, Boulis Maher. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:37-47.

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

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2017Investor sentiment, flight-to-quality, and corporate bond comovement. (2017). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:112-132.

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2018Bid-to-cover and yield changes around public debt auctions in the euro area. (2018). Beetsma, Roel ; de Jong, Frank ; Hanson, Jesper ; Giuliodori, Massimo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:118-134.

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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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2017Confidence, bond risks, and equity returns. (2017). Zhao, Guihai. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:668-688.

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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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2018Factors of the term structure of sovereign yield spreads. (2018). Wellmann, Dennis ; Truck, Stefan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:56-75.

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

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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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2017The asymmetry in carry trade and the U.S. dollar. (2017). Wu, Chih-Chiang . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:304-313.

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2017The impact of monetary policy on BRIC markets asset prices during global financial crises. (2017). Paimanova, Viktoriia ; Galloppo, Giuseppe. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:21-49.

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2017Bond market integration in East Asia: Multivariate GARCH with dynamic conditional correlations approach. (2017). Tsukuda, Yoshihiko ; Miyakoshi, Tatsuyoshi ; Shimada, Junji. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:193-213.

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2018Co-movement between equity and bond markets. (2018). Sakemoto, Ryuta. In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:25-38.

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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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2017Modelling correlation dynamics of EMU sovereign debt markets during the recent turmoil. (2017). Babalos, Vassilios ; Stavroyiannis, Stavros. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1021-1029.

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2017Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2017-76.

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2017PIIGS in the Euro area: An empirical DSGE model. (2017). Paccagnini, Alessia ; Albonico, Alice ; Tirelli, Patrizio. In: Discussion Papers in Economics. RePEc:gri:epaper:economics:201710.

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

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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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2018Do Individual Investors Trade Differently in Different Markets?. (2018). Abreu, Margarida ; Mendes, Victor. In: Working Papers Department of Economics. RePEc:ise:isegwp:wp012018.

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2017HOW Biased is the Behavior of the Individual Investor in Warrants?. (2017). Abreu, Margaria. In: Working Papers Department of Economics. RePEc:ise:isegwp:wp182017.

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2017The Investor in Structured Retail Products: Marketing Driven or Gambling Oriented?. (2017). Abreu, Margaria ; Mendes, Victor. In: Working Papers Department of Economics. RePEc:ise:isegwp:wp192017.

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2017How Biased is the Behavior of the Individual Investor in Warrants?. (2017). Abreu, Margarida. In: Working Papers REM. RePEc:ise:remwps:wp0072017.

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2017The Investor in Structured Retail Products: Marketing Driven or Gambling Oriented?. (2017). Abreu, Margarida ; Mendes, Victor. In: Working Papers REM. RePEc:ise:remwps:wp0142017.

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2018Do Individual Investors Trade Differently in Different Markets?. (2018). Abreu, Margarida ; Mendes, Victor. In: Working Papers REM. RePEc:ise:remwps:wp0262018.

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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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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1718.

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

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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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2017Sentiment indicators and macroeconomic data as drivers for low-frequency stock market volatility. (2017). Lindblad, Annika . In: MPRA Paper. RePEc:pra:mprapa:80266.

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2017The Time-Varying Risk Price of Currency Carry Trades. (2017). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher. In: MPRA Paper. RePEc:pra:mprapa:80788.

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2017Sentiment and sign predictability of stock returns. (2017). Pönkä, Harri. In: MPRA Paper. RePEc:pra:mprapa:81861.

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2017Forecasting realized volatility: a review. (2017). Bucci, Andrea. In: MPRA Paper. RePEc:pra:mprapa:83232.

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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 ; Kollias, Christos ; GUPTA, RANGAN. 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 ; Kollias, Christos ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201747.

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2017Variance Risk Premia on Stocks and Bonds. (2017). Sabtchevsky, Petar ; Mueller, Philippe ; Vedolin, Andrea ; Whelan, Paul. In: 2017 Meeting Papers. RePEc:red:sed017:1161.

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2017College Major Choice: Sorting and Differential Returns to Skills. (2017). Joensen, Juanna ; Humphries, John Eric ; Veramendi, Gregory. In: 2017 Meeting Papers. RePEc:red:sed017:1623.

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2017On the influence of US monetary policy on crude oil price volatility. (2017). Scognamillo, Antonio ; Candila, Vincenzo ; Amendola, Alessandra . 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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2017Does Consumer Confidence Forecast Household Saving and Borrowing Behavior? Evidence for Poland. (2017). KOPOCKA, ANETA MARIA . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:133:y:2017:i:2:d:10.1007_s11205-016-1376-4.

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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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2017Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:8259.

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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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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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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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2010The Time-Varying Systematic Risk of Carry Trade Strategies.(2010) In: Working Papers.
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2009The Time-Varying Systematic Risk of Carry Trade Strategies.(2009) In: University of St. Gallen Department of Economics working paper series 2009.
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2010Smooth Transition Patterns in the Realized Stock Bond Correlation In: CREATES Research Papers.
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2012Smooth transition patterns in the realized stock–bond correlation.(2012) In: Journal of Empirical Finance.
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2011Smooth Transition Patterns in the Realized Stock- Bond Correlation.(2011) In: Working Papers.
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2010Intertemporal Risk-Return Trade-off in Foreign Exchange Rates In: CREATES Research Papers.
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2011Intertemporal risk-return trade-off in foreign exchange rates.(2011) In: Journal of International Financial Markets, Institutions and Money.
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2010Sign and Quantiles of the Realized Stock-Bond Correlation In: CREATES Research Papers.
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2010The Effects of Marriage and Divorce on Financial Investments: Learning to Love or Hate Risk? In: CREATES Research Papers.
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2010A Comprehensive Look at Financial Volatility Prediction by Economic Variables In: CREATES Research Papers.
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2012A Comprehensive Look at Financial Volatility Prediction by Economic Variables.(2012) In: BIS Working Papers.
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2012A comprehensive look at financial volatility prediction by economic variables.(2012) In: Journal of Applied Econometrics.
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2011Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators In: CREATES Research Papers.
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2013Predicting severe simultaneous recessions using yield spreads as leading indicators.(2013) In: Journal of International Money and Finance.
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2012Integration of European Bond Markets In: CREATES Research Papers.
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2014Integration of European bond markets.(2014) In: Journal of Banking & Finance.
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2012Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy In: CREATES Research Papers.
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2014Quantiles of the realized stock–bond correlation and links to the macroeconomy.(2014) In: Journal of Empirical Finance.
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2013Forecasting US Recessions: The Role of Sentiments In: CREATES Research Papers.
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2014Forecasting US recessions: The role of sentiment.(2014) In: Journal of Banking & Finance.
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2013Risk-Return Trade-Off for European Stock Markets In: CREATES Research Papers.
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2016Risk-return trade-off for European stock markets.(2016) In: International Review of Financial Analysis.
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