15
H index
18
i10 index
883
Citations
Aarhus Universitet | 15 H index 18 i10 index 883 Citations RESEARCH PRODUCTION: 34 Articles 62 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Charlotte Christiansen. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Banking & Finance | 4 |
International Review of Financial Analysis | 4 |
Journal of Empirical Finance | 4 |
Finance Research Letters | 3 |
Journal of Futures Markets | 2 |
Journal of International Financial Markets, Institutions and Money | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Universitat Rovira i Virgili, Department of Economics | 7 |
Working Papers / Swiss National Bank | 3 |
Year | Title of citing document | |
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2020 | Predicting 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 | |
2022 | Betting on mean reversion in the VIX? Evidence from ETP flows. (2022). Posselt, Anders Merrild ; Nielsen, Ole Linnemann. In: CREATES Research Papers. RePEc:aah:create:2022-06. Full description at Econpapers || Download paper | |
2020 | The US Term Structure and Return Volatility in Global REIT Markets. (2020). GUPTA, RANGAN ; Demirer, Riza ; Yuksel, Aydin. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:3:p:84-109. Full description at Econpapers || Download paper | |
2020 | Does 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 | |
2020 | The Provision of Long-Term Credit and Firm Growth in Developing Countries. (2020). Watson, Jennifer . In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2020:p:224-234. Full description at Econpapers || Download paper | |
2020 | Volatility Depend on Market Trades and Macro Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907. Full description at Econpapers || Download paper | |
2021 | Price, Volatility and the Second-Order Economic Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2009.14278. Full description at Econpapers || Download paper | |
2022 | Industry Characteristics and Financial Risk Spillovers. (2022). Chiua, Wan-Chien ; Wang, Chih-Wei ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.02263. Full description at Econpapers || Download paper | |
2020 | Bond 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 | |
2020 | Conditional currency hedging. (2020). Bucher, Melk C. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:4:p:897-923. Full description at Econpapers || Download paper | |
2021 | The role of asymmetry and dynamics in carry trade and general financial markets. (2021). Wu, ChihChiang ; Huang, Meichi. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:331-353. Full description at Econpapers || Download paper | |
2021 | Currency hedging and quantitative easing: Evidence from global bond markets. (2021). Zhong, Rui ; Zhang, Jie ; Kryzanowski, Lawrence. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:555-597. Full description at Econpapers || Download paper | |
2021 | The predictive power of macroeconomic uncertainty for commodity futures volatility. (2021). Huang, Zhuo ; Tong, Chen ; Liang, Fang. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:989-1012. Full description at Econpapers || Download paper | |
2022 | Family changes and the willingness to take risks. (2022). Steinorth, Petra ; Richter, Andreas ; Jager, Verena ; Browne, Mark J. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:1:p:187-209. Full description at Econpapers || Download paper | |
2021 | The impact of foreign capital flows on long?term interest rates in emerging and advanced economies. (2021). Inoguchi, Masahiro. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:2:p:268-295. Full description at Econpapers || Download paper | |
2021 | FinTech adoption and household risk-taking. (2021). Hong, Claire Yurong ; Pan, Jun ; Lu, Xiaomeng. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2021_014. Full description at Econpapers || Download paper | |
2021 | The Pricing of Unexpected Volatility in the Currency Market. (2021). Xu, Yongdeng ; Lu, Wenna ; Copeland, Laurence. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/16. Full description at Econpapers || Download paper | |
2021 | Forecasting Realized Volatility Using Machine Learning and Mixed-Frequency Data (the Case of the Russian Stock Market). (2021). Leonova, Aleksandra ; Elizarov, Pavel ; Pyrlik, Vladimir. In: CERGE-EI Working Papers. RePEc:cer:papers:wp713. Full description at Econpapers || Download paper | |
2021 | The RQE-CAPM : New insights about the pricing of idiosyncratic risk. (2021). Moran, Kevin ; Koumou, Nettey Boevi Gilles ; Carmichael, Benoit. In: CIRANO Working Papers. RePEc:cir:cirwor:2021s-28. Full description at Econpapers || Download paper | |
2020 | Global 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 | |
2021 | ECB Consumer Expectations Survey: an overview and first evaluation. (2021). Dossche, Maarten ; Di Laurea, Davide ; Charalambakis, Evangelos ; Georgarakos, Dimitris ; Tormalehto, Veli-Matti ; da Silva, Antonio Dias ; Teppa, Federica ; Rusinova, Desislava ; Borlescu, Ana Maria ; Meyer, Justus ; Bankowska, Katarzyna ; Kolndrekaj, Aleksandra ; Kenny, Geoff ; Kennedy, Neale ; Honkkila, Juha. In: Occasional Paper Series. RePEc:ecb:ecbops:2021287. Full description at Econpapers || Download paper | |
2020 | The 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 | |
2021 | Spillover across sovereign bond markets between the US and ASEAN4 economies. (2021). Nguyen, Huy Toan ; Yiu, Matthew S ; Tsang, Andrew. In: Journal of Asian Economics. RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821000725. Full description at Econpapers || Download paper | |
2020 | When financial literacy meets textual analysis: A conceptual review. (2020). Li, Xiao. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303294. Full description at Econpapers || Download paper | |
2021 | The underlying motivational process behind portfolio diversification choice decisions of individual investors: An experimental design. (2021). Mittal, Shashank ; Deb, Soumya Guha ; Sengupta, Atri. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303816. Full description at Econpapers || Download paper | |
2021 | Do multiple competing offerings on a crowdfunding platform influence investment behavior?. (2021). Ferretti, Riccardo ; Pedrazzoli, Alessia ; Venturelli, Valeria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000502. Full description at Econpapers || Download paper | |
2021 | Do gender, age and education affect herding in the real estate market?. (2021). Tanav, Anne-Liis ; Talpsepp, Tnn. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001155. Full description at Econpapers || Download paper | |
2020 | The 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 | |
2021 | The impact of mixed-frequency geopolitical risk on stock market returns. (2021). Yang, Chunpeng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:226-240. Full description at Econpapers || Download paper | |
2021 | Realized skewness and the short-term predictability for aggregate stock market volatility. (2021). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002030. Full description at Econpapers || Download paper | |
2020 | Forecasting 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 | |
2020 | Time-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 | |
2020 | Growth 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 | |
2020 | Redistribution, inequality, and efficiency with credit constraints: Implications for South Africa. (2020). Turnovsky, Stephen J ; Getachew, Yoseph Y. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:259-277. Full description at Econpapers || Download paper | |
2020 | The 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 | |
2020 | States 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 | |
2020 | The 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 | |
2020 | Industry 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 | |
2020 | Forecasting 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 | |
2020 | Efficient 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 | |
2021 | House price synchronization across the US states: The role of structural oil shocks. (2021). Ji, Qiang ; GUPTA, RANGAN ; Marfatia, Hardik A ; Sheng, Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000127. Full description at Econpapers || Download paper | |
2021 | What drives dynamic connectedness of the U.S equity sectors during different business cycles?. (2021). Ngene, Geoffrey M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001133. Full description at Econpapers || Download paper | |
2021 | Forecasting stock market volatility: Can the risk aversion measure exert an important role?. (2021). Chang, Xiaoming ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001297. Full description at Econpapers || Download paper | |
2021 | Consistent inference for predictive regressions in persistent economic systems. (2021). Andersen, Torben ; Varneskov, Rasmus T. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:215-244. Full description at Econpapers || Download paper | |
2020 | Economic 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 | |
2020 | Forecasting 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 | |
2020 | Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection. (2020). Lee, Tae Hwy ; Su, Zhi ; Fang, Tong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:36-49. Full description at Econpapers || Download paper | |
2020 | Turning local: Home-bias dynamics of relocating foreigners. (2020). Nielsson, Ulf ; Rangvid, Jesper ; Raahauge, Peter ; Florentsen, Bjarne. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:436-452. Full description at Econpapers || Download paper | |
2021 | Trader positions in VIX futures. (2021). Yang, Jimmy J ; Chen, Yu-Lun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:1-17. Full description at Econpapers || Download paper | |
2021 | Do financial variables help predict the conditional distribution of the market portfolio?. (2021). Zamenjani, Azam Shamsi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:327-345. Full description at Econpapers || Download paper | |
2022 | Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model. (2022). Hambuckers, J ; Ulm, M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:65:y:2022:i:c:p:125-148. Full description at Econpapers || Download paper | |
2021 | Oil shocks and stock market volatility: New evidence. (2021). Zhu, BO ; Wang, Jiqian ; Ma, Feng ; Lu, Xinjie. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004394. Full description at Econpapers || Download paper | |
2022 | Oil price volatility predictability: New evidence from a scaled PCA approach. (2022). Ma, Feng ; Liang, Chao ; He, Feng ; Guo, Yangli. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005648. Full description at Econpapers || Download paper | |
2020 | Time-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 | |
2020 | Correlation 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 | |
2020 | Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach. (2020). Iania, Leonardo ; Allard, Anne-Florence ; Smedts, Kristien. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302015. Full description at Econpapers || Download paper | |
2021 | Connectedness structures of sovereign bond markets in Central and Eastern Europe. (2021). Karkowska, Renata ; Urjasz, Szczepan. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302866. Full description at Econpapers || Download paper | |
2022 | Investor sentiment and stock volatility: New evidence. (2022). Wang, Chao ; Zhang, Weiguo ; Gong, Xue. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000084. Full description at Econpapers || Download paper | |
2020 | Impact 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 | |
2021 | Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State. (2021). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Koser, Christoph. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320300933. Full description at Econpapers || Download paper | |
2021 | Flight-to-quality between global stock and bond markets in the COVID era. (2021). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Fassas, Athanasios P ; Papadamou, Stephanos. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316664. Full description at Econpapers || Download paper | |
2021 | Economic uncertainty or financial uncertainty? An empirical analysis of bank risk-taking in Asian emerging markets. (2021). Liu, Xiaoyan ; Zheng, Dazhi ; Wu, JI. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303299. Full description at Econpapers || Download paper | |
2021 | Hedging stock market risks: Can gold really beat bonds?. (2021). Jin, YI ; Zhai, Pengxiang ; Sun, Bianxia ; Ma, Rufei. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317323. Full description at Econpapers || Download paper | |
2021 | Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic. (2021). Zaremba, Adam ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000921. Full description at Econpapers || Download paper | |
2022 | Financial integration in the EU28 equity markets: Measures and drivers. (2022). Ossola, Elisa ; Papanagiotou, E ; Nardo, M. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100015x. Full description at Econpapers || Download paper | |
2021 | Economic fundamentals and the long-run correlation between exchange rates and commodities. (2021). Tsiakas, Ilias ; Zhang, Haibin. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028321000478. Full description at Econpapers || Download paper | |
2020 | The drivers of financial development: Global evidence from internet and mobile usage. (2020). Nguyen, Canh ; Doytch, Nadia ; Su, Thanh Dinh. In: Information Economics and Policy. RePEc:eee:iepoli:v:53:y:2020:i:c:s0167624520301360. Full description at Econpapers || Download paper | |
2021 | International tail risk connectedness: Network and determinants. (2021). Lambe, Brendan John ; Nguyen, Linh Hoang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000512. Full description at Econpapers || Download paper | |
2021 | The structure and degree of dependence in government bond markets. (2021). Vulanovic, Milos ; Swinkels, Laurens ; Piljak, Vanja ; Dimic, Nebojsa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001049. Full description at Econpapers || Download paper | |
2021 | The impact of lending relationships on the choice and structure of bond underwriting syndicates. (2021). Carbo Valverde, Santiago ; Rodriguez-Fernandez, Francisco ; Cuadros-Solas, Pedro J ; Carbo-Valverde, Santiago . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001207. Full description at Econpapers || Download paper | |
2021 | The conditional volatility premium on currency portfolios. (2021). Sakemoto, Ryuta ; Byrne, Joseph P. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s104244312100130x. Full description at Econpapers || Download paper | |
2021 | Bond return predictability: Evidence from 25 OECD countries. (2021). Sharma, Susan Sunila ; Narayan, Paresh Kumar ; Devpura, Neluka. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000202. Full description at Econpapers || Download paper | |
2022 | Currency carry trade: The decline in performance after the 2008 Global Financial Crisis. (2022). Zhang, QI ; Qi, Zhen ; Paseka, Alexander ; Fan, Zhenzhen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001670. Full description at Econpapers || Download paper | |
2020 | The 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 | |
2021 | On the predictability of the distribution of excess returns in currency markets. (2021). Cho, Dooyeon. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:511-530. Full description at Econpapers || Download paper | |
2020 | Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework. (2020). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Corbet, Shaen ; Akyildirim, Erdinc. In: International Review of Law and Economics. RePEc:eee:irlaec:v:63:y:2020:i:c:s0144818819301991. Full description at Econpapers || Download paper | |
2020 | Number 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 | |
2020 | Forecasting 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 | |
2020 | Academic 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 | |
2022 | Retail trading activity and major lifecycle events: The case of divorce. (2022). Westerholm, Joakim P ; Subrahmanyam, Avanidhar ; Kalev, Petko S ; Grant, Andrew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003459. Full description at Econpapers || Download paper | |
2022 | Green bond market and Sentiment: Is there a switching Behaviour?. (2022). Evi, Aleksandar ; Lopez-Cabarcos, Angeles M ; Pieiro-Chousa, Juan. In: Journal of Business Research. RePEc:eee:jbrese:v:141:y:2022:i:c:p:520-527. Full description at Econpapers || Download paper | |
2022 | Borrower discouragement prevalence for Eurozone SMEs: Investigating the impact of economic sentiment. (2022). Kallandranis, Christos ; Drakos, Konstantinos ; Anastasiou, Dimitris . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:194:y:2022:i:c:p:161-171. Full description at Econpapers || Download paper | |
2020 | Is 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 | |
2021 | Asymmetric information risk in FX markets. (2021). Ranaldo, Angelo ; Somogyi, Fabricius. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:391-411. Full description at Econpapers || Download paper | |
2021 | Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis. (2021). Zhou, Yinggang ; Chen, Hongyi ; Cheng, Xin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000085. Full description at Econpapers || Download paper | |
2020 | A comprehensive empirical analysis of the predictive impact of the price of crude oil on aggregate equity return volatility. (2020). Nonejad, Nima. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300868. Full description at Econpapers || Download paper | |
2021 | Economic drivers of commodity volatility: The case of copper. (2021). Hansen, Erwin ; Cabrera, Gabriel ; Diaz, Juan D. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s030142072100235x. Full description at Econpapers || Download paper | |
2021 | Is investor sentiment stronger than VIX and uncertainty indices in predicting energy volatility?. (2021). Umar, Muhammad ; Liang, Chao ; Chen, Zhonglu. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004001. Full description at Econpapers || Download paper | |
2022 | Forecasting stock market volatility using commodity futures volatility information. (2022). Guo, Xiaozhu ; Liu, Guangqiang. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100489x. Full description at Econpapers || Download paper | |
2022 | Financial Risk-Taking and the Gender Wage Gap. (2022). Selin, Hkan ; Edin, Per-Anders. In: Labour Economics. RePEc:eee:labeco:v:75:y:2022:i:c:s0927537122000379. Full description at Econpapers || Download paper | |
2021 | Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system. (2021). Gabauer, David. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000049. Full description at Econpapers || Download paper | |
2021 | Measuring liquidity risk effects on carry trades across currencies and regimes. (2021). Blenman, Lloyd P ; Abankwa, Samuel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000074. Full description at Econpapers || Download paper | |
2020 | Stock 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 | |
2020 | Misinformation 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 | |
2020 | Forecasting Chinas stock market variance. (2020). Shi, Yongdong ; Cheng, Hang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x19304950. Full description at Econpapers || Download paper | |
2021 | The relationship between yield curve components and equity sectorial indices: Evidence from China. (2021). Yousaf, Imran ; Aharon, David Y ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000986. Full description at Econpapers || Download paper | |
2020 | Uncertainty 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 | |
2020 | Forecasting 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 | |
2021 | EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness. (2021). Chatziantoniou, Ioannis ; Gabauer, David. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:1-14. Full description at Econpapers || Download paper | |
2021 | Examining the effects of news and media sentiments on volatility and correlation: Evidence from the UK. (2021). al Rababaa, Abdel Razzaq ; Alomari, Mohammad ; Ur, Mobeen ; Alkhataybeh, Ahmad ; El-Nader, Ghaith. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:280-297. Full description at Econpapers || Download paper | |
2021 | Effects of the financial crisis on household financial risky assets holdings: Empirical evidence from Europe. (2021). Liu, Chwen-Chi ; Vu, Thi-Hong-Phuong, . In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:342-358. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2005 | Do More Economists Hold Stocks? In: Economics Working Papers. [Full Text][Citation analysis] | paper | 4 |
2005 | Do More Economists Hold Stocks?.(2005) In: Finance Research Group Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2006 | The Risk-Return Trade-Off in Human Capital Investment In: Economics Working Papers. [Full Text][Citation analysis] | paper | 38 |
2007 | The risk-return trade-off in human capital investment.(2007) In: Labour Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | |
2006 | The Risk-Return Trade-Off in Human Capital Investment.(2006) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2007 | Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 10 |
2008 | Level-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: 10 | article | |
2005 | Level-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: 10 | paper | |
2007 | Decomposing European Bond and Equity Volatility In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 21 |
2005 | Decomposing European bond and equity volatility.(2005) In: Finance Research Group Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2010 | Decomposing European bond and equity volatility.(2010) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
2007 | Are Economists More Likely to Hold Stocks? In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 97 |
2008 | Are Economists More Likely to Hold Stocks?.(2008) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | article | |
2007 | Extreme Coexceedances in New EU Member States’ Stock Markets In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 51 |
2009 | Extreme 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: 51 | article | |
2008 | Extreme Coexceedances in New EU Member States Stock Markets.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
2008 | Mean Reversion in US and International Short Rates In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 5 |
2010 | Mean 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: 5 | article | |
2009 | The Time-Varying Systematic Risk of Carry Trade Strategies In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 109 |
2009 | The Time-Varying Systematic Risk of Carry Trade Strategies.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 109 | paper | |
2011 | The 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: 109 | article | |
2010 | The Time-Varying Systematic Risk of Carry Trade Strategies.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 109 | paper | |
2009 | The 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: 109 | paper | |
2010 | Smooth Transition Patterns in the Realized Stock Bond Correlation In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 23 |
2012 | Smooth 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: 23 | article | |
2011 | Smooth Transition Patterns in the Realized Stock- Bond Correlation.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2010 | Intertemporal Risk-Return Trade-off in Foreign Exchange Rates In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 7 |
2011 | Intertemporal 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: 7 | article | |
2010 | Sign and Quantiles of the Realized Stock-Bond Correlation In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | The Effects of Marriage and Divorce on Financial Investments: Learning to Love or Hate Risk? In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 5 |
2010 | A Comprehensive Look at Financial Volatility Prediction by Economic Variables In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 108 |
2012 | A 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: 108 | paper | |
2012 | A comprehensive look at financial volatility prediction by economic variables.(2012) In: Journal of Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 108 | article | |
2011 | Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 10 |
2013 | Predicting 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: 10 | article | |
2012 | Integration of European Bond Markets In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 36 |
2014 | Integration of European bond markets.(2014) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | article | |
2012 | Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 24 |
2014 | Quantiles 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: 24 | article | |
2013 | Forecasting US Recessions: The Role of Sentiments In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 63 |
2014 | Forecasting US recessions: The role of sentiment.(2014) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | article | |
2013 | Risk-Return Trade-Off for European Stock Markets In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 13 |
2016 | Risk-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: 13 | article | |
2015 | Risk-Return Trade-Off for European Stock Markets.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2013 | Classifying Returns as Extreme: European Stock and Bond Markets In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
2014 | Classifying 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: 2 | article | |
2014 | Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 25 |
2014 | Macro-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: 25 | paper | |
2016 | Macro-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: 25 | article | |
2014 | Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | Idiosyncratic 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: 2 | article | |
2015 | Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2015 | Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 25 |
2015 | Effects 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: 25 | article | |
2016 | Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | Predicting Bond Betas using Macro-Finance Variables In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Predicting bond betas using macro-finance variables.(2019) In: Finance Research Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2018 | Predicting Bond Betas using Macro-Finance Variables.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Flight to Safety from European Stock Markets In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 3 |
2018 | Flight to Safety from European Stock Markets.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2017 | Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Mutual Fund Selection for Realistically Short Samples In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Mutual fund selection for realistically short samples.(2020) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2019 | The Economic Value of VIX ETPs In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | The economic value of VIX ETPs.(2020) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2020 | Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | UNDERSTANDING THE EFFECTS OF MARRIAGE AND DIVORCE ON FINANCIAL INVESTMENTS: THE ROLE OF BACKGROUND RISK SHARING In: Economic Inquiry. [Full Text][Citation analysis] | article | 7 |
2007 | Volatility?Spillover Effects in European Bond Markets In: European Financial Management. [Full Text][Citation analysis] | article | 88 |
2003 | Testing the expectations hypothesis using long-maturity forward rates In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
2002 | Credit spreads and the term structure of interest rates In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 6 |
2000 | Credit 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 | |
2020 | Flight-to-safety and the risk-return trade-off: European evidence In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
2021 | Long- and short-run components of factor betas: Implications for stock pricing In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
2020 | Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing.(2020) In: IRTG 1792 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2005 | Multivariate term structure models with level and heteroskedasticity effects In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 16 |
2003 | Multivariate Term Structure Models with Level and Heteroskedasticity Effects.(2003) In: Finance Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2019 | Negative house price co-movements and US recessions In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 5 |
2021 | Quantile Risk–Return Trade-Off In: JRFM. [Full Text][Citation analysis] | article | 0 |
2005 | Realized Bond-Stock Correlation: Macroeconomic Announcement Effects In: Finance Research Group Working Papers. [Full Text][Citation analysis] | paper | 32 |
2006 | Realized Bond-Stock Correlation: Macroeconomic Announcement Effects.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
2007 | Realized bond—stock correlation: Macroeconomic announcement effects.(2007) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
2000 | Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. In: Finance Working Papers. [Citation analysis] | paper | 1 |
2001 | Long Maturity Forward Rates. In: Finance Working Papers. [Full Text][Citation analysis] | paper | 2 |
2002 | Revisiting the shape of the yield curve: the effect of interest rate volatility. In: Finance Working Papers. [Full Text][Citation analysis] | paper | 8 |
2003 | The Educational Asset Market: A Finance Perspective on Human Capital Investment In: Finance Working Papers. [Full Text][Citation analysis] | paper | 5 |
2002 | The 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 | |
2002 | Regime Switching in the Yield Curve In: Finance Working Papers. [Full Text][Citation analysis] | paper | 6 |
2004 | Regime switching in the yield curve.(2004) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2003 | An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 In: Finance Working Papers. [Full Text][Citation analysis] | paper | 0 |
2003 | Denmark - A chapter on the Danish Bond Market In: Finance Working Papers. [Full Text][Citation analysis] | paper | 1 |
2003 | Volatility-Spillover E ffects in European Bond Markets In: Finance Working Papers. [Full Text][Citation analysis] | paper | 5 |
2016 | Credit Constraints, Growth and Inequality Dynamics In: Working Papers. [Citation analysis] | paper | 5 |
2005 | Variance-in-mean effects of the long forward-rate slope In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2011 | Quantiles of the Realized Stock-Bond Correlation In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Uncertainty and Downside Risk in International Stock Returns In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2022. Contact: CitEc Team