Charlotte Christiansen : Citation Profile

Are you Charlotte Christiansen?

Aarhus Universitet

15

H index

18

i10 index

883

Citations

RESEARCH PRODUCTION:

34

Articles

62

Papers

RESEARCH ACTIVITY:

   21 years (2000 - 2021). See details.
   Cites by year: 42
   Journals where Charlotte Christiansen has often published
   Relations with other researchers
   Recent citing documents: 190.    Total self citations: 32 (3.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch215
   Updated: 2022-07-02    RAS profile: 2022-05-23    
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Relations with other researchers

Works with:

Asgharian, Hossein (5)

Savva, Christos (4)

cipollini, andrea (3)

Wang, Weining (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 (18)

GUPTA, RANGAN (18)

Papadamou, Stephanos (14)

Kollias, Christos (14)

Abad, Pilar (13)

Balli, Faruk (11)

Sakemoto, Ryuta (10)

Wohar, Mark (10)

Wang, Yudong (10)

Conrad, Christian (9)

Byrne, Joseph (9)

Cites to:

Engle, Robert (42)

Bollerslev, Tim (29)

Campbell, John (22)

Fama, Eugene (17)

Bekaert, Geert (15)

Calvet, Laurent (14)

Asgharian, Hossein (14)

Heckman, James (11)

Karolyi, G. (11)

Harvey, Campbell (11)

Jagannathan, Ravi (11)

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 Finance4
Finance Research Letters3
Journal of Futures Markets2
Journal of International Financial Markets, Institutions and Money2

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

Recent works citing Charlotte Christiansen (2021 and 2020)

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

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2022Betting 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.

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2020The 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.

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

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2020The 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.

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

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2021Price, Volatility and the Second-Order Economic Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2009.14278.

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2022Industry Characteristics and Financial Risk Spillovers. (2022). Chiua, Wan-Chien ; Wang, Chih-Wei ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.02263.

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

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2020Conditional currency hedging. (2020). Bucher, Melk C. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:4:p:897-923.

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2021The 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.

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2021Currency 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.

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2021The 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.

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2022Family 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.

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2021The 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.

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2021FinTech adoption and household risk-taking. (2021). Hong, Claire Yurong ; Pan, Jun ; Lu, Xiaomeng. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2021_014.

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2021The 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.

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2021Forecasting 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.

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2021The 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.

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

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2021ECB 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.

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

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2021Spillover 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.

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2020When 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.

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2021The 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.

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2021Do 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.

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2021Do 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.

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

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2021The 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.

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2021Realized 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.

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

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

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

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2020Redistribution, 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.

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

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

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

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

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

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

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2021House 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.

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2021What 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.

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2021Forecasting 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.

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2021Consistent 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.

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

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

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2020Predicting 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.

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2020Turning 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.

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2021Trader 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.

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2021Do 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.

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2022Do 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.

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2021Oil 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.

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2022Oil 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.

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

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

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2020Stock-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.

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2021Connectedness 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.

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2022Investor 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.

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

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2021Analyzing 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.

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2021Flight-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.

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2021Economic 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.

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2021Hedging 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.

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2021Volatility 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.

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2022Financial 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.

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2021Economic 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.

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2020The 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.

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2021International 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.

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2021The 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.

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2021The 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.

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2021The 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.

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2021Bond 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.

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2022Currency 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.

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

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2021On 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.

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2020Regulatory 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.

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

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

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

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2022Retail 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.

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2022Green 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.

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2022Borrower 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.

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

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2021Asymmetric 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.

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2021Is 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.

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2020A 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.

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2021Economic 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.

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2021Is 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.

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2022Forecasting 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.

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2022Financial 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.

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2021Dynamic 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.

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2021Measuring 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.

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

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

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2020Forecasting Chinas stock market variance. (2020). Shi, Yongdong ; Cheng, Hang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x19304950.

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2021The 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.

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

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

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2021EMU 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.

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2021Examining 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.

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2021Effects 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.

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

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.
[Full Text][Citation analysis]		paper10
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2007Decomposing European Bond and Equity Volatility In: CREATES Research Papers.
[Full Text][Citation analysis]		paper21
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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This paper has another version. Agregated cites: 21		article
2007Are Economists More Likely to Hold Stocks? In: CREATES Research Papers.
[Full Text][Citation analysis]		paper97
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.
[Full Text][Citation analysis]		paper51
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.
[Full Text][Citation analysis]		paper5
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.
[Full Text][Citation analysis]		paper23
2012Smooth transition patterns in the realized stock–bond correlation.(2012) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 23		article
2011Smooth Transition Patterns in the Realized Stock- Bond Correlation.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 23		paper
2010Intertemporal Risk-Return Trade-off in Foreign Exchange Rates In: CREATES Research Papers.
[Full Text][Citation analysis]		paper7
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.
[Full Text][Citation analysis]		paper0
2010The Effects of Marriage and Divorce on Financial Investments: Learning to Love or Hate Risk? In: CREATES Research Papers.
[Full Text][Citation analysis]		paper5
2010A Comprehensive Look at Financial Volatility Prediction by Economic Variables In: CREATES Research Papers.
[Full Text][Citation analysis]		paper108
2012A Comprehensive Look at Financial Volatility Prediction by Economic Variables.(2012) In: BIS Working Papers.
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This paper has another version. Agregated cites: 108		paper
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.
[Full Text][Citation analysis]		paper10
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.
[Full Text][Citation analysis]		paper36
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.
[Full Text][Citation analysis]		paper24
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.
[Full Text][Citation analysis]		paper63
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.
[Full Text][Citation analysis]		paper13
2016Risk-return trade-off for European stock markets.(2016) In: International Review of Financial Analysis.
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2015Risk-Return Trade-Off for European Stock Markets.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 13		paper
2013Classifying Returns as Extreme: European Stock and Bond Markets In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2014Classifying returns as extreme: European stock and bond markets.(2014) In: International Review of Financial Analysis.
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2014Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification In: CREATES Research Papers.
[Full Text][Citation analysis]		paper25
2014Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification.(2014) In: Working Papers.
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2016Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification.(2016) In: Journal of Financial Econometrics.
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2014Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors In: CREATES Research Papers.
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2019Idiosyncratic volatility puzzle: influence of macro-finance factors.(2019) In: Review of Quantitative Finance and Accounting.
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2015Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 2		paper
2015Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets In: CREATES Research Papers.
[Full Text][Citation analysis]		paper25
2015Effects of macroeconomic uncertainty on the stock and bond markets.(2015) In: Finance Research Letters.
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2016Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2017Predicting Bond Betas using Macro-Finance Variables In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2019Predicting bond betas using macro-finance variables.(2019) In: Finance Research Letters.
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2018Predicting Bond Betas using Macro-Finance Variables.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 0		paper
2017Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2017Flight to Safety from European Stock Markets In: CREATES Research Papers.
[Full Text][Citation analysis]		paper3
2018Flight to Safety from European Stock Markets.(2018) In: Working Papers.
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2017Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation In: CREATES Research Papers.
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2018Mutual Fund Selection for Realistically Short Samples In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2020Mutual fund selection for realistically short samples.(2020) In: Journal of Empirical Finance.
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2019The Economic Value of VIX ETPs In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2020The economic value of VIX ETPs.(2020) In: Journal of Empirical Finance.
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2020Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2015UNDERSTANDING THE EFFECTS OF MARRIAGE AND DIVORCE ON FINANCIAL INVESTMENTS: THE ROLE OF BACKGROUND RISK SHARING In: Economic Inquiry.
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2007Volatility?Spillover Effects in European Bond Markets In: European Financial Management.
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2003Testing the expectations hypothesis using long-maturity forward rates In: Economics Letters.
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2002Credit spreads and the term structure of interest rates In: International Review of Financial Analysis.
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2000Credit Spreads and the Term Structure of Interest Rates..(2000) In: Finance Working Papers.
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2020Flight-to-safety and the risk-return trade-off: European evidence In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2021Long- and short-run components of factor betas: Implications for stock pricing In: Journal of International Financial Markets, Institutions and Money.
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2020Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing.(2020) In: IRTG 1792 Discussion Papers.
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2005Multivariate term structure models with level and heteroskedasticity effects In: Journal of Banking & Finance.
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2003Multivariate Term Structure Models with Level and Heteroskedasticity Effects.(2003) In: Finance Working Papers.
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2019Negative house price co-movements and US recessions In: Regional Science and Urban Economics.
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2021Quantile Risk–Return Trade-Off In: JRFM.
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2005Realized Bond-Stock Correlation: Macroeconomic Announcement Effects In: Finance Research Group Working Papers.
[Full Text][Citation analysis]		paper32
2006Realized Bond-Stock Correlation: Macroeconomic Announcement Effects.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 32		paper
2007Realized bond—stock correlation: Macroeconomic announcement effects.(2007) In: Journal of Futures Markets.
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This paper has another version. Agregated cites: 32		article
2000Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. In: Finance Working Papers.
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2001Long Maturity Forward Rates. In: Finance Working Papers.
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2002Revisiting the shape of the yield curve: the effect of interest rate volatility. In: Finance Working Papers.
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2003The Educational Asset Market: A Finance Perspective on Human Capital Investment In: Finance Working Papers.
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2002The Educational Asset Market: A Finance Perspective on Human Capital Investment.(2002) In: Working Papers.
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This paper has another version. Agregated cites: 5		paper
2002Regime Switching in the Yield Curve In: Finance Working Papers.
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2004Regime switching in the yield curve.(2004) In: Journal of Futures Markets.
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2003An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 In: Finance Working Papers.
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2003Denmark - A chapter on the Danish Bond Market In: Finance Working Papers.
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2003Volatility-Spillover E ffects in European Bond Markets In: Finance Working Papers.
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2016Credit Constraints, Growth and Inequality Dynamics In: Working Papers.
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2005Variance-in-mean effects of the long forward-rate slope In: Applied Financial Economics.
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2011Quantiles of the Realized Stock-Bond Correlation In: Working Papers.
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2020Uncertainty and Downside Risk in International Stock Returns In: Working Papers.
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