Charlotte Christiansen : Citation Profile

Are you Charlotte Christiansen?

Aarhus Universitet

15

H index

15

i10 index

712

Citations

RESEARCH PRODUCTION:

32

Articles

60

Papers

RESEARCH ACTIVITY:

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

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch215
   Updated: 2020-11-21    RAS profile: 2020-11-02    
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Relations with other researchers

Works with:

Asgharian, Hossein (7)

Savva, Christos (5)

cipollini, andrea (3)

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

Is cited by:

Chuliá, Helena (17)

Abad, Pilar (13)

GUPTA, RANGAN (12)

Balli, Faruk (11)

Pönkä, Harri (9)

Kose, Ayhan (9)

Kollias, Christos (9)

Conrad, Christian (8)

Sakemoto, Ryuta (8)

Menkhoff, Lukas (8)

Abreu, Margarida (8)

Cites to:

Engle, Robert (31)

Bollerslev, Tim (24)

Bekaert, Geert (15)

Asgharian, Hossein (13)

Harvey, Campbell (10)

Heckman, James (9)

Fama, Eugene (9)

Campbell, John (9)

Karolyi, G. (8)

Jagannathan, Ravi (8)

Andersen, Torben (8)

Main data

Where Charlotte Christiansen has published?

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

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

Recent works citing Charlotte Christiansen (2020 and 2019)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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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]		paper8
2008Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates.(2008) In: International Review of Financial Analysis.
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This paper has another version. Agregated cites: 8		article
2005Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates..(2005) In: Finance Research Group Working Papers.
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This paper has another version. Agregated cites: 8		paper
2007Decomposing European Bond and Equity Volatility In: CREATES Research Papers.
[Full Text][Citation analysis]		paper17
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: 17		article
2007Are Economists More Likely to Hold Stocks? In: CREATES Research Papers.
[Full Text][Citation analysis]		paper83
2008Are Economists More Likely to Hold Stocks?.(2008) In: Review of Finance.
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2007Extreme Coexceedances in New EU Member States’ Stock Markets In: CREATES Research Papers.
[Full Text][Citation analysis]		paper49
2009Extreme coexceedances in new EU member states stock markets.(2009) In: Journal of Banking & Finance.
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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]		paper4
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]		paper15
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.
[Full Text][Citation analysis]		paper5
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.
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2010A Comprehensive Look at Financial Volatility Prediction by Economic Variables In: CREATES Research Papers.
[Full Text][Citation analysis]		paper80
2012A Comprehensive Look at Financial Volatility Prediction by Economic Variables.(2012) In: BIS Working Papers.
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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.
[Full Text][Citation analysis]		paper24
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]		paper15
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]		paper49
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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2015Risk-Return Trade-Off for European Stock Markets.(2015) In: Working Papers.
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2013Classifying Returns as Extreme: European Stock and Bond Markets In: CREATES Research Papers.
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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.
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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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2015Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets In: CREATES Research Papers.
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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.
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2017Predicting Bond Betas using Macro-Finance Variables In: CREATES Research Papers.
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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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2017Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing In: CREATES Research Papers.
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2017Flight to Safety from European Stock Markets In: CREATES Research Papers.
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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.
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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.
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2020The economic value of VIX ETPs.(2020) In: Journal of Empirical Finance.
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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.
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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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2005Realized Bond-Stock Correlation: Macroeconomic Announcement Effects In: Finance Research Group Working Papers.
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2006Realized Bond-Stock Correlation: Macroeconomic Announcement Effects.(2006) In: Working Papers.
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2007Realized bond—stock correlation: Macroeconomic announcement effects.(2007) In: Journal of Futures Markets.
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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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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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