Charlotte Christiansen : Citation Profile


Are you Charlotte Christiansen?

Aarhus Universitet

12

H index

12

i10 index

480

Citations

RESEARCH PRODUCTION:

26

Articles

56

Papers

RESEARCH ACTIVITY:

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

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch215
   Updated: 2018-04-14    RAS profile: 2018-04-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Asgharian, Hossein (8)

Savva, Christos (5)

GUPTA, RANGAN (2)

Eriksen, Jonas (2)

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

Is cited by:

Chuliá, Helena (16)

Abad, Pilar (12)

Balli, Faruk (10)

Menkhoff, Lukas (8)

Gathergood, John (8)

van Dijk, Dick (7)

lucey, brian (7)

Weber, Jörg (7)

Majlesi, Kaveh (6)

Smith, Daniel (6)

Lundborg, Petter (6)

Cites to:

Engle, Robert (25)

Bollerslev, Tim (19)

Bekaert, Geert (14)

Asgharian, Hossein (12)

Campbell, John (11)

Harvey, Campbell (9)

Heckman, James (9)

Teräsvirta, Timo (8)

Jagannathan, Ravi (8)

Baele, Lieven (7)

Fama, Eugene (7)

Main data


Where Charlotte Christiansen has published?


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

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

Recent works citing Charlotte Christiansen (2018 and 2017)


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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Common information in carry trade risk factors. (2018). Byrne, Joseph ; Sakemoto, Ryuta ; Ibrahim, Boulis Maher. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:37-47.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Does Consumer Confidence Forecast Household Saving and Borrowing Behavior? Evidence for Poland. (2017). KOPOCKA, ANETA MARIA . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:133:y:2017:i:2:d:10.1007_s11205-016-1376-4.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

Works by Charlotte Christiansen:


YearTitleTypeCited
2005Do More Economists Hold Stocks? In: Economics Working Papers.
[Full Text][Citation analysis]
paper2
2005Do More Economists Hold Stocks?.(2005) In: Finance Research Group Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2006The Risk-Return Trade-Off in Human Capital Investment In: Economics Working Papers.
[Full Text][Citation analysis]
paper33
2007The risk-return trade-off in human capital investment.(2007) In: Labour Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
article
2006The Risk-Return Trade-Off in Human Capital Investment.(2006) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
paper
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2007Decomposing European Bond and Equity Volatility In: CREATES Research Papers.
[Full Text][Citation analysis]
paper15
2005Decomposing European bond and equity volatility.(2005) In: Finance Research Group Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2010Decomposing European bond and equity volatility.(2010) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
2007Are Economists More Likely to Hold Stocks? In: CREATES Research Papers.
[Full Text][Citation analysis]
paper65
2008Are Economists More Likely to Hold Stocks?.(2008) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
article
2007Extreme Coexceedances in New EU Member States’ Stock Markets In: CREATES Research Papers.
[Full Text][Citation analysis]
paper43
2009Extreme 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: 43
article
2008Extreme Coexceedances in New EU Member States Stock Markets.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
paper
2008Mean Reversion in US and International Short Rates In: CREATES Research Papers.
[Full Text][Citation analysis]
paper3
2010Mean 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: 3
article
2009The Time-Varying Systematic Risk of Carry Trade Strategies In: CREATES Research Papers.
[Full Text][Citation analysis]
paper63
2009The Time-Varying Systematic Risk of Carry Trade Strategies.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63
paper
2011The 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: 63
article
2010The Time-Varying Systematic Risk of Carry Trade Strategies.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63
paper
2009The 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: 63
paper
2010Smooth Transition Patterns in the Realized Stock Bond Correlation In: CREATES Research Papers.
[Full Text][Citation analysis]
paper6
2012Smooth 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: 6
article
2011Smooth Transition Patterns in the Realized Stock- Bond Correlation.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2010Intertemporal Risk-Return Trade-off in Foreign Exchange Rates In: CREATES Research Papers.
[Full Text][Citation analysis]
paper3
2011Intertemporal 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: 3
article
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]
paper2
2010A Comprehensive Look at Financial Volatility Prediction by Economic Variables In: CREATES Research Papers.
[Full Text][Citation analysis]
paper36
2012A 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: 36
paper
2012A comprehensive look at financial volatility prediction by economic variables.(2012) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has another version. Agregated cites: 36
article
2011Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators In: CREATES Research Papers.
[Full Text][Citation analysis]
paper6
2013Predicting 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: 6
article
2012Integration of European Bond Markets In: CREATES Research Papers.
[Full Text][Citation analysis]
paper16
2014Integration of European bond markets.(2014) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
article
2012Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy In: CREATES Research Papers.
[Full Text][Citation analysis]
paper7
2014Quantiles 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: 7
article
2013Forecasting US Recessions: The Role of Sentiments In: CREATES Research Papers.
[Full Text][Citation analysis]
paper19
2014Forecasting US recessions: The role of sentiment.(2014) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
article
2013Risk-Return Trade-Off for European Stock Markets In: CREATES Research Papers.
[Full Text][Citation analysis]
paper0
2016Risk-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: 0
article
2015Risk-Return Trade-Off for European Stock Markets.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2013Classifying Returns as Extreme: European Stock and Bond Markets In: CREATES Research Papers.
[Full Text][Citation analysis]
paper0
2014Classifying 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: 0
article
2014Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification In: CREATES Research Papers.
[Full Text][Citation analysis]
paper15
2014Macro-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: 15
paper
2016Macro-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: 15
article
2014Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors In: CREATES Research Papers.
[Full Text][Citation analysis]
paper0
2015Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2015Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets In: CREATES Research Papers.
[Full Text][Citation analysis]
paper8
2015Effects 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: 8
article
2016Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation In: CREATES Research Papers.
[Full Text][Citation analysis]
paper0
2017Predicting Bond Betas using Macro-Finance Variables In: CREATES Research Papers.
[Full Text][Citation analysis]
paper0
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]
paper0
2015UNDERSTANDING THE EFFECTS OF MARRIAGE AND DIVORCE ON FINANCIAL INVESTMENTS: THE ROLE OF BACKGROUND RISK SHARING In: Economic Inquiry.
[Full Text][Citation analysis]
article0
2007Volatility-Spillover Effects in European Bond Markets In: European Financial Management.
[Full Text][Citation analysis]
article54
2003Testing the expectations hypothesis using long-maturity forward rates In: Economics Letters.
[Full Text][Citation analysis]
article8
2002Credit spreads and the term structure of interest rates In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article6
2000Credit 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
2005Multivariate term structure models with level and heteroskedasticity effects In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article13
2003Multivariate Term Structure Models with Level and Heteroskedasticity Effects.(2003) In: Finance Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2005Realized Bond-Stock Correlation: Macroeconomic Announcement Effects In: Finance Research Group Working Papers.
[Full Text][Citation analysis]
paper24
2006Realized Bond-Stock Correlation: Macroeconomic Announcement Effects.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2007Realized bond—stock correlation: Macroeconomic announcement effects.(2007) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
article
2000Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. In: Finance Working Papers.
[Citation analysis]
paper1
2001Long Maturity Forward Rates. In: Finance Working Papers.
[Full Text][Citation analysis]
paper2
2002Revisiting the shape of the yield curve: the effect of interest rate volatility. In: Finance Working Papers.
[Full Text][Citation analysis]
paper6
2003The Educational Asset Market: A Finance Perspective on Human Capital Investment In: Finance Working Papers.
[Full Text][Citation analysis]
paper5
2002The 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
2002Regime Switching in the Yield Curve In: Finance Working Papers.
[Full Text][Citation analysis]
paper5
2004Regime switching in the yield curve.(2004) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2003An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 In: Finance Working Papers.
[Full Text][Citation analysis]
paper0
2003Denmark - A chapter on the Danish Bond Market In: Finance Working Papers.
[Full Text][Citation analysis]
paper1
2003Volatility-Spillover E ffects in European Bond Markets In: Finance Working Papers.
[Full Text][Citation analysis]
paper5
2016Credit Constraints, Growth and Inequality Dynamics In: Working Papers.
[Citation analysis]
paper0
2005Variance-in-mean effects of the long forward-rate slope In: Applied Financial Economics.
[Full Text][Citation analysis]
article0
2011Quantiles of the Realized Stock-Bond Correlation In: Working Papers.
[Full Text][Citation analysis]
paper0
2018Predicting Bond Betas using Macro-Finance Variables In: Working Papers.
[Full Text][Citation analysis]
paper0
2018Flight to Safety from European Stock Markets In: Working Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 1 2018. Contact: CitEc Team