Charlotte Christiansen : Citation Profile

Are you Charlotte Christiansen?

Aarhus Universitet

16

H index

18

i10 index

927

Citations

RESEARCH PRODUCTION:

34

Articles

62

Papers

RESEARCH ACTIVITY:

   21 years (2000 - 2021). See details.
   Cites by year: 44
   Journals where Charlotte Christiansen has often published
   Relations with other researchers
   Recent citing documents: 138.    Total self citations: 32 (3.34 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch215
   Updated: 2022-11-19    RAS profile: 2022-10-13    
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Relations with other researchers

Works with:

Savva, Christos (3)

cipollini, andrea (3)

Asgharian, Hossein (2)

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:

GUPTA, RANGAN (18)

Chuliá, Helena (18)

Papadamou, Stephanos (14)

Kollias, Christos (14)

Abad, Pilar (13)

Balli, Faruk (11)

Sakemoto, Ryuta (11)

Wang, Yudong (10)

Wohar, Mark (10)

Nguyen, Duc Khuong (10)

Kose, Ayhan (9)

Cites to:

Engle, Robert (45)

Bollerslev, Tim (29)

Campbell, John (21)

Fama, Eugene (17)

Bekaert, Geert (15)

Calvet, Laurent (14)

Asgharian, Hossein (14)

Heckman, James (14)

Jagannathan, Ravi (11)

Harvey, Campbell (11)

Karolyi, G. (11)

Main data

Where Charlotte Christiansen has published?

Journals with more than one article published# docs
International Review of Financial Analysis4
Journal of Empirical Finance4
Journal of Banking & 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 (2022 and 2021)

YearTitle of citing document
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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2022How Early Adolescent Skills and Preferences Shape Economics Education Choices. (2022). List, John ; Humphries, John ; Veramendi, Gregory F ; Karna, Uditi ; Joensen, Juanna Schroter ; Fiala, Lenka. In: AEA Papers and Proceedings. RePEc:aea:apandp:v:112:y:2022:p:609-13.

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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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2021EQUITY MARKETS RISKS AND RETURNS: IMPLICATIONS FOR GLOBAL PORTFOLIO CAPITAL FLOWS DURING PANDEMIC AND CRISIS PERIODS. (2021). Rusak, Denys ; Pryiatelchuk, Olena ; Dziuba, Pavlo. In: Baltic Journal of Economic Studies. RePEc:bal:journl:2256-0742:2021:7:3:12.

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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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2022Euro Area: Towards a European Common Bond? – Empirical Evidence from the Sovereign Debt Markets. (2022). Kiohos, Apostolos ; Stoupos, Nikolaos. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:60:y:2022:i:4:p:1019-1046.

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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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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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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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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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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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2022Herding behaviour heterogeneity under economic and political risks: Evidence from GCC. (2022). Molyneux, Philip ; Albaity, Mohamed ; Mallek, Ray Saadaoui. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:345-361.

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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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2022The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds sectors. (2022). Peng, Cheng ; Wang, Gangjin ; Su, Xiaojian ; Deng, Chao. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001419.

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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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2022The risk–return relation in the corporate loan market. (2022). Duran, Miguel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000043.

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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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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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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, Wei Guo ; Gong, Xue. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000084.

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2022Oil price uncertainty and corporate cash holdings: Global evidence. (2022). Alsubaiei, Bader Jawid ; Alomran, Abdulaziz Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000837.

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2022Flight-to-safety and retail investor behavior. (2022). Lehnert, Thorsten. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922001090.

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2022Oil price volatility predictability based on global economic conditions. (2022). Lai, Xiaodong ; Guo, Yangli ; Ma, Feng ; Li, Haibo. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001569.

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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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2022Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model. (2022). Bufalo, Michele ; Orlando, Giuseppe. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004888.

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2022Investor attention and the risk-return trade-off. (2022). Kim, Ryumi ; Lee, Yu Kyung. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004906.

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2022An interesting finding about the ability of geopolitical risk to forecast aggregate equity return volatility out-of-sample. (2022). Nonejad, Nima. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s154461232200037x.

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2022How do financial and commodity markets volatility react to real economic activity?. (2022). Guesmi, Khaled ; Ndubuisi, Gideon ; Urom, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000563.

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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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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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2022Measuring market integration during crisis periods. (2022). Hyde, Stuart ; Cho, Sungjun ; Qin, Weiping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000440.

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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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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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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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2022Time-varying risk of nominal bonds: How important are macroeconomic shocks?. (2022). Ermolov, Andrey. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:1:p:1-28.

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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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2022The time-varying risk price of currency portfolios. (2022). Sakemoto, Ryuta ; Ibrahim, Boulis Maher ; Byrne, Joseph P. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000390.

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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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2022Medium-term and long-term volatility forecasts for EUA futures with country-specific economic policy uncertainty indices. (2022). Umar, Muhammad ; Guo, Xiaozhu ; Luo, Qin ; Zhang, Lixia. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722000939.

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2022Crypto swings and the performance of carbon-intensive equity funds in China. (2022). Umar, Muhammad ; Ji, Xiangfeng ; Mirza, Nawazish ; Li, Haiping. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002343.

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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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2022Does fiscal policy matter for stock-bond return correlation?. (2022). Zhou, Hao ; Zhang, JI ; Rica, E. In: Journal of Monetary Economics. RePEc:eee:moneco:v:128:y:2022:i:c:p:20-34.

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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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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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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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2022Does the yield curve signal recessions? New evidence from an international panel data analysis. (2022). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:9-22.

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2022Credit booms and crisis-emergent asset comovement: The problem of latent correlation. (2022). Gimenez, Gabriel A ; Chibane, Messaoud ; Gabriel, Amadeus. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:270-279.

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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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2021Do higher-order realized moments matter for cryptocurrency returns?. (2021). Ahmed, Walid ; al Mafrachi, Mustafa. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:483-499.

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2021Systemic risk measures and distribution forecasting of macroeconomic shocks. (2021). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:178-196.

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2021Measuring risk spillovers from multiple developed stock markets to China: A vine-copula-GARCH-MIDAS model. (2021). Liu, Yezheng ; Xu, Qifa ; Jiang, Cuixia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:386-398.

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2021Risk, ambiguity, and equity premium: International evidence. (2021). Byun, Suk-Joon ; Kim, Eung-Bin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:321-335.

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2022How arbitrage-free is the Nelson–Siegel model under stochastic volatility?. (2022). Takamizawa, Hideyuki. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:205-223.

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2022Forecasting Pakistan stock market volatility: Evidence from economic variables and the uncertainty index. (2022). Li, Tao ; Ma, Feng ; Guo, Qiang ; Ghani, Maria. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:1180-1189.

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2022Geopolitical risk and oil price volatility: Evidence from Markov-switching model. (2022). Li, Tao ; Zeng, Qing ; Qian, Lihua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:81:y:2022:i:c:p:29-38.

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2022Time-varying risk aversion and currency excess returns. (2022). Demirer, Riza ; Yuksel, Aydin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001768.

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2022Forecasting realised volatility from search volume and overnight sentiment: Evidence from China. (2022). Duong, Duy ; Huang, Chengcheng ; Han, Wei ; Wang, Ping. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001222.

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2021Robo advisors, algorithmic trading and investment management: Wonders of fourth industrial revolution in financial markets. (2021). Khalid, Fahad ; Dai, KE ; Xiao, Yidong ; Su, Chi-Wei ; Tao, Ran. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:163:y:2021:i:c:s0040162520312476.

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2022Effects of digitalization on financialization: Empirical evidence from European countries. (2022). Ha, Le Thanh. In: Technology in Society. RePEc:eee:teinso:v:68:y:2022:i:c:s0160791x21003262.

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2021The Degree of Integration of the Bulgarian and Croatian Government Bond Markets into the Eurozone Government Bond Market. (2021). Bukowska, Joanna. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:special4:p:412-420.

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2021Financial Spillover and Contagion Risks in the Euro Area in 2007-2019. (2021). Vogel, Lukas ; Vašíček, Bořek ; Vaiek, Boek ; Perticari, Francesco ; Monteiro, Daniel ; Lorenzani, Dimitri ; Garcia, Roman. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:137.

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2021Integration and Disintegration of EMU Government Bond Markets. (2021). Sibbertsen, Philipp ; Leschinski, Christian ; Voges, Michelle. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:13-:d:517289.

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2021Uncertainty Due to Infectious Diseases and Stock–Bond Correlation. (2021). Siriopoulos, Costas ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:2:p:17-:d:539153.

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2021Empowering Financial Education by Banks—Social Media as a Modern Channel. (2021). Wiktorowicz, Justyna ; Kuchciak, Iwa. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:118-:d:515653.

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2021The Relationship between Carry Trade and Asset Markets in South Africa. (2021). Bonga-Bonga, Lumengo ; Maake, Tebogo. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:300-:d:587056.

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2022A Comparative Analysis of the Nature of Stock Return Volatility in BRICS and G7 Markets. (2022). Muzindutsi, Paul-Francois ; Muguto, Lorraine. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:2:p:85-:d:752418.

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2021Are Housing Prices Sustainable in 35 Large and Medium-Sized Chinese Cities? A Study Based on the Cheap Talk Game and Dynamic GMM. (2021). Xia, Xiaohua ; Peng, Biyu ; Wang, Jie ; Ma, Zhu. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:22:p:12791-:d:682813.

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2022Forecasting the Volatility of European Union Allowance Futures with Climate Policy Uncertainty Using the EGARCH-MIDAS Model. (2022). Yin, Xuebao ; Wu, Xinyu ; Mei, Xueting. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:7:p:4306-:d:787154.

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2022Economic drivers of volatility and correlation in precious metal markets. (2022). Walther, Thomas ; Nguyen, Khuong ; Goutte, Stephane ; Dinh, Theu. In: Working Papers. RePEc:hal:wpaper:halshs-03672469.

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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.
[Full Text][Citation analysis]		paper4
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.
[Full Text][Citation analysis]		paper39
2007The risk-return trade-off in human capital investment.(2007) In: Labour Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39		article
2006The Risk-Return Trade-Off in Human Capital Investment.(2006) In: IZA Discussion Papers.
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This paper has another version. Agregated cites: 39		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]		paper10
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: 10		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: 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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		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: 21		article
2007Are Economists More Likely to Hold Stocks? In: CREATES Research Papers.
[Full Text][Citation analysis]		paper93
2008Are Economists More Likely to Hold Stocks?.(2008) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 93		article
2007Extreme Coexceedances in New EU Member States’ Stock Markets In: CREATES Research Papers.
[Full Text][Citation analysis]		paper53
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: 53		article
2008Extreme Coexceedances in New EU Member States Stock Markets.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 53		paper
2008Mean Reversion in US and International Short Rates In: CREATES Research Papers.
[Full Text][Citation analysis]		paper6
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: 6		article
2009The Time-Varying Systematic Risk of Carry Trade Strategies In: CREATES Research Papers.
[Full Text][Citation analysis]		paper117
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: 117		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: 117		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: 117		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: 117		paper
2010Smooth Transition Patterns in the Realized Stock Bond Correlation In: CREATES Research Papers.
[Full Text][Citation analysis]		paper26
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: 26		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: 26		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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		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]		paper5
2010A Comprehensive Look at Financial Volatility Prediction by Economic Variables In: CREATES Research Papers.
[Full Text][Citation analysis]		paper118
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: 118		paper
2012A comprehensive look at financial volatility prediction by economic variables.(2012) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 118		article
2011Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators In: CREATES Research Papers.
[Full Text][Citation analysis]		paper11
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]		paper38
2014Integration of European bond markets.(2014) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 38		article
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		article
2013Forecasting US Recessions: The Role of Sentiments In: CREATES Research Papers.
[Full Text][Citation analysis]		paper65
2014Forecasting US recessions: The role of sentiment.(2014) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65		article
2013Risk-Return Trade-Off for European Stock Markets In: CREATES Research Papers.
[Full Text][Citation analysis]		paper16
2016Risk-return trade-off for European stock markets.(2016) In: International Review of Financial Analysis.
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This paper has another version. Agregated cites: 16		article
2015Risk-Return Trade-Off for European Stock Markets.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2014Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification In: CREATES Research Papers.
[Full Text][Citation analysis]		paper27
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: 27		paper
2016Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification.(2016) In: The Journal of Financial Econometrics.
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This paper has another version. Agregated cites: 27		article
2014Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2019Idiosyncratic volatility puzzle: influence of macro-finance factors.(2019) In: Review of Quantitative Finance and Accounting.
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This paper has another version. Agregated cites: 2		article
2015Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors.(2015) In: Working Papers.
[Full Text][Citation analysis]
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]		paper29
2015Effects of macroeconomic uncertainty on the stock and bond markets.(2015) In: Finance Research Letters.
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This paper has another version. Agregated cites: 29		article
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]		paper1
2019Predicting bond betas using macro-finance variables.(2019) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2018Predicting Bond Betas using Macro-Finance Variables.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2017Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2018Mutual Fund Selection for Realistically Short Samples In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2020Mutual fund selection for realistically short samples.(2020) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 2		article
2019The Economic Value of VIX ETPs In: CREATES Research Papers.
[Full Text][Citation analysis]		paper3
2020The economic value of VIX ETPs.(2020) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 3		article
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.
[Full Text][Citation analysis]		article8
2007Volatility?Spillover Effects in European Bond Markets In: European Financial Management.
[Full Text][Citation analysis]		article89
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.
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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]		article3
2021Long- and short-run components of factor betas: Implications for stock pricing In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]		article17
2003Multivariate Term Structure Models with Level and Heteroskedasticity Effects.(2003) In: Finance Working Papers.
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This paper has another version. Agregated cites: 17		paper
2019Negative house price co-movements and US recessions In: Regional Science and Urban Economics.
[Full Text][Citation analysis]		article5
2021Quantile Risk–Return Trade-Off In: JRFM.
[Full Text][Citation analysis]		article0
2005Realized Bond-Stock Correlation: Macroeconomic Announcement Effects In: Finance Research Group Working Papers.
[Full Text][Citation analysis]		paper33
2006Realized Bond-Stock Correlation: Macroeconomic Announcement Effects.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 33		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: 33		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.
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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.
[Full Text][Citation analysis]		paper6
2004Regime switching in the yield curve.(2004) In: Journal of Futures Markets.
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This paper has another version. Agregated cites: 6		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.
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2016Credit Constraints, Growth and Inequality Dynamics In: Working Papers.
[Citation analysis]		paper5
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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