14
H index
15
i10 index
653
Citations
Charlotte Christiansen : Citation Profile
Aarhus Universitet | RESEARCH PRODUCTION: 30 Articles 59 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (2000 - 2019). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Charlotte Christiansen. | Is cited by:
| Cites to:
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Main data
Where Charlotte Christiansen has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Banking & Finance | 4 |
| International Review of Financial Analysis | 4 |
| Journal of Empirical Finance | 3 |
| Finance Research Letters | 2 |
| Journal of Futures Markets | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Universitat Rovira i Virgili, Department of Economics | 6 |
| Working Papers / Swiss National Bank | 3 |
Recent works citing Charlotte Christiansen (2020 and 2019)
| Year | Title of citing document | |
|---|---|---|
| 2019 | Household Portfolio Choice Before and After a House Purchase. (2019). Zhou, Jie ; Lyng, Ran Sun. In: Economics Working Papers. RePEc:aah:aarhec:2019-01. Full description at Econpapers || Download paper | |
| 2018 | Consistent Inference for Predictive Regressions in Persistent VAR Economies. (2018). Andersen, Torben ; Varneskov, Rasmus T. In: CREATES Research Papers. RePEc:aah:create:2018-09. Full description at Econpapers || Download paper | |
| 2018 | In Search of a Job: Forecasting Employment Growth in the US using Google Trends. (2018). Montes, Erik Christian. In: CREATES Research Papers. RePEc:aah:create:2018-25. Full description at Econpapers || Download paper | |
| 2019 | Does 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. Full description at Econpapers || Download paper | |
| 2017 | On 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 | |
| 2018 | ‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios. (2018). Conrad, Christian ; Glas, Alexander. In: Working Papers. RePEc:awi:wpaper:0655. Full description at Econpapers || Download paper | |
| 2018 | Macroeconomics determinants of the correlation between stocks and bonds. (2018). Pericoli, Marcello. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1198_18. Full description at Econpapers || Download paper | |
| 2018 | Investor sentiment and the risk–return tradeoff in the Brazilian market. (2018). Piccoli, Pedro ; da Silva, Wesley Vieira. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:599-618. Full description at Econpapers || Download paper | |
| 2017 | Extreme Returns in the European financial crisis. (2017). Chouliaras, Andreas ; Grammatikos, Theoharry. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:728-760. Full description at Econpapers || Download paper | |
| 2017 | IDENTIFYING 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 | |
| 2018 | Time-varying correlations and Sharpe ratios during quantitative easing. (2018). Haley, Osteen ; Paul, Jones . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:1:p:11:n:5. Full description at Econpapers || Download paper | |
| 2017 | Forecasting Stock Returns: A Predictor-Constrained Approach. (2017). Wang, Yudong ; Pettenuzzo, Davide. In: Working Papers. RePEc:brd:wpaper:116. Full description at Econpapers || Download paper | |
| 2018 | Forecasting Stock Returns: A Predictor-Constrained Approach. (2018). Wang, Yudong ; Pettenuzzo, Davide ; Pan, Zhiyuan. In: Working Papers. RePEc:brd:wpaper:116r. Full description at Econpapers || Download paper | |
| 2019 | Does Business Confidence Matter for Investment?. (2019). Khan, Hashmat ; Upadhayaya, Santosh. In: Carleton Economic Papers. RePEc:car:carecp:17-13. Full description at Econpapers || Download paper | |
| 2019 | Liquidity 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. Full description at Econpapers || Download paper | |
| 2019 | Extracting 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. Full description at Econpapers || Download paper | |
| 2017 | Bid-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 | |
| 2017 | Revenue- 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 | |
| 2020 | Global Macro-Financial Cycles and Spillovers. (2020). Ha, Jongrim ; Kose, Ayhan ; Otrok, Christopher ; Prasad, Eswar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14404. Full description at Econpapers || Download paper | |
| 2017 | Measures of Global Uncertainty and Carry-Trade Excess Returns. (2017). Mark, Nelson ; Berg, Kimberly. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_002. Full description at Econpapers || Download paper | |
| 2017 | Carry 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 | |
| 2017 | Financial 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 | |
| 2017 | Testing 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 | |
| 2018 | Stocks and Bonds: Flight-to-Safety for Ever?. (2018). Tokpavi, Sessi ; Boucher, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-39. Full description at Econpapers || Download paper | |
| 2018 | Sentiment and sign predictability of stock returns. (2018). Pönkä, Harri ; Pnk, Harri. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00948. Full description at Econpapers || Download paper | |
| 2017 | Bid-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 | |
| 2018 | Revenue- versus spending-based consolidation plans: the role of follow-up. (2018). Beetsma, Roel ; Giuliodori, Massimo ; Furtuna, Oana. In: Working Paper Series. RePEc:ecb:ecbwps:20182178. Full description at Econpapers || Download paper | |
| 2019 | Detecting turning points in global economic activity. (2019). Seitz, Franz ; Salvador, Ramon Gomez ; Baumann, Ursel. In: Working Paper Series. RePEc:ecb:ecbwps:20192310. Full description at Econpapers || Download paper | |
| 2017 | The effect of the US subprime crisis on Canadian banks. (2017). Bandyopadhyay, Satiprasad ; Kennedy, Duane ; Jha, Ranjini. In: Advances in accounting. RePEc:eee:advacc:v:36:y:2017:i:c:p:58-74. Full description at Econpapers || Download paper | |
| 2017 | The 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 | |
| 2018 | Forecasting gold futures market volatility using macroeconomic variables in the United States. (2018). Fang, Libing ; Xiao, Wen ; Yu, Honghai. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:249-259. Full description at Econpapers || Download paper | |
| 2018 | Forecasting the aggregate oil price volatility in a data-rich environment. (2018). Ma, Feng ; Zhang, Yaojie ; Wahab, M. I. M., ; Liu, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:320-332. Full description at Econpapers || Download paper | |
| 2018 | The predictive power of the yield spread for future economic expansions: Evidence from a new approach. (2018). Wohar, Mark ; Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:181-195. Full description at Econpapers || Download paper | |
| 2019 | Who 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. Full description at Econpapers || Download paper | |
| 2020 | Forecasting stock market volatility: The role of technical variables. (2020). Pan, Zhiyuan ; Liu, LI. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:55-65. Full description at Econpapers || Download paper | |
| 2017 | Knowledge 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 | |
| 2019 | Understanding 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. Full description at Econpapers || Download paper | |
| 2019 | Network 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. Full description at Econpapers || Download paper | |
| 2019 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2017 | Stocks 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 | |
| 2017 | Time-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 | |
| 2017 | Frontier 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 | |
| 2019 | From 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. Full description at Econpapers || Download paper | |
| 2017 | Forecasting 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 | |
| 2017 | Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model. (2017). Yin, Libo ; Wu, Chongfeng ; Wang, Yudong ; Pan, Zhiyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:130-142. Full description at Econpapers || Download paper | |
| 2017 | Funding 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 | |
| 2018 | Momentum of return predictability. (2018). Wang, Yudong ; Diao, Xundi ; Ma, Feng ; Liu, LI. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:141-156. Full description at Econpapers || Download paper | |
| 2018 | Hindsight effect: What are the actual cash flow timing skills of mutual fund investors?. (2018). Muoz, Fernando ; Vicente, Ruth . In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:181-193. Full description at Econpapers || Download paper | |
| 2018 | Global macro risks in currency excess returns. (2018). Berg, Kimberly ; Mark, Nelson C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:300-315. Full description at Econpapers || Download paper | |
| 2018 | Market timing over the business cycle. (2018). Sander, Magnus . In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:130-145. Full description at Econpapers || Download paper | |
| 2018 | Oil and the short-term predictability of stock return volatility. (2018). Yin, Libo ; Wang, Yudong ; Wu, Chongfeng ; Wei, YU. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:90-104. Full description at Econpapers || Download paper | |
| 2018 | Conditional co-skewness and safe-haven currencies: A regime switching approach. (2018). Chan, Kalok ; Zhou, Yinggang ; Yang, Jian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:58-80. Full description at Econpapers || Download paper | |
| 2020 | Forecasting stock returns: A predictor-constrained approach. (2020). Wang, Yudong ; Pettenuzzo, Davide ; Pan, Zhiyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:200-217. Full description at Econpapers || Download paper | |
| 2017 | Oil volatility risk and stock market volatility predictability: Evidence from G7 countries. (2017). Yin, Libo ; Feng, Jiabao ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:240-254. Full description at Econpapers || Download paper | |
| 2019 | Oil 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. Full description at Econpapers || Download paper | |
| 2019 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2017 | Main 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 | |
| 2018 | Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Piljak, Vanja ; Kearney, Fearghal ; Fernandez, Viviana ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Yarovaya, Larisa ; Vigne, Samuel A ; Neville, Conor ; Helbing, Pia ; Wolfe, Simon ; Lucey, Brian M ; McGroarty, Frank ; Goodell, John W ; Vu, Anh N ; McGee, Richard J ; Gonzalez-Urteaga, Ana ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:55 | |
| 2019 | Determinants 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. Full description at Econpapers || Download paper | |
| 2019 | Modeling 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. Full description at Econpapers || Download paper | |
| 2019 | Currency 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. Full description at Econpapers || Download paper | |
| 2017 | Systemic 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 | |
| 2018 | Intraday patterns in foreign exchange returns and realized volatility. (2018). Zhang, Hao. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:99-104. Full description at Econpapers || Download paper | |
| 2019 | Latin 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. Full description at Econpapers || Download paper | |
| 2019 | Cross-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. Full description at Econpapers || Download paper | |
| 2018 | Common information in carry trade risk factors. (2018). Sakemoto, Ryuta ; Byrne, Joseph ; 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 | |
| 2019 | Unexploited 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Financial 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. Full description at Econpapers || Download paper | |
| 2019 | Realized 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. Full description at Econpapers || Download paper | |
| 2019 | Contagion 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. Full description at Econpapers || Download paper | |
| 2019 | Exogenous 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. Full description at Econpapers || Download paper | |
| 2019 | Combining 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. Full description at Econpapers || Download paper | |
| 2017 | Financial 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 | |
| 2017 | Investor 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 | |
| 2018 | Bid-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 | |
| 2018 | The impact of institutional volatility on financial volatility in transition economies. (2018). Hartwell, Christopher. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:46:y:2018:i:2:p:598-615. Full description at Econpapers || Download paper | |
| 2017 | Comparing Federal Reserve, Blue Chip, and time series forecasts of US output growth. (2017). Abu Al-Foul, Bassam ; 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 | |
| 2018 | An intertemporal CAPM with stochastic volatility. (2018). Campbell, John ; Turley, Robert ; Polk, Christopher ; Giglio, Stefano. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:2:p:207-233. Full description at Econpapers || Download paper | |
| 2017 | Violations 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 | |
| 2017 | Systematic 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 | |
| 2018 | Factors of the term structure of sovereign yield spreads. (2018). Trueck, Stefan ; Truck, Stefan ; Wellmann, Dennis. 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 | |
| 2018 | Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy. (2018). Nitschka, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:83:y:2018:i:c:p:44-54. Full description at Econpapers || Download paper | |
| 2018 | Conditioning carry trades: Less risk, more return. (2018). Mulder, Arjen ; Tims, Ben . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:1-19. Full description at Econpapers || Download paper | |
| 2018 | Measures of global uncertainty and carry-trade excess returns. (2018). Berg, Kimberly ; Mark, Nelson C. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:212-227. Full description at Econpapers || Download paper | |
| 2018 | Uncertainty, currency excess returns, and risk reversals. (2018). Husted, Lucas ; Sun, BO ; Rogers, John. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:228-241. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Heterogeneous traders, liquidity, and volatility in crude oil futures market. (2017). Ray, Rina ; Haugom, Erik. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:5:y:2017:i:c:p:36-49. Full description at Econpapers || Download paper | |
| 2019 | U.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. Full description at Econpapers || Download paper | |
| 2017 | Financial 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 | |
| 2019 | Unemployment 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. Full description at Econpapers || Download paper | |
| 2018 | News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets. (2018). Gupta, Rangan ; Wohar, Mark E ; Papadamou, Stephanos ; Kollias, Christos. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:47-48:y:2018:i::p:76-90. Full description at Econpapers || Download paper | |
| 2018 | Financial literacy and financial behavior: Evidence from the emerging Asian middle class. (2018). Grohmann, Antonia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:129-143. Full description at Econpapers || Download paper | |
| 2018 | Measuring systemic risk of the banking industry in China: A DCC-MIDAS-t approach. (2018). Xu, Qifa ; Yuan, Jing ; Jiang, Cuixia ; Chen, LU. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:13-31. Full description at Econpapers || Download paper | |
| 2019 | Are 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. Full description at Econpapers || Download paper | |
| 2018 | Does US Economic Policy Uncertainty matter for European stock markets volatility?. (2018). Mei, Dexiang ; Hou, Wenjing ; Zhang, Yaojie ; Zeng, Qing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:215-221. Full description at Econpapers || Download paper | |
| 2019 | Stochastic 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. Full description at Econpapers || Download paper | |
| 2020 | Uncertainty in Euro area and the bond spreads. (2020). Siriopoulos, Costas ; Svingou, Argyro ; Tsagkanos, Athanasios ; Gkillas, Konstantinos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315109. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Charlotte Christiansen:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | Do More Economists Hold Stocks? In: Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Do More Economists Hold Stocks?.(2005) In: Finance Research Group Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2006 | The Risk-Return Trade-Off in Human Capital Investment In: Economics Working Papers. [Full Text][Citation analysis] | paper | 34 |
| 2007 | The risk-return trade-off in human capital investment.(2007) In: Labour Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | article | |
| 2006 | The Risk-Return Trade-Off in Human Capital Investment.(2006) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
| 2007 | Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 8 |
| 2008 | Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates.(2008) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2005 | Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates..(2005) In: Finance Research Group Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2007 | Decomposing European Bond and Equity Volatility In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 16 |
| 2005 | Decomposing European bond and equity volatility.(2005) In: Finance Research Group Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2010 | Decomposing European bond and equity volatility.(2010) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
| 2007 | Are Economists More Likely to Hold Stocks? In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 79 |
| 2008 | Are Economists More Likely to Hold Stocks?.(2008) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 79 | article | |
| 2007 | Extreme Coexceedances in New EU Member States’ Stock Markets In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 47 |
| 2009 | Extreme coexceedances in new EU member states stock markets.(2009) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | article | |
| 2008 | Extreme Coexceedances in New EU Member States Stock Markets.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
| 2008 | Mean Reversion in US and International Short Rates In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Mean reversion in US and international short rates.(2010) In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2009 | The Time-Varying Systematic Risk of Carry Trade Strategies In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 90 |
| 2009 | The Time-Varying Systematic Risk of Carry Trade Strategies.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 90 | paper | |
| 2011 | The Time-Varying Systematic Risk of Carry Trade Strategies.(2011) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 90 | article | |
| 2010 | The Time-Varying Systematic Risk of Carry Trade Strategies.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 90 | paper | |
| 2009 | The Time-Varying Systematic Risk of Carry Trade Strategies.(2009) In: University of St. Gallen Department of Economics working paper series 2009. [Full Text][Citation analysis] This paper has another version. Agregated cites: 90 | paper | |
| 2010 | Smooth Transition Patterns in the Realized Stock Bond Correlation In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 15 |
| 2012 | Smooth transition patterns in the realized stock–bond correlation.(2012) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
| 2011 | Smooth Transition Patterns in the Realized Stock- Bond Correlation.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2010 | Intertemporal Risk-Return Trade-off in Foreign Exchange Rates In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 2011 | Intertemporal risk-return trade-off in foreign exchange rates.(2011) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2010 | Sign and Quantiles of the Realized Stock-Bond Correlation In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | The Effects of Marriage and Divorce on Financial Investments: Learning to Love or Hate Risk? In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | A Comprehensive Look at Financial Volatility Prediction by Economic Variables In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 62 |
| 2012 | A Comprehensive Look at Financial Volatility Prediction by Economic Variables.(2012) In: BIS Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | paper | |
| 2012 | A comprehensive look at financial volatility prediction by economic variables.(2012) In: Journal of Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 62 | article | |
| 2011 | Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 7 |
| 2013 | Predicting severe simultaneous recessions using yield spreads as leading indicators.(2013) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2012 | Integration of European Bond Markets In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 23 |
| 2014 | Integration of European bond markets.(2014) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
| 2012 | Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 13 |
| 2014 | Quantiles of the realized stock–bond correlation and links to the macroeconomy.(2014) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
| 2013 | Forecasting US Recessions: The Role of Sentiments In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 38 |
| 2014 | Forecasting US recessions: The role of sentiment.(2014) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | |
| 2013 | Risk-Return Trade-Off for European Stock Markets In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Risk-return trade-off for European stock markets.(2016) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2015 | Risk-Return Trade-Off for European Stock Markets.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2013 | Classifying Returns as Extreme: European Stock and Bond Markets In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Classifying returns as extreme: European stock and bond markets.(2014) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2014 | Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 21 |
| 2014 | Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2016 | Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification.(2016) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
| 2014 | Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Idiosyncratic volatility puzzle: influence of macro-finance factors.(2019) In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2015 | Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 15 |
| 2015 | Effects of macroeconomic uncertainty on the stock and bond markets.(2015) In: Finance Research Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
| 2016 | Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Predicting Bond Betas using Macro-Finance Variables In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Predicting bond betas using macro-finance variables.(2019) In: Finance Research Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2018 | Predicting Bond Betas using Macro-Finance Variables.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Flight to Safety from European Stock Markets In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Flight to Safety from European Stock Markets.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Mutual Fund Selection for Realistically Short Samples In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Mutual fund selection for realistically short samples.(2020) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2019 | The Economic Value of VIX ETPs In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | UNDERSTANDING THE EFFECTS OF MARRIAGE AND DIVORCE ON FINANCIAL INVESTMENTS: THE ROLE OF BACKGROUND RISK SHARING In: Economic Inquiry. [Full Text][Citation analysis] | article | 4 |
| 2007 | Volatility‐Spillover Effects in European Bond Markets In: European Financial Management. [Full Text][Citation analysis] | article | 78 |
| 2003 | Testing the expectations hypothesis using long-maturity forward rates In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 2002 | Credit spreads and the term structure of interest rates In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 6 |
| 2000 | Credit Spreads and the Term Structure of Interest Rates..(2000) In: Finance Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2005 | Multivariate term structure models with level and heteroskedasticity effects In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 15 |
| 2003 | Multivariate Term Structure Models with Level and Heteroskedasticity Effects.(2003) In: Finance Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2019 | Negative house price co-movements and US recessions In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 0 |
| 2005 | Realized Bond-Stock Correlation: Macroeconomic Announcement Effects In: Finance Research Group Working Papers. [Full Text][Citation analysis] | paper | 28 |
| 2006 | Realized Bond-Stock Correlation: Macroeconomic Announcement Effects.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
| 2007 | Realized bond—stock correlation: Macroeconomic announcement effects.(2007) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | article | |
| 2000 | Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. In: Finance Working Papers. [Citation analysis] | paper | 1 |
| 2001 | Long Maturity Forward Rates. In: Finance Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2002 | Revisiting the shape of the yield curve: the effect of interest rate volatility. In: Finance Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2003 | The Educational Asset Market: A Finance Perspective on Human Capital Investment In: Finance Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2002 | The Educational Asset Market: A Finance Perspective on Human Capital Investment.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2002 | Regime Switching in the Yield Curve In: Finance Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2004 | Regime switching in the yield curve.(2004) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2003 | An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 In: Finance Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Denmark - A chapter on the Danish Bond Market In: Finance Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Volatility-Spillover E ffects in European Bond Markets In: Finance Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2016 | Credit Constraints, Growth and Inequality Dynamics In: Working Papers. [Citation analysis] | paper | 1 |
| 2005 | Variance-in-mean effects of the long forward-rate slope In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2011 | Quantiles of the Realized Stock-Bond Correlation In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team