16
H index
18
i10 index
1000
Citations
Aarhus Universitet | 16 H index 18 i10 index 1000 Citations RESEARCH PRODUCTION: 34 Articles 62 Papers RESEARCH ACTIVITY: 21 years (2000 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pch215 |
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: |
Journals with more than one article published | # docs |
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Journal of Empirical Finance | 4 |
International Review of Financial Analysis | 4 |
Journal of Banking & Finance | 4 |
Finance Research Letters | 3 |
Journal of International Financial Markets, Institutions and Money | 2 |
Journal of Futures Markets | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Universitat Rovira i Virgili, Department of Economics | 7 |
Working Papers / Swiss National Bank | 3 |
Year | Title of citing document |
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2023 | . Full description at Econpapers || Download paper |
2023 | Stock Volatility Prediction Based on Transformer Model Using Mixed-Frequency Data. (2023). Liu, Yujiang ; Zhang, Xulong ; Leng, Wan ; Zhou, Lichun ; Tang, Lihua ; Jiang, Guilin ; Gui, Zhaozhong. In: Papers. RePEc:arx:papers:2309.16196. Full description at Econpapers || Download paper |
2023 | Predicting Recessions in (almost) Real Time in a Big-data Setting. (2023). Gaglianone, Wagner ; Fialho, Artur Brasil ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:587. Full description at Econpapers || Download paper |
2023 | Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8. Full description at Econpapers || Download paper |
2023 | Impact of gamification on mitigating behavioral biases of investors. (2023). Onay, Ceylan ; Enol, Doa. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000946. Full description at Econpapers || Download paper |
2023 | The asymmetric dynamics of stock–bond liquidity correlation in China: The role of macro-financial determinants. (2023). Pan, Beier. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001074. Full description at Econpapers || Download paper |
2023 | The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219. Full description at Econpapers || Download paper |
2023 | Forecasting stock return volatility in data-rich environment: A new powerful predictor. (2023). Li, Tingyu ; Zhang, Xiaotong ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001802. Full description at Econpapers || Download paper |
2023 | Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620. Full description at Econpapers || Download paper |
2023 | Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122. Full description at Econpapers || Download paper |
2023 | Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271. Full description at Econpapers || Download paper |
2023 | Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2023). Javed, Farrukh ; Nguyen, Hoang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:272-292. Full description at Econpapers || Download paper |
2023 | Predicting energy futures high-frequency volatility using technical indicators: The role of interaction. (2023). Zhang, Yue ; Ye, Xin ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000312. Full description at Econpapers || Download paper |
2023 | The calming effects of conflict: The impact of partisan conflict on market volatility. (2023). Fan, Zaifeng S ; Beyer, Deborah B. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004124. Full description at Econpapers || Download paper |
2023 | Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Li, Lihong ; Zhang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247. Full description at Econpapers || Download paper |
2023 | Forecasting European stock volatility: The role of the UK. (2023). Gu, Chen ; Gao, Xiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002442. Full description at Econpapers || Download paper |
2023 | Less is more? New evidence from stock market volatility predictability. (2023). Guo, Qiang ; Ma, Feng ; Lu, Fei. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003356. Full description at Econpapers || Download paper |
2023 | Complete subset averaging methods in corporate bond return prediction. (2023). Jia, Zhimin ; Bo, Albert ; Jiang, Shan ; Cheng, Tingting. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001010. Full description at Econpapers || Download paper |
2023 | Discovering the drivers of stock market volatility in a data-rich world. (2023). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001561. Full description at Econpapers || Download paper |
2023 | Forecasting crude oil market volatility using variable selection and common factor. (2023). Wang, Yudong ; Wahab, M. I. M., ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:486-502. Full description at Econpapers || Download paper |
2023 | Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility. (2023). Liang, Chao ; Wang, Yudong ; He, Mengxi ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1318-1332. Full description at Econpapers || Download paper |
2023 | The effect of uncertainty on stock market volatility and correlation. (2023). Hou, Ai Jun ; Christiansen, Charlotte ; Asgharian, Hossein. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001097. Full description at Econpapers || Download paper |
2023 | Gold risk premium estimation with machine learning methods. (2023). Cabrera, Gabriel ; Hansen, Erwin ; Diaz, Juan D. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000502. Full description at Econpapers || Download paper |
2023 | Evaluation of the operational quality of Chinas grain futures market based on the comprehensive information weighting method. (2023). Li, Sijie ; Guo, Wenjing ; Lin, Shengyao ; Xing, Mengyue. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:467-482. Full description at Econpapers || Download paper |
2023 | Did mega-regional trade agreements reshuffle the financial influence of the US, China, and Japan in ASEAN? Evidence from the volatility-spillover effects. (2023). Piljak, Vanja ; Jiang, Junhua ; Cao, LI. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000636. Full description at Econpapers || Download paper |
2023 | Forecasting aggregate stock market volatility with industry volatilities: The role of spillover index. (2023). Zhang, Yaojie ; Zeng, Qing ; Wang, Yudong ; He, Mengxi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001095. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | An Assessment Tool to Identify the Financial Literacy Level of Financial Education Programs Participants’ Executed by Ecuadorian Financial Institutions. (2023). Valcke, Martin ; Everaert, Patricia ; Peralta-Rizzo, Kevin ; Rodriguez, Vanessa ; Mendez-Prado, Silvia Mariela. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:996-:d:1026029. Full description at Econpapers || Download paper |
2023 | Finance and intelligence: An overview of the literature. (2023). EBER, Nicolas ; Roger, Tristan. In: Post-Print. RePEc:hal:journl:hal-04243115. Full description at Econpapers || Download paper |
2023 | How Do Regulators Set the Countercyclical Capital Buffer?. (2023). Keller, Jochen ; Herz, Bernhard. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:3:a:3. Full description at Econpapers || Download paper |
2023 | Dynamic connectedness of green bond with financial markets of European countries under OECD economies. (2023). Ashok, Shruti ; Mishra, Nandita ; Yadav, Miklesh. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09430-3. Full description at Econpapers || Download paper |
2023 | Examining the dependence structure between carry trade and equity market returns in BRICS countries. (2023). Manguzvane, Mathias Mandla ; Bonga-Bonga, Lumengo ; Makhanya, Kabelo Collen. In: MPRA Paper. RePEc:pra:mprapa:117461. Full description at Econpapers || Download paper |
2023 | Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors?. (2023). GUPTA, RANGAN ; Fang, Libing ; Bouri, Elie ; Li, Haohua. In: Working Papers. RePEc:pre:wpaper:202301. Full description at Econpapers || Download paper |
2023 | Government Bonds and COVID-19. An International Evaluation Under Different Market States. (2023). Chicharro, Mara ; Martnez-Serna, Mara-Isabel ; Jareo, Francisco. In: Evaluation Review. RePEc:sae:evarev:v:47:y:2023:i:3:p:433-478. Full description at Econpapers || Download paper |
2023 | Cognitive limits and preferences for information. (2023). Tobias, Aron. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:46:y:2023:i:1:d:10.1007_s10203-022-00376-9. Full description at Econpapers || Download paper |
2023 | Household choices on investing in financial risky assets: Do national institutional factors have their own merit?. (2023). Bouras, Christos ; Apergis, Nicholas. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:405-420. Full description at Econpapers || Download paper |
2023 | The ability of U.S. macroeconomic variables to predict Asian financial market returns. (2023). Tzeng, Kaeyih. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3529-3551. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Uncertainty?driven oil volatility risk premium and international stock market volatility forecasting. (2023). Yin, Libo ; Su, Zhi ; Miao, Deyu ; Fang, Tong. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:872-904. Full description at Econpapers || Download paper |
2023 | Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?. (2023). Guo, Yangli ; Bouri, Elie ; Ma, Feng ; Wang, Jiqian. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:970-988. Full description at Econpapers || Download paper |
2023 | Forecasting stock volatility with a large set of predictors: A new forecast combination method. (2023). Zhang, Weiguo ; Gong, Xue ; Ye, Xin ; Zhao, Yuan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1622-1647. Full description at Econpapers || Download paper |
2023 | Forecasting the stock risk premium: A new statistical constraint. (2023). Wang, Yudong ; Hao, Xianfeng. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1805-1822. Full description at Econpapers || Download paper |
2023 | The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases. (2023). Lopez, Raquel ; Fernandezperez, Adrian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1499-1530. Full description at Econpapers || Download paper |
2023 | Forecasting realized volatility in turbulent times using temporal fusion transformers. (2023). Frank, Johannes. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:032023. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2005 | Do More Economists Hold Stocks? In: Economics Working Papers. [Full Text][Citation analysis] | paper | 4 |
2005 | Do More Economists Hold Stocks?.(2005) In: Finance Research Group Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2006 | The Risk-Return Trade-Off in Human Capital Investment In: Economics Working Papers. [Full Text][Citation analysis] | paper | 39 |
2007 | The risk-return trade-off in human capital investment.(2007) In: Labour Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
2006 | The Risk-Return Trade-Off in Human Capital Investment.(2006) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | 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 | 10 |
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 nother version. Agregated cites: 10 | 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 nother version. Agregated cites: 10 | paper | |
2007 | Decomposing European Bond and Equity Volatility In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 22 |
2005 | Decomposing European bond and equity volatility.(2005) In: Finance Research Group Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2010 | Decomposing European bond and equity volatility.(2010) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2007 | Are Economists More Likely to Hold Stocks? In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 99 |
2008 | Are Economists More Likely to Hold Stocks?.(2008) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 99 | article | |
2007 | Extreme Coexceedances in New EU Member States’ Stock Markets In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 52 |
2009 | Extreme coexceedances in new EU member states stock markets.(2009) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
2008 | Mean Reversion in US and International Short Rates In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 7 |
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 nother version. Agregated cites: 7 | article | |
2009 | The Time-Varying Systematic Risk of Carry Trade Strategies In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 118 |
2009 | The Time-Varying Systematic Risk of Carry Trade Strategies.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 118 | 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 nother version. Agregated cites: 118 | article | |
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 nother version. Agregated cites: 118 | paper | |
2010 | Smooth Transition Patterns in the Realized Stock Bond Correlation In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 28 |
2012 | Smooth transition patterns in the realized stock–bond correlation.(2012) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
2011 | Smooth Transition Patterns in the Realized Stock- Bond Correlation.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2010 | Intertemporal Risk-Return Trade-off in Foreign Exchange Rates In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 7 |
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 nother version. Agregated cites: 7 | 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 | 5 |
2010 | A Comprehensive Look at Financial Volatility Prediction by Economic Variables In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 152 |
2012 | A Comprehensive Look at Financial Volatility Prediction by Economic Variables.(2012) In: BIS Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 152 | paper | |
2012 | A comprehensive look at financial volatility prediction by economic variables.(2012) In: Journal of Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 152 | article | |
2011 | Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 11 |
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 nother version. Agregated cites: 11 | article | |
2012 | Integration of European Bond Markets In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 41 |
2014 | Integration of European bond markets.(2014) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | article | |
2012 | Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 24 |
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 nother version. Agregated cites: 24 | article | |
2013 | Forecasting US Recessions: The Role of Sentiments In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 69 |
2014 | Forecasting US recessions: The role of sentiment.(2014) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | article | |
2013 | Risk-Return Trade-Off for European Stock Markets In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 16 |
2016 | Risk-return trade-off for European stock markets.(2016) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2015 | Risk-Return Trade-Off for European Stock Markets.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2013 | Classifying Returns as Extreme: European Stock and Bond Markets In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
2014 | Classifying returns as extreme: European stock and bond markets.(2014) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | 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 | 30 |
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 nother version. Agregated cites: 30 | paper | |
2016 | Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification.(2016) In: The Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
2014 | Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | Idiosyncratic volatility puzzle: influence of macro-finance factors.(2019) In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2015 | Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2015 | Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 31 |
2015 | Effects of macroeconomic uncertainty on the stock and bond markets.(2015) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | 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 | 2 |
2017 | Predicting Bond Betas using Macro-Finance Variables In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | Predicting bond betas using macro-finance variables.(2019) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2018 | Predicting Bond Betas using Macro-Finance Variables.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | 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 | 4 |
2018 | Flight to Safety from European Stock Markets.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | 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 | 2 |
2020 | Mutual fund selection for realistically short samples.(2020) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2019 | The Economic Value of VIX ETPs In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
2020 | The economic value of VIX ETPs.(2020) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2020 | Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies 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 | 9 |
2007 | Volatility?Spillover Effects in European Bond Markets In: European Financial Management. [Full Text][Citation analysis] | article | 92 |
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 nother version. Agregated cites: 6 | paper | |
2020 | Flight-to-safety and the risk-return trade-off: European evidence In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
2021 | Long- and short-run components of factor betas: Implications for stock pricing In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
2020 | Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing.(2020) In: IRTG 1792 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2005 | Multivariate term structure models with level and heteroskedasticity effects In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 17 |
2003 | Multivariate Term Structure Models with Level and Heteroskedasticity Effects.(2003) In: Finance Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2019 | Negative house price co-movements and US recessions In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 5 |
2021 | Quantile Risk–Return Trade-Off In: JRFM. [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 | 27 |
2007 | Realized bond—stock correlation: Macroeconomic announcement effects.(2007) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | 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 | 8 |
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 nother 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 nother 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 | 5 |
2006 | Realized Bond-Stock Correlation: Macroeconomic Announcement Effects In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2008 | Extreme Coexceedances in New EU Member States Stock Markets In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | The Time-Varying Systematic Risk of Carry Trade Strategies In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
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 |
2020 | Uncertainty and Downside Risk in International Stock Returns In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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