Charlotte Christiansen : Citation Profile


Are you Charlotte Christiansen?

Aarhus Universitet

16

H index

18

i10 index

1000

Citations

RESEARCH PRODUCTION:

34

Articles

62

Papers

RESEARCH ACTIVITY:

   21 years (2000 - 2021). See details.
   Cites by year: 47
   Journals where Charlotte Christiansen has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 32 (3.1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch215
   Updated: 2024-01-16    RAS profile: 2023-01-13    
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Relations with other researchers


Works with:

Savva, Christos (3)

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 (20)

Chuliá, Helena (18)

Papadamou, Stephanos (14)

Kollias, Christos (14)

Abad, Pilar (13)

Wang, Yudong (12)

Balli, Faruk (11)

Nguyen, Duc Khuong (11)

Sakemoto, Ryuta (11)

Wohar, Mark (10)

Byrne, Joseph (10)

Cites to:

Engle, Robert (46)

Bollerslev, Tim (29)

Campbell, John (22)

Fama, Eugene (17)

Heckman, James (16)

Bekaert, Geert (15)

Calvet, Laurent (14)

Asgharian, Hossein (14)

French, Kenneth (14)

Newey, Whitney (13)

West, Kenneth (13)

Main data


Where Charlotte Christiansen has published?


Journals with more than one article published# docs
Journal of Empirical Finance4
International Review of Financial Analysis4
Journal of Banking & Finance4
Finance Research Letters3
Journal of International Financial Markets, Institutions and Money2
Journal of Futures Markets2

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

Recent works citing Charlotte Christiansen (2024 and 2023)


YearTitle of citing document
2023.

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2023Stock 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.

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2023Predicting 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.

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2023Uncertainty 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.

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2023Impact 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.

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2023The 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.

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2023The 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.

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2023Forecasting 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.

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2023Do 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.

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2023Conditional 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.

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2023Forecasting 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.

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2023Dynamic 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.

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2023Predicting 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.

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2023The 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.

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2023Forecasting 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.

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2023Forecasting 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.

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2023Less 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.

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2023Complete 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.

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2023Discovering 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.

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2023Forecasting 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.

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2023Global 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.

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2023The 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.

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2023Gold 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.

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2023Evaluation 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.

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2023Did 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.

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2023Forecasting 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.

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2023.

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2023An 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.

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2023Finance and intelligence: An overview of the literature. (2023). EBER, Nicolas ; Roger, Tristan. In: Post-Print. RePEc:hal:journl:hal-04243115.

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2023How 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.

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2023Dynamic 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.

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2023Examining 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.

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2023Return 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.

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2023Government 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.

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2023Cognitive 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.

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2023Household 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.

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2023The 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.

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2023.

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2023Uncertainty?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.

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2023Which 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.

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2023Forecasting 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.

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2023Forecasting 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.

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2023The 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.

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2023Forecasting realized volatility in turbulent times using temporal fusion transformers. (2023). Frank, Johannes. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:032023.

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Works by Charlotte Christiansen:


YearTitleTypeCited
2005Do More Economists Hold Stocks? In: Economics Working Papers.
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paper4
2005Do More Economists Hold Stocks?.(2005) In: Finance Research Group Working Papers.
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This paper has nother version. Agregated cites: 4
paper
2006The Risk-Return Trade-Off in Human Capital Investment In: Economics Working Papers.
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paper39
2007The risk-return trade-off in human capital investment.(2007) In: Labour Economics.
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This paper has nother 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 nother 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.
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paper10
2008Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates.(2008) In: International Review of Financial Analysis.
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This paper has nother 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.
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This paper has nother version. Agregated cites: 10
paper
2007Decomposing European Bond and Equity Volatility In: CREATES Research Papers.
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paper22
2005Decomposing European bond and equity volatility.(2005) In: Finance Research Group Working Papers.
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This paper has nother version. Agregated cites: 22
paper
2010Decomposing European bond and equity volatility.(2010) In: International Journal of Finance & Economics.
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This paper has nother version. Agregated cites: 22
article
2007Are Economists More Likely to Hold Stocks? In: CREATES Research Papers.
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paper99
2008Are Economists More Likely to Hold Stocks?.(2008) In: Review of Finance.
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This paper has nother version. Agregated cites: 99
article
2007Extreme Coexceedances in New EU Member States’ Stock Markets In: CREATES Research Papers.
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paper52
2009Extreme coexceedances in new EU member states stock markets.(2009) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 52
article
2008Mean Reversion in US and International Short Rates In: CREATES Research Papers.
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paper7
2010Mean reversion in US and international short rates.(2010) In: The North American Journal of Economics and Finance.
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This paper has nother version. Agregated cites: 7
article
2009The Time-Varying Systematic Risk of Carry Trade Strategies In: CREATES Research Papers.
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paper118
2009The Time-Varying Systematic Risk of Carry Trade Strategies.(2009) In: CEPR Discussion Papers.
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2011The Time-Varying Systematic Risk of Carry Trade Strategies.(2011) In: Journal of Financial and Quantitative Analysis.
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article
2009The Time-Varying Systematic Risk of Carry Trade Strategies.(2009) In: University of St. Gallen Department of Economics working paper series 2009.
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This paper has nother version. Agregated cites: 118
paper
2010Smooth Transition Patterns in the Realized Stock Bond Correlation In: CREATES Research Papers.
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paper28
2012Smooth transition patterns in the realized stock–bond correlation.(2012) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 28
article
2011Smooth Transition Patterns in the Realized Stock- Bond Correlation.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 28
paper
2010Intertemporal Risk-Return Trade-off in Foreign Exchange Rates In: CREATES Research Papers.
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2011Intertemporal risk-return trade-off in foreign exchange rates.(2011) In: Journal of International Financial Markets, Institutions and Money.
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This paper has nother version. Agregated cites: 7
article
2010Sign and Quantiles of the Realized Stock-Bond Correlation In: CREATES Research Papers.
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paper0
2010The Effects of Marriage and Divorce on Financial Investments: Learning to Love or Hate Risk? In: CREATES Research Papers.
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paper5
2010A Comprehensive Look at Financial Volatility Prediction by Economic Variables In: CREATES Research Papers.
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paper152
2012A Comprehensive Look at Financial Volatility Prediction by Economic Variables.(2012) In: BIS Working Papers.
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paper
2012A comprehensive look at financial volatility prediction by economic variables.(2012) In: Journal of Applied Econometrics.
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article
2011Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators In: CREATES Research Papers.
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2013Predicting severe simultaneous recessions using yield spreads as leading indicators.(2013) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 11
article
2012Integration of European Bond Markets In: CREATES Research Papers.
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paper41
2014Integration of European bond markets.(2014) In: Journal of Banking & Finance.
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article
2012Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy In: CREATES Research Papers.
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paper24
2014Quantiles of the realized stock–bond correlation and links to the macroeconomy.(2014) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 24
article
2013Forecasting US Recessions: The Role of Sentiments In: CREATES Research Papers.
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2014Forecasting US recessions: The role of sentiment.(2014) In: Journal of Banking & Finance.
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article
2013Risk-Return Trade-Off for European Stock Markets In: CREATES Research Papers.
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2016Risk-return trade-off for European stock markets.(2016) In: International Review of Financial Analysis.
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2015Risk-Return Trade-Off for European Stock Markets.(2015) In: Working Papers.
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2013Classifying Returns as Extreme: European Stock and Bond Markets In: CREATES Research Papers.
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2014Classifying returns as extreme: European stock and bond markets.(2014) In: International Review of Financial Analysis.
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2014Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification In: CREATES Research Papers.
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2014Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification.(2014) In: Working Papers.
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2016Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification.(2016) In: The Journal of Financial Econometrics.
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2014Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors In: CREATES Research Papers.
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2019Idiosyncratic volatility puzzle: influence of macro-finance factors.(2019) In: Review of Quantitative Finance and Accounting.
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2015Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors.(2015) In: Working Papers.
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2015Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets In: CREATES Research Papers.
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paper31
2015Effects of macroeconomic uncertainty on the stock and bond markets.(2015) In: Finance Research Letters.
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2016Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation In: CREATES Research Papers.
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paper2
2017Predicting Bond Betas using Macro-Finance Variables In: CREATES Research Papers.
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2019Predicting bond betas using macro-finance variables.(2019) In: Finance Research Letters.
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2018Predicting Bond Betas using Macro-Finance Variables.(2018) In: Working Papers.
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2017Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing In: CREATES Research Papers.
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2017Flight to Safety from European Stock Markets In: CREATES Research Papers.
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2018Flight to Safety from European Stock Markets.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 4
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2017Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation In: CREATES Research Papers.
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2018Mutual Fund Selection for Realistically Short Samples In: CREATES Research Papers.
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2020Mutual fund selection for realistically short samples.(2020) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 2
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2019The Economic Value of VIX ETPs In: CREATES Research Papers.
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2020The economic value of VIX ETPs.(2020) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 4
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2020Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies In: CREATES Research Papers.
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paper0
2015UNDERSTANDING THE EFFECTS OF MARRIAGE AND DIVORCE ON FINANCIAL INVESTMENTS: THE ROLE OF BACKGROUND RISK SHARING In: Economic Inquiry.
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article9
2007Volatility?Spillover Effects in European Bond Markets In: European Financial Management.
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article92
2003Testing the expectations hypothesis using long-maturity forward rates In: Economics Letters.
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article8
2002Credit spreads and the term structure of interest rates In: International Review of Financial Analysis.
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article6
2000Credit Spreads and the Term Structure of Interest Rates..(2000) In: Finance Working Papers.
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2020Flight-to-safety and the risk-return trade-off: European evidence In: Finance Research Letters.
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article3
2021Long- and short-run components of factor betas: Implications for stock pricing In: Journal of International Financial Markets, Institutions and Money.
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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.
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2003Multivariate Term Structure Models with Level and Heteroskedasticity Effects.(2003) In: Finance Working Papers.
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2019Negative house price co-movements and US recessions In: Regional Science and Urban Economics.
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article5
2021Quantile Risk–Return Trade-Off In: JRFM.
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article0
2005Realized Bond-Stock Correlation: Macroeconomic Announcement Effects In: Finance Research Group Working Papers.
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paper27
2007Realized bond—stock correlation: Macroeconomic announcement effects.(2007) In: Journal of Futures Markets.
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2000Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. In: Finance Working Papers.
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paper1
2001Long Maturity Forward Rates. In: Finance Working Papers.
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2002Revisiting the shape of the yield curve: the effect of interest rate volatility. In: Finance Working Papers.
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2003The Educational Asset Market: A Finance Perspective on Human Capital Investment In: Finance Working Papers.
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2002The Educational Asset Market: A Finance Perspective on Human Capital Investment.(2002) In: Working Papers.
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2004Regime switching in the yield curve.(2004) In: Journal of Futures Markets.
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