Charlotte Christiansen : Citation Profile

Aarhus Universitet

16

H index

21

i10 index

1136

Citations

RESEARCH PRODUCTION:

37

Articles

63

Papers

RESEARCH ACTIVITY:

   25 years (2000 - 2025). See details.
   Cites by year: 45
   Journals where Charlotte Christiansen has often published
   Relations with other researchers
   Recent citing documents: 105.    Total self citations: 34 (2.91 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch215
   Updated: 2026-01-17    RAS profile: 2025-09-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Savva, Christos (2)

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

Is cited by:

GUPTA, RANGAN (22)

Chuliá, Helena (18)

Wang, Yudong (16)

Papadamou, Stephanos (14)

Kollias, Christos (14)

Sakemoto, Ryuta (14)

Abad, Pilar (13)

Nguyen, Duc Khuong (11)

Balli, Faruk (11)

Wohar, Mark (11)

Zhang, Yaojie (11)

Cites to:

Engle, Robert (48)

Campbell, John (38)

Bollerslev, Tim (31)

Calvet, Laurent (29)

Bekaert, Geert (19)

Fama, Eugene (17)

Asgharian, Hossein (16)

Heckman, James (16)

French, Kenneth (14)

West, Kenneth (14)

Newey, Whitney (14)

Main data

Where Charlotte Christiansen has published?

Journals with more than one article published# docs
Journal of Banking & Finance5
International Review of Financial Analysis4
Journal of Empirical 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 (2025 and 2024)

YearTitle of citing document
2024Volatility Depends on Market Trades and Macro Theory. (2024). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907.

Full description at Econpapers || Download paper

2025Tail Risk Alert Based on Conditional Autoregressive VaR by Regression Quantiles and Machine Learning Algorithms. (2024). Yin, Yuchen ; Ke, Zong. In: Papers. RePEc:arx:papers:2412.06193.

Full description at Econpapers || Download paper

2025Binary Response Forecasting under a Factor-Augmented Framework. (2025). Yang, Xuanbin ; Liu, Fei ; Cong, Jiachen ; Cheng, Tingting. In: Papers. RePEc:arx:papers:2507.16462.

Full description at Econpapers || Download paper

2025Investing in Green? Determinants of Intention to Invest in Socially Responsible Mutual Funds (SRMF). (2025). Chew, Zen Hong ; Ee, Angela ; Ling, Liing-Sing ; Lim, Wee Cheng. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:23:p:125-136.

Full description at Econpapers || Download paper

2024What does an inversion of the yield curve tell us?. (2024). Lhuissier, Stéphane ; Bussiere, Matthieu. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2024:250:03.

Full description at Econpapers || Download paper

2024Testing for time‐varying nonlinear dependence structures: Regime‐switching and local Gaussian correlation. (2024). Stve, Brd ; Maruotti, Antonello ; Bacri, Timothe ; Gundersen, Kristian ; Hlleland, Sondre ; Bulla, Jan. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:3:p:1012-1060.

Full description at Econpapers || Download paper

2025Rethinking the Stock Market Participation Puzzle: A Qualitative Approach. (2025). Siegel, Stephan ; Duraj, Kamila ; Grunow, Daniela ; Laudenbach, Christine ; Haliassos, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11980.

Full description at Econpapers || Download paper

2025What can newspaper articles reveal about the euro area economy?. (2025). Saiz, Lorena ; Magro, Manuel Medina. In: Working Paper Series. RePEc:ecb:ecbwps:20253122.

Full description at Econpapers || Download paper

2024Unveiling Interconnectedness and Volatility Transmission: A Novel GARCH Analysis of Leading Global Cryptocurrencies. (2024). Kushwah, Silky Vigg ; Hundal, Shab ; Goel, Payal. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-03-16.

Full description at Econpapers || Download paper

2024Which ESG+F dimension matters most to retail investors? An experimental study on financial decisions and future generations. (2024). Benuzzi, Matteo ; Klaser, Klaudijo ; Bax, Karoline. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000965.

Full description at Econpapers || Download paper

2024Oil price shocks, sustainability index, and green bond market spillovers and connectedness during bear and bull market conditions. (2024). Belghouthi, Houssem Eddine ; Alghazali, Abdullah ; Kang, Sang Hoon ; McLver, Ron ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1470-1489.

Full description at Econpapers || Download paper

2025Risk spillover effects among Chinese policy, economy and financial markets: Evidence from mixed-frequency data. (2025). Yu, BO ; Hu, Jiukai ; Wang, Jie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:2263-2277.

Full description at Econpapers || Download paper

2024Effects of higher education subsidies on equity and efficiency across developmental stages. (2024). Getachew, Yoseph. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s026499932400110x.

Full description at Econpapers || Download paper

2025Digital finance and retirement planning: The role of information cost reduction and trust enhancement channels. (2025). Ju, Zhen ; Liu, Liang. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003468.

Full description at Econpapers || Download paper

2025Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns?. (2025). Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000720.

Full description at Econpapers || Download paper

2024The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Hu, Zinan ; Borjigin, Sumuya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391.

Full description at Econpapers || Download paper

2024Cross-regional connectedness of financial market: Measurement and determinants. (2024). Wang, Xuya ; Yang, Xin ; Zhao, Lili ; Cao, Jie ; Huang, Chuangxia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000822.

Full description at Econpapers || Download paper

2024Reassessing the inversion of the Treasury yield curve as a sign of U.S. recessions: Insights from the housing and credit markets. (2024). French, Joseph ; Chatterjee, Ujjal K ; Huttinger, Maik ; Zirgulis, Aras. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000986.

Full description at Econpapers || Download paper

2024Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499.

Full description at Econpapers || Download paper

2024Green bond and green stock in China: The role of economic and climate policy uncertainty. (2024). Cheung, Adrian (Wai-Kong) ; Wang, YU ; Yan, Wanlin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001530.

Full description at Econpapers || Download paper

2024Macro topology structure and evolution of Chinese Public Funds’ Co-holding Network. (2024). Liu, Zhenchun ; Guo, Xiaoping ; Fan, Ningyuan ; Wang, Jianwei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001591.

Full description at Econpapers || Download paper

2025Twitter-based market uncertainty and global stock volatility predictability. (2025). Zhou, Mingtao ; Ma, Yong ; Li, Shuaibing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001815.

Full description at Econpapers || Download paper

2025Re-examining China and the u.s.’s respective green bond markets in extreme conditions: Evidence from quantile connectedness. (2025). Wang, Mei-Chih ; Chang, Tsangyao ; Jiang, Peiyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002110.

Full description at Econpapers || Download paper

2024Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective. (2024). Zhu, Ziwei ; Wang, Weichen. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003494.

Full description at Econpapers || Download paper

2025Quantile prediction with factor-augmented regression: Structural instability and model uncertainty. (2025). Wang, Siwei ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000533.

Full description at Econpapers || Download paper

2024A new macro-financial condition index for the euro area. (2024). MORANA, CLAUDIO. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:64-87.

Full description at Econpapers || Download paper

2025The impact of Russia’s Geopolitical Risk on stock markets’ high-moment risk. (2025). Azimli, Asil ; Kalmaz, Demet Beton. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000645.

Full description at Econpapers || Download paper

2025The role of macro-finance factors in predicting stock market volatility: A latent threshold dynamic model. (2025). Zamenjani, Azam Shamsi ; Maheu, John M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000428.

Full description at Econpapers || Download paper

2024Measuring financial stability in the presence of energy shocks. (2024). Mattera, Raffaele ; Snchez-Garca, Javier ; Cerqueti, Roy ; Cruz-Rambaud, Salvador. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006303.

Full description at Econpapers || Download paper

2025Environmental attention and the predictability of crude oil volatility: Evidence from a new MIDAS multifractal model. (2025). Dong, Xin ; Gong, Jinguo ; Wang, Qin. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000507.

Full description at Econpapers || Download paper

2025Detecting the macro drivers in the Australian National Electricity Market asymmetric volatility co-movement. (2025). Wojewodzki, Michal ; Lau, Chi Keung ; Dai, Xingyu ; Wang, Qunwei. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000659.

Full description at Econpapers || Download paper

2025From pro-environmental behavior to ESG fund investing: Evidence from account-level data in China. (2025). Qian, Shuitu ; Wan, Die ; You, Hang. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000945.

Full description at Econpapers || Download paper

2025Exchange traded products: Taxonomy, risk and mitigations. (2025). Orlando, Giuseppe. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925000560.

Full description at Econpapers || Download paper

2025The impact of climate policy uncertainty on the correlations between green bond and green stock markets. (2025). Liu, Yinpeng ; Dai, Zhifeng ; Jiang, Qinnan ; Chen, Yaling. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001334.

Full description at Econpapers || Download paper

2025Through the looking glass: Unveiling geopolitical risks and sovereign bond spillovers in the eurozone. (2025). Jiang, Yong ; Dai, Jia-Hang ; Ren, Yi-Shuai ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002777.

Full description at Econpapers || Download paper

2024Machine-learning stock market volatility: Predictability, drivers, and economic value. (2024). Hansen, Erwin ; Diaz, Juan D ; Cabrera, Gabriel. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002187.

Full description at Econpapers || Download paper

2024Is there an optimal level of leverage? The case of banks and non-bank institutions in Europe. (2024). Cincinelli, Peter ; Urga, Giovanni ; Pellini, Elisabetta. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002552.

Full description at Econpapers || Download paper

2024Betting on mean reversion in the VIX? Evidence from ETP flows. (2024). Nielsen, Ole Linnemann ; Posselt, Anders Merrild. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003533.

Full description at Econpapers || Download paper

2024Sustainable investments in volatile times: Nexus of climate change risk, ESG practices, and market volatility. (2024). bagh, tanveer ; Guo, Yongsheng ; Zhu, Xiaoxian ; Naseer, Mirza Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004241.

Full description at Econpapers || Download paper

2024Analyzing the green bond index: A novel quantile-based high-dimensional approach. (2024). Ren, Xiaohang ; Jiang, Wenting ; Tao, Lizhu. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s105752192400591x.

Full description at Econpapers || Download paper

2024Forecasting US Stock Market Volatility: Evidence from ESG and CPU indices. (2024). Ghani, Usman ; Qin, Quande ; Zhu, BO. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011832.

Full description at Econpapers || Download paper

2024Climate uncertainty and green index volatility: Empirical insights from Chinese financial markets. (2024). Luo, NA ; Zhao, Huirong. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012291.

Full description at Econpapers || Download paper

2024The role of central bank communication in the long-term stock-bond correlations: Evidence from China. (2024). Wang, Yanning. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009231.

Full description at Econpapers || Download paper

2024Tail risk spillovers between economic policy uncertainty and stock market returns: Evidence based on TENET approach. (2024). Ouyang, Yingbo ; Li, Kelong ; Chen, Hong ; Huangmei, Mengmeng ; Mo, Tingcheng. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012339.

Full description at Econpapers || Download paper

2024Portfolio optimization by enhanced LinUCB. (2024). Guo, Xingjian ; Mirza, Sultan Sikandar ; Zhang, Qin ; Ni, HE. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012959.

Full description at Econpapers || Download paper

2025Forecasting the aggregate market volatility by boosted neural networks. (2025). Ciner, Cetin. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015344.

Full description at Econpapers || Download paper

2025The dynamic relationship among economic and monetary policy, geopolitical risk, sentiment, and risk aversion: A TVP-VAR approach. (2025). Hadad, Elroi ; Choi, Sun-Yong. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015617.

Full description at Econpapers || Download paper

2025War discourse predicts stock market volatility: A century of evidence. (2025). Wang, Kai ; Zhou, Zhiping. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325008268.

Full description at Econpapers || Download paper

2025How does foreign economic policy uncertainty affect domestic analyst earnings forecasts?. (2025). Zhou, Xiaozhou ; Song, Jian. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000146.

Full description at Econpapers || Download paper

2025Climate risk and predictability of global stock market volatility. (2025). Ma, Yong ; Zhou, Mingtao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000253.

Full description at Econpapers || Download paper

2024Forecasting exchange rate volatility: An amalgamation approach. (2024). Souropanis, Ioannis ; Alexandridis, Antonios K ; Panopoulou, Ekaterini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331.

Full description at Econpapers || Download paper

2024Predicting recessions using VIX–yield curve cycles. (2024). Hansen, Anne Lundgaard. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:409-422.

Full description at Econpapers || Download paper

2024Forecasting crude oil market volatility: A comprehensive look at uncertainty variables. (2024). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Wen, Danyan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1022-1041.

Full description at Econpapers || Download paper

2025Global foreign exchange volatility, ambiguity, and currency carry trades. (2025). Sakemoto, Ryuta ; Asano, Takao ; Cai, Xiaojing. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001281.

Full description at Econpapers || Download paper

2025Global macro-financial cycles and spillovers. (2025). Prasad, Eswar ; Otrok, Christopher ; Kose, Ayhan ; Ha, Jongrim. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001323.

Full description at Econpapers || Download paper

2024House purchase restriction and stock market participation: Unveiling the role of nonpecuniary consideration. (2024). Wang, Zilong ; Yin, Zhichao ; Sha, Yezhou. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:390-406.

Full description at Econpapers || Download paper

2024The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation. (2024). Gebka, Bartosz ; Kallinterakis, Vasileios ; Radi, Sherrihan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:966-995.

Full description at Econpapers || Download paper

2024Modeling volatility in dynamic term structure models. (2024). Liu, Rui ; Jacobs, Kris ; Doshi, Hitesh. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001491.

Full description at Econpapers || Download paper

2025Constrained liquidity provision in currency markets. (2025). Schrimpf, Andreas ; Ranaldo, Angelo ; Somogyi, Fabricius ; Huang, Wenqian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000364.

Full description at Econpapers || Download paper

2024The out-of-sample performance of carry trades. (2024). Taylor, Mark ; HSU, Po-Hsuan ; Wang, Zigan ; Li, Yan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000299.

Full description at Econpapers || Download paper

2024From ban to balance: How agricultural climate policies reshape rural asset allocation?. (2024). Zhang, Dongyang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s026156062400192x.

Full description at Econpapers || Download paper

2025Media-based climate risks and international corporate bond market. (2025). Vulanovic, Milos ; Piljak, Vanja ; Benkraiem, Ramzi ; Dimic, Nebojsa ; Swinkels, Laurens. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s026156062400247x.

Full description at Econpapers || Download paper

2025Forecasting corporate bond returns amid climate change risk: A dynamic forecast combination approach. (2025). Guo, Yangli ; Luo, Qin ; Ma, Feng ; Zhong, Juandan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000592.

Full description at Econpapers || Download paper

2024Diversifying crude oil price risk with crude oil volatility index: The role of volatility-of-volatility. (2024). Li, Leon ; Miu, Peter. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000448.

Full description at Econpapers || Download paper

2025The short- and long-run cyclical variation of the cross-asset nexus: Mixed-frequency evidence on financial and ‘financialised’ assets. (2025). Yfanti, Stavroula ; Wu, Jiaying ; Karanasos, Menelaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000066.

Full description at Econpapers || Download paper

2024Economic policy uncertainty and capital flows tail risk in China. (2024). Huang, Xiaowei ; Zhang, Man ; He, Chenyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001215.

Full description at Econpapers || Download paper

2024Asymmetric nexus between economic policy uncertainty and the Indian stock market: Evidence using NARDL approach. (2024). , Simran ; Sharma, Anil Kumar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:91-101.

Full description at Econpapers || Download paper

2024Dual effects of investor sentiment and uncertainty in financial markets. (2024). Seok, Sangik ; Cho, Hoon ; Ryu, Doojin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:300-315.

Full description at Econpapers || Download paper

2024Financial literacy and financial advice seeking: Does product specificity matter?. (2024). Ferretti, Riccardo ; Filotto, Umberto ; Mazzoli, Camilla. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:98-110.

Full description at Econpapers || Download paper

2024Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis. (2024). Tzomakas, Christos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001017.

Full description at Econpapers || Download paper

2025The moderating role of government intervention in the relationship between investment in artificial intelligence and the development of financial markets. (2025). Garca, Javier Snchez ; Rambaud, Salvador Cruz ; Maturo, Fabrizio ; Perals, Paula Ortega. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s105905602500615x.

Full description at Econpapers || Download paper

2024How does oil market volatility impact mutual fund performance?. (2024). Calice, Giovanni ; Alsubaiei, Bader Jawid ; Vivian, Andrew. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1601-1621.

Full description at Econpapers || Download paper

2024Forecasting stock market realized volatility: The role of investor attention to the price of petroleum products. (2024). Li, Dakai. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:115-122.

Full description at Econpapers || Download paper

2024Forecasting stock volatility using pseudo-out-of-sample information. (2024). Gong, Xue ; Li, Xiaodan ; Huang, Jingjing ; Ge, Futing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:123-135.

Full description at Econpapers || Download paper

2024Industry volatility concentration and the predictability of aggregate stock market volatility. (2024). Zhang, Yaojie ; He, Mengxi ; Xing, LU ; Wen, Danyan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004805.

Full description at Econpapers || Download paper

2025Analyzing financial market reactions to the Palestine-Israel conflict: An event study perspective. (2025). Ali, Shoaib ; Khurram, Mahrukh ; Du, Anna Min ; Ijaz, Muhammad Shahzad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000279.

Full description at Econpapers || Download paper

2025Market efficiency and its determinants: Macro-level dynamics and micro-level characteristics of cryptocurrencies. (2025). Abedin, Mohammad Zoynul ; Isskandarani, Layal ; Sharif, Taimur ; Bouteska, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001017.

Full description at Econpapers || Download paper

2024Deciphering asymmetric spillovers in US industries: Insights from higher-order moments. (2024). Shafiullah, Muhammad ; lucey, brian ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001065.

Full description at Econpapers || Download paper

2024A greater crisis? Investigating MSA-level housing markets during the COVID-19 pandemic. (2024). Huang, Meichi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002575.

Full description at Econpapers || Download paper

2025Volatility forecasting and volatility-timing strategies: A machine learning approach. (2025). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005166.

Full description at Econpapers || Download paper

2025US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries. (2025). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002594.

Full description at Econpapers || Download paper

2024Understanding the mental health-based poverty trap: Dynamics in psychological distress and financial precariousness, and the role of self-efficacy. (2024). Li, Ian ; Kristoffersen, Ingebjorg ; Hoang, Dan. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:111:y:2024:i:c:s2214804324000570.

Full description at Econpapers || Download paper

2024Exploring the nexus between ESG risk variations and investment preferences: Insights from sustainable ETFs during the COVID-19 era. (2024). Ricciardi, Irene ; Muto, Valerio ; Turriziani, Lorenzo ; Landi, Giovanni Catello. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002386.

Full description at Econpapers || Download paper

2025Enhancing economic cycle forecasting based on interpretable machine learning and news narrative sentiment. (2025). Sun, Weixin ; Wang, Yong ; Zhang, LI ; Chen, Xihui Haviour ; Hoang, Yen Hai. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:215:y:2025:i:c:s0040162525001258.

Full description at Econpapers || Download paper

2025South African Government Bond Yields and the Specifications of Affine Term Structure Models. (2025). Molibeli, Malefane ; van Vuuren, Gary. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:4:p:204-:d:1631216.

Full description at Econpapers || Download paper

2024Measuring financial stability in the presence of energy shocks. (2024). Cerqueti, Roy ; Cruz-Rambaud, Salvador ; Mattera, Raffaele ; Snchez-Garca, Javier. In: Post-Print. RePEc:hal:journl:hal-05115049.

Full description at Econpapers || Download paper

2024Economic Policy Uncertainty and Emerging Stock Market Volatility. (2024). Ghani, Usman. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09410-1.

Full description at Econpapers || Download paper

2024Scoring Six Detrending Methods on Timing, Lead-Lag Relations, and Cycle Periods: An Empirical Study of US and UK Recessions 1977–2020. (2024). Seip, Knut Lehre ; Zhang, Dan. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10548-x.

Full description at Econpapers || Download paper

2024Convergence and Capital Flows in Europe: The Role of Financial Intermediation and Investor Quality. (2024). Lecat, Rémy ; de Franclieu, Dorothee Pasquier. In: De Economist. RePEc:kap:decono:v:172:y:2024:i:2:d:10.1007_s10645-024-09434-6.

Full description at Econpapers || Download paper

2024Heterogeneous Effects of Mortgage Rates on Housing Returns: Evidence from an Interacted Panel VAR. (2024). Sun, Xiaojin ; Forster, Robert. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09902-3.

Full description at Econpapers || Download paper

2024Predicting expected idiosyncratic volatility: Empirical evidence from ARFIMA, HAR, and EGARCH models. (2024). Newton, David P ; Huang, Winifred ; Xiao, Chuxuan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:3:d:10.1007_s11156-024-01279-z.

Full description at Econpapers || Download paper

2025Tail risk and Flight-to-Safety. (2025). Li, Xinyang. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:4:d:10.1057_s41260-025-00407-1.

Full description at Econpapers || Download paper

2024Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202401.

Full description at Econpapers || Download paper

2024Global and domestic economic policy uncertainties and tourism stock market: Evidence from China. (2024). Yang, Peng ; Liu, Han ; Song, Haiyan ; Wu, Doris Chenguang. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:3:p:567-591.

Full description at Econpapers || Download paper

2024Forecasting commodity prices: empirical evidence using deep learning tools. (2024). Ftiti, Zied ; Louhichi, Wael ; Boubaker, Sahbi ; Tissaoui, Kais ; ben Ameur, Hachmi. In: Annals of Operations Research. RePEc:spr:annopr:v:339:y:2024:i:1:d:10.1007_s10479-022-05076-6.

Full description at Econpapers || Download paper

2024An Untapped Instrument in the Fight Against Poverty: The Impacts of Financial Literacy on Poverty Worldwide. (2024). Lang, Ngoc Duc ; Tran, Ha Mai ; Nguyen, Giang Tra ; Vo, Duc Hong. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:174:y:2024:i:2:d:10.1007_s11205-024-03404-w.

Full description at Econpapers || Download paper

2024Examining the Dependence Structure Between Carry Trade and Equity Market Returns in BRICS Economies. (2024). Bonga-Bonga, Lumengo ; Manguzvane, Mathias Mandla ; Makhanya, Kabelo Collen. In: International Economic Journal. RePEc:taf:intecj:v:38:y:2024:i:2:p:365-384.

Full description at Econpapers || Download paper

2025Analysing the impacts of unscheduled news events on stock market contagion during the epidemic. (2025). Zhou, Long ; Liu, Fang ; Wu, Baoxiu ; Zhang, YI. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:590-601.

Full description at Econpapers || Download paper

2024Forecasting exchange rates: An iterated combination constrained predictor approach. (2024). Souropanis, Ioannis ; Panopoulou, Ekaterini ; Alexandridis, Antonios K. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:4:p:983-1017.

Full description at Econpapers || Download paper

2024Volatility forecasting for stock market incorporating media reports, investors sentiment, and attention based on MTGNN model. (2024). Song, Yuping ; Lei, Bolin. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1706-1730.

Full description at Econpapers || Download paper

2025Forecasting the Volatility of US Oil and Gas Firms With Machine Learning. (2025). Hansen, Erwin ; Cabrera, Gabriel ; Daz, Juan D. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:4:p:1383-1402.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Charlotte Christiansen:

YearTitleTypeCited
2005Do More Economists Hold Stocks? In: Economics Working Papers.
[Full Text][Citation analysis]		paper4
2005Do More Economists Hold Stocks?.(2005) In: Finance Research Group Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2006The Risk-Return Trade-Off in Human Capital Investment In: Economics Working Papers.
[Full Text][Citation analysis]		paper40
2007The risk-return trade-off in human capital investment.(2007) In: Labour Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		article
2006The Risk-Return Trade-Off in Human Capital Investment.(2006) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2007Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates In: CREATES Research Papers.
[Full Text][Citation analysis]		paper10
2008Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates.(2008) In: International Review of Financial Analysis.
[Full Text][Citation analysis]
This paper has 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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2007Decomposing European Bond and Equity Volatility In: CREATES Research Papers.
[Full Text][Citation analysis]		paper24
2005Decomposing European bond and equity volatility.(2005) In: Finance Research Group Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2010Decomposing European bond and equity volatility.(2010) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		article
2007Are Economists More Likely to Hold Stocks? In: CREATES Research Papers.
[Full Text][Citation analysis]		paper105
2008Are Economists More Likely to Hold Stocks?.(2008) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 105		article
2007Extreme Coexceedances in New EU Member States’ Stock Markets In: CREATES Research Papers.
[Full Text][Citation analysis]		paper54
2009Extreme 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: 54		article
2008Extreme Coexceedances in New EU Member States Stock Markets.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		paper
2008Mean Reversion in US and International Short Rates In: CREATES Research Papers.
[Full Text][Citation analysis]		paper7
2010Mean reversion in US and international short rates.(2010) In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2009The Time-Varying Systematic Risk of Carry Trade Strategies In: CREATES Research Papers.
[Full Text][Citation analysis]		paper129
2009The Time-Varying Systematic Risk of Carry Trade Strategies.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 129		paper
2011The Time-Varying Systematic Risk of Carry Trade Strategies.(2011) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 129		article
2010The Time-Varying Systematic Risk of Carry Trade Strategies.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 129		paper
2009The Time-Varying Systematic Risk of Carry Trade Strategies.(2009) In: University of St. Gallen Department of Economics working paper series 2009.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 129		paper
2010Smooth Transition Patterns in the Realized Stock Bond Correlation In: CREATES Research Papers.
[Full Text][Citation analysis]		paper31
2012Smooth 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: 31		article
2011Smooth Transition Patterns in the Realized Stock- Bond Correlation.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2010Intertemporal Risk-Return Trade-off in Foreign Exchange Rates In: CREATES Research Papers.
[Full Text][Citation analysis]		paper7
2011Intertemporal risk-return trade-off in foreign exchange rates.(2011) In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2010Sign and Quantiles of the Realized Stock-Bond Correlation In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2010The Effects of Marriage and Divorce on Financial Investments: Learning to Love or Hate Risk? In: CREATES Research Papers.
[Full Text][Citation analysis]		paper5
2010A Comprehensive Look at Financial Volatility Prediction by Economic Variables In: CREATES Research Papers.
[Full Text][Citation analysis]		paper190
2012A 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: 190		paper
2012A comprehensive look at financial volatility prediction by economic variables.(2012) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has nother version. Agregated cites: 190		article
2011Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators In: CREATES Research Papers.
[Full Text][Citation analysis]		paper12
2013Predicting severe simultaneous recessions using yield spreads as leading indicators.(2013) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2012Integration of European Bond Markets In: CREATES Research Papers.
[Full Text][Citation analysis]		paper45
2014Integration of European bond markets.(2014) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		article
2012Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy In: CREATES Research Papers.
[Full Text][Citation analysis]		paper25
2014Quantiles of the realized stock–bond correlation and links to the macroeconomy.(2014) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		article
2013Forecasting US Recessions: The Role of Sentiments In: CREATES Research Papers.
[Full Text][Citation analysis]		paper78
2014Forecasting US recessions: The role of sentiment.(2014) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		article
2013Risk-Return Trade-Off for European Stock Markets In: CREATES Research Papers.
[Full Text][Citation analysis]		paper17
2016Risk-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: 17		article
2015Risk-Return Trade-Off for European Stock Markets.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2013Classifying Returns as Extreme: European Stock and Bond Markets In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2014Classifying returns as extreme: European stock and bond markets.(2014) In: International Review of Financial Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2014Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification In: CREATES Research Papers.
[Full Text][Citation analysis]		paper34
2014Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2016Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification.(2016) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		article
2014Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors In: CREATES Research Papers.
[Full Text][Citation analysis]		paper3
2019Idiosyncratic 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: 3		article
2015Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2015Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets In: CREATES Research Papers.
[Full Text][Citation analysis]		paper42
2015Effects 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: 42		article
2016Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2017Predicting Bond Betas using Macro-Finance Variables In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2019Predicting bond betas using macro-finance variables.(2019) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2018Predicting Bond Betas using Macro-Finance Variables.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2017Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2017Flight to Safety from European Stock Markets In: CREATES Research Papers.
[Full Text][Citation analysis]		paper4
2018Flight to Safety from European Stock Markets.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2017Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2018Mutual Fund Selection for Realistically Short Samples In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2020Mutual fund selection for realistically short samples.(2020) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2019The Economic Value of VIX ETPs In: CREATES Research Papers.
[Full Text][Citation analysis]		paper7
2020The economic value of VIX ETPs.(2020) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2020Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2015UNDERSTANDING THE EFFECTS OF MARRIAGE AND DIVORCE ON FINANCIAL INVESTMENTS: THE ROLE OF BACKGROUND RISK SHARING In: Economic Inquiry.
[Full Text][Citation analysis]		article15
2007Volatility‐Spillover Effects in European Bond Markets In: European Financial Management.
[Full Text][Citation analysis]		article101
2003Testing the expectations hypothesis using long-maturity forward rates In: Economics Letters.
[Full Text][Citation analysis]		article8
2002Credit spreads and the term structure of interest rates In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article6
2000Credit Spreads and the Term Structure of Interest Rates..(2000) In: Finance Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2020Flight-to-safety and the risk-return trade-off: European evidence In: Finance Research Letters.
[Full Text][Citation analysis]		article7
2021Long- and short-run components of factor betas: Implications for stock pricing In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
2020Long- 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: 1		paper
2023The effect of uncertainty on stock market volatility and correlation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article13
2005Multivariate term structure models with level and heteroskedasticity effects In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article18
2003Multivariate Term Structure Models with Level and Heteroskedasticity Effects.(2003) In: Finance Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2023Households investments in socially responsible mutual funds In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article3
2019Negative house price co-movements and US recessions In: Regional Science and Urban Economics.
[Full Text][Citation analysis]		article11
2021Quantile Risk–Return Trade-Off In: JRFM.
[Full Text][Citation analysis]		article0
2005Realized Bond-Stock Correlation: Macroeconomic Announcement Effects In: Finance Research Group Working Papers.
[Full Text][Citation analysis]		paper35
2006Realized Bond-Stock Correlation: Macroeconomic Announcement Effects.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2007Realized bond—stock correlation: Macroeconomic announcement effects.(2007) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		article
2000Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. In: Finance Working Papers.
[Citation analysis]		paper1
2001Long Maturity Forward Rates. In: Finance Working Papers.
[Full Text][Citation analysis]		paper2
2002Revisiting the shape of the yield curve: the effect of interest rate volatility. In: Finance Working Papers.
[Full Text][Citation analysis]		paper9
2003The Educational Asset Market: A Finance Perspective on Human Capital Investment In: Finance Working Papers.
[Full Text][Citation analysis]		paper5
2002The Educational Asset Market: A Finance Perspective on Human Capital Investment.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2002Regime Switching in the Yield Curve In: Finance Working Papers.
[Full Text][Citation analysis]		paper6
2004Regime switching in the yield curve.(2004) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2003An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 In: Finance Working Papers.
[Full Text][Citation analysis]		paper0
2003Denmark - A chapter on the Danish Bond Market In: Finance Working Papers.
[Full Text][Citation analysis]		paper1
2003Volatility-Spillover E ffects in European Bond Markets In: Finance Working Papers.
[Full Text][Citation analysis]		paper5
2016Credit Constraints, Growth and Inequality Dynamics In: Working Papers.
[Citation analysis]		paper7
Value-at-risk using the factor-ARCH model In: Journal of Risk.
[Full Text][Citation analysis]		article0
2005Variance-in-mean effects of the long forward-rate slope In: Applied Financial Economics.
[Full Text][Citation analysis]		article1
2011Quantiles of the Realized Stock-Bond Correlation In: Working Papers.
[Full Text][Citation analysis]		paper0
2020Uncertainty and Downside Risk in International Stock Returns In: Working Papers.
[Full Text][Citation analysis]		paper0
2025Greener pensions, greener choices: Linking investments to sustainable behavior In: SAFE Working Paper Series.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team