Charlotte Christiansen : Citation Profile

Aarhus Universitet

16

H index

20

i10 index

1079

Citations

RESEARCH PRODUCTION:

37

Articles

62

Papers

RESEARCH ACTIVITY:

   23 years (2000 - 2023). See details.
   Cites by year: 46
   Journals where Charlotte Christiansen has often published
   Relations with other researchers
   Recent citing documents: 59.    Total self citations: 33 (2.97 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch215
   Updated: 2025-03-22    RAS profile: 2024-04-06    
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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 (21)

Chuliá, Helena (18)

Wang, Yudong (16)

Kollias, Christos (14)

Papadamou, Stephanos (14)

Sakemoto, Ryuta (13)

Abad, Pilar (13)

Balli, Faruk (11)

Nguyen, Duc Khuong (11)

lucey, brian (10)

Byrne, Joseph (10)

Cites to:

Engle, Robert (48)

Campbell, John (31)

Bollerslev, Tim (31)

Calvet, Laurent (23)

Bekaert, Geert (19)

Fama, Eugene (17)

Heckman, James (16)

Asgharian, Hossein (15)

Newey, Whitney (14)

French, Kenneth (14)

West, Kenneth (14)

Main data

Production by document typepaperarticle2000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230100200300Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 16Most cited documents1234567891011121314151617180100200Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250301020h-index Highcharts.comExport to raster or vector imagePrint the chart

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 Futures Markets2
Journal of International Financial Markets, Institutions and Money2

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

Recent works citing Charlotte Christiansen (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Volatility Depend on Market Trades and Macro Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907.

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2024Tail 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.

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2024.

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

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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.

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

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

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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.

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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.

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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.

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

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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.

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

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

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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

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

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

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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.

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

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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.

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

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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.

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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.

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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.

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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.

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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.

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

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2024Rethinking the stock market participation puzzle: A qualitative approach. (2024). Duraj, Kamila ; Grunow, Daniela ; Laudenbach, Christine ; Chaliasos, Michael ; Siegel, Stephan. In: SAFE Working Paper Series. RePEc:zbw:safewp:308097.

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Works by Charlotte Christiansen:

Year  ↓Title  ↓Type  ↓Cited  ↓
2005Do More Economists Hold Stocks? In: Economics Working Papers.
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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.
[Full Text][Citation analysis]		paper40
2007The risk-return trade-off in human capital investment.(2007) In: Labour Economics.
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This paper has nother version. Agregated cites: 40		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: 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.
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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.
[Full Text][Citation analysis]		paper23
2005Decomposing European bond and equity volatility.(2005) In: Finance Research Group Working Papers.
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This paper has nother version. Agregated cites: 23		paper
2010Decomposing European bond and equity volatility.(2010) In: International Journal of Finance & Economics.
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2007Are Economists More Likely to Hold Stocks? In: CREATES Research Papers.
[Full Text][Citation analysis]		paper103
2008Are Economists More Likely to Hold Stocks?.(2008) In: Review of Finance.
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This paper has nother version. Agregated cites: 103		article
2007Extreme Coexceedances in New EU Member States’ Stock Markets In: CREATES Research Papers.
[Full Text][Citation analysis]		paper53
2009Extreme coexceedances in new EU member states stock markets.(2009) In: Journal of Banking & Finance.
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2008Extreme Coexceedances in New EU Member States Stock Markets.(2008) In: Working Papers.
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2008Mean Reversion in US and International Short Rates In: CREATES Research Papers.
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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.
[Full Text][Citation analysis]		paper125
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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2010The Time-Varying Systematic Risk of Carry Trade Strategies.(2010) In: Working Papers.
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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: 125		paper
2010Smooth Transition Patterns in the Realized Stock Bond Correlation In: CREATES Research Papers.
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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: 31		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: 31		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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2010The Effects of Marriage and Divorce on Financial Investments: Learning to Love or Hate Risk? In: CREATES Research Papers.
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2010A Comprehensive Look at Financial Volatility Prediction by Economic Variables In: CREATES Research Papers.
[Full Text][Citation analysis]		paper177
2012A Comprehensive Look at Financial Volatility Prediction by Economic Variables.(2012) In: BIS Working Papers.
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2012A comprehensive look at financial volatility prediction by economic variables.(2012) In: Journal of Applied Econometrics.
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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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2012Integration of European Bond Markets In: CREATES Research Papers.
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2014Integration of European bond markets.(2014) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 41		article
2012Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy In: CREATES Research Papers.
[Full Text][Citation analysis]		paper24
2014Quantiles of the realized stock–bond correlation and links to the macroeconomy.(2014) In: Journal of Empirical Finance.
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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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This paper has nother version. Agregated cites: 76		article
2013Risk-Return Trade-Off for European Stock Markets In: CREATES Research Papers.
[Full Text][Citation analysis]		paper16
2016Risk-return trade-off for European stock markets.(2016) In: International Review of Financial Analysis.
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2015Risk-Return Trade-Off for European Stock Markets.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 16		paper
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: Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 31		article
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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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]		paper39
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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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		paper
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		article
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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2020Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies In: CREATES Research Papers.
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2015UNDERSTANDING THE EFFECTS OF MARRIAGE AND DIVORCE ON FINANCIAL INVESTMENTS: THE ROLE OF BACKGROUND RISK SHARING In: Economic Inquiry.
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2007Volatility‐Spillover Effects in European Bond Markets In: European Financial Management.
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2003Testing the expectations hypothesis using long-maturity forward rates In: Economics Letters.
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2002Credit spreads and the term structure of interest rates In: International Review of Financial Analysis.
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2000Credit Spreads and the Term Structure of Interest Rates..(2000) In: Finance Working Papers.
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2020Flight-to-safety and the risk-return trade-off: European evidence In: Finance Research Letters.
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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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2023The effect of uncertainty on stock market volatility and correlation In: Journal of Banking & Finance.
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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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2023Households investments in socially responsible mutual funds In: The Quarterly Review of Economics and Finance.
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2019Negative house price co-movements and US recessions In: Regional Science and Urban Economics.
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2021Quantile Risk–Return Trade-Off In: JRFM.
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2005Realized Bond-Stock Correlation: Macroeconomic Announcement Effects In: Finance Research Group Working Papers.
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2006Realized Bond-Stock Correlation: Macroeconomic Announcement Effects.(2006) In: Working Papers.
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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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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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2002Regime Switching in the Yield Curve In: Finance Working Papers.
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2004Regime switching in the yield curve.(2004) In: Journal of Futures Markets.
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2003An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 In: Finance Working Papers.
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2003Denmark - A chapter on the Danish Bond Market In: Finance Working Papers.
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2003Volatility-Spillover E ffects in European Bond Markets In: Finance Working Papers.
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2016Credit Constraints, Growth and Inequality Dynamics In: Working Papers.
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2005Variance-in-mean effects of the long forward-rate slope In: Applied Financial Economics.
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2011Quantiles of the Realized Stock-Bond Correlation In: Working Papers.
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2020Uncertainty and Downside Risk in International Stock Returns In: Working Papers.
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