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Information about:
Charlotte Christiansen

Personal Details | Affiliation | Works
This is information that was supplied by Charlotte Christiansen in registering through RePEc. If you are Charlotte Christiansen , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Charlotte
Middle Name:
Last Name: Christiansen
Suffix:

RePEc Short-ID: pch215

Email: [This author has chosen not to make the email address public]
Homepage: http://www.CharlotteChristiansen.dk
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Charlotte Christiansen & Angelo Ranaldo, 2007. "Extreme Coexceedances in New EU Member States’ Stock Markets," CREATES Research Papers 2007-34, School of Economics and Management, University of Aarhus. [Downloadable!]
    Other versions:

  2. Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid, 2007. "Are Economists More Likely to Hold Stocks?," CREATES Research Papers 2007-08, School of Economics and Management, University of Aarhus. [Downloadable!]

  3. Charlotte Christiansen & Juanna Schröter Joensen, 2006. "The Risk-Return Trade-Off in Human Capital Investment," Economics Working Papers 2006-02, School of Economics and Management, University of Aarhus. [Downloadable!]
    Other versions:
    Published as:

  4. Christiansen, Charlotte, 2005. "Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates," Finance Research Group Working Papers F-2005-03, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
    Other versions:

  5. Christiansen, Charlotte & Ranaldo, Angelo, 2005. "Realized Bond-Stock Correlation: Macroeconomic Announcement Effects," Finance Research Group Working Papers F-2005-05, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
    Other versions:

  6. Charlotte Christiansen & Juanna Shröter Joensen & Jesper Rangvid, 2005. "Do More Economists HOld Stocks?," Economics Working Papers 2005-6, School of Economics and Management, University of Aarhus. [Downloadable!]
    Other versions:

  7. Christiansen, Charlotte, 2005. "Decomposing European bond and equity volatility," Finance Research Group Working Papers F-2004-01, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
    Other versions:

  8. Christiansen, Charlotte, 2003. "Volatility-Spillover E ffects in European Bond Markets," Finance Working Papers 03-8, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]

  9. Christiansen, Charlotte, 2003. "Multivariate Term Structure Models with Level and Heteroskedasticity Effects," Finance Working Papers 02-19, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
    Published as:

  10. Christiansen, Charlotte & Engsted, Tom & Jakobsen, Svend & Tanggaard, Carsten, 2003. "An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002," Finance Working Papers 03-2, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]

  11. Christiansen, Charlotte & Nielsen, Helena Skyt, 2003. "The Educational Asset Market: A Finance Perspective on Human Capital Investment," Finance Working Papers 02-9, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
    Other versions:

  12. Christiansen, Charlotte & Engsted, Tom & Jakobsen, Svend & Tanggaard, Carsten, 2003. "Denmark - A chapter on the Danish Bond Market," Finance Working Papers 03-3, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]

  13. Christiansen, Charlotte & Lund, Jesper, 2002. "Revisiting the shape of the yield curve: the effect of interest rate volatility," Finance Working Papers 02-3, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]

  14. Christiansen, Charlotte, 2002. "Regime Switching in the Yield Curve," Finance Working Papers 02-13, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]

  15. Christiansen, Charlotte, 2001. "Long Maturity Forward Rates," Finance Working Papers 01-12, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]

  16. Christiansen, Charlotte, 2000. "Credit Spreads and the Term Structure of Interest Rates," Finance Working Papers 00-14, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
    Published as:

  17. Christiansen, Charlotte & Strunk Hansen, Charlotte, 2000. "Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model," Finance Working Papers 00-1, University of Aarhus, Aarhus School of Business, Department of Business Studies.

Articles

  1. Christiansen, Charlotte & Joensen, Juanna Schroter & Nielsen, Helena Skyt, 2007. "The risk-return trade-off in human capital investment," Labour Economics, Elsevier, vol. 14(6), pages 971-986, December. [Downloadable!] (restricted)
    Other versions:

  2. Christiansen, Charlotte, 2005. "Multivariate term structure models with level and heteroskedasticity effects," Journal of Banking & Finance, Elsevier, vol. 29(5), pages 1037-1057, May. [Downloadable!] (restricted)
    Other versions:

  3. Charlotte Christiansen, 2005. "Variance-in-mean effects of the long forward-rate slope," Applied Financial Economics, Taylor and Francis Journals, vol. 15(11), pages 753-755, July. [Downloadable!] (restricted)

  4. Christiansen, Charlotte, 2003. "Testing the expectations hypothesis using long-maturity forward rates," Economics Letters, Elsevier, vol. 78(2), pages 175-180, February. [Downloadable!] (restricted)

  5. Christiansen, Charlotte, 2002. "Credit spreads and the term structure of interest rates," International Review of Financial Analysis, Elsevier, vol. 11(3), pages 279-295. [Downloadable!] (restricted)
    Other versions:

NEP Fields

13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (3) 2003-05-15 2006-02-05 2008-06-27
  2. NEP-ECM: Econometrics (1) 2003-05-16
  3. NEP-EDU: Education (2) 2006-02-05 2006-02-12
  4. NEP-EEC: European Economics (2) 2004-01-25 2008-06-27
  5. NEP-ETS: Econometric Time Series (2) 2003-05-15 2004-01-25
  6. NEP-FIN: Finance (5) 2002-06-24 2002-06-24 2003-05-15 2004-01-25 2006-02-05 Author is listed
  7. NEP-FMK: Financial Markets (3) 2002-06-24 2002-06-24 2003-05-15
  8. NEP-HRM: Human Capital & Human Resource Management (1) 2006-02-12
  9. NEP-IFN: International Finance (1) 2004-01-25
  10. NEP-LAB: Labour Economics (1) 2003-05-15
  11. NEP-MAC: Macroeconomics (2) 2003-05-15 2003-05-18
  12. NEP-RMG: Risk Management (1) 2004-01-25
  13. NEP-TRA: Transition Economics (1) 2008-06-27
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This page was last updated on 2008-8-18.

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