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Charlotte Christiansen

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Personal Details

First Name: Charlotte
Middle Name:
Last Name: Christiansen
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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

Center for Research in Econometric Analysis of Time Series (CREATES)
Institut for Økonomi
Aarhus Universitet
Location: Aarhus, Denmark
Homepage: http://www.creates.au.dk/
Email:
Phone:
Fax:
Postal: Building 1322, DK-8000 Aarhus C
Handle: RePEc:edi:creaudk (more details at EDIRC)

Works

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Working papers

  1. Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2014. "Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification," CREATES Research Papers 2014-13, School of Economics and Management, University of Aarhus.
  2. Nektarios Aslanidis & Charlotte Christiansen & Christos S. Savva, 2013. "Risk-Return Trade-Off for European Stock Markets," CREATES Research Papers 2013-31, School of Economics and Management, University of Aarhus.
  3. Charlotte Christiansen & Jonas Nygaard Eriksen & Stig V. Møller, 2013. "Forecasting US Recessions: The Role of Sentiments," CREATES Research Papers 2013-14, School of Economics and Management, University of Aarhus.
  4. Charlotte Christiansen, 2013. "Classifying Returns as Extreme: European Stock and Bond Markets," CREATES Research Papers 2013-37, School of Economics and Management, University of Aarhus.
  5. Charlotte Christiansen, 2012. "Integration of European Bond Markets," CREATES Research Papers 2012-33, School of Economics and Management, University of Aarhus.
  6. Nektarios Aslanidis & Charlotte Christiansen, 2012. "Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy," CREATES Research Papers 2012-34, School of Economics and Management, University of Aarhus.
  7. Aslanidis, Nektarios & Christiansen, Charlotte, 2011. "Quantiles of the Realized Stock-Bond Correlation," Working Papers 2072/151809, Universitat Rovira i Virgili, Department of Economics.
  8. Charlotte Christiansen, 2011. "Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators," CREATES Research Papers 2011-20, School of Economics and Management, University of Aarhus.
  9. Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid, 2010. "The Effects of Marriage and Divorce on Financial Investments: Learning to Love or Hate Risk?," CREATES Research Papers 2010-57, School of Economics and Management, University of Aarhus.
  10. Nektarios Aslanidis & Charlotte Christiansen, 2010. "Sign and Quantiles of the Realized Stock-Bond Correlation," CREATES Research Papers 2010-55, School of Economics and Management, University of Aarhus.
  11. Nektarios Aslanidis & Charlotte Christiansen, 2010. "Smooth Transition Patterns in the Realized Stock Bond Correlation," CREATES Research Papers 2010-15, School of Economics and Management, University of Aarhus.
  12. Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2010. "A Comprehensive Look at Financial Volatility Prediction by Economic Variables," CREATES Research Papers 2010-58, School of Economics and Management, University of Aarhus.
  13. Charlotte Christiansen, 2010. "Intertemporal Risk-Return Trade-off in Foreign Exchange Rates," CREATES Research Papers 2010-20, School of Economics and Management, University of Aarhus.
  14. Paul Soderlind & Angelo Ranaldo & Charlotte Christiansen, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," University of St. Gallen Department of Economics working paper series 2009 2009-06, Department of Economics, University of St. Gallen.
  15. Charlotte Christiansen, 2008. "Mean Reversion in US and International Short Rates," CREATES Research Papers 2008-47, School of Economics and Management, University of Aarhus.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. Christiansen, Charlotte & Joensen, Juanna Schröter & Rangvid, Jesper, 2005. "Do More Economists Hold Stocks?," Finance Research Group Working Papers F-2005-02, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. Christiansen, Charlotte, 2001. "Long Maturity Forward Rates," Finance Working Papers 01-12, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  31. 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.
  32. 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, 2014. "Integration of European bond markets," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 191-198.
  2. Christiansen, Charlotte, 2013. "Predicting severe simultaneous recessions using yield spreads as leading indicators," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1032-1043.
  3. Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2012. "A comprehensive look at financial volatility prediction by economic variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 956-977, 09.
  4. Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul, 2011. "The Time-Varying Systematic Risk of Carry Trade Strategies," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(04), pages 1107-1125, September.
  5. Charlotte, Christiansen, 2011. "Intertemporal risk-return trade-off in foreign exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(4), pages 535-549, October.
  6. Christiansen, Charlotte, 2010. "Mean reversion in US and international short rates," The North American Journal of Economics and Finance, Elsevier, vol. 21(3), pages 286-296, December.
  7. Charlotte Christiansen, 2010. "Decomposing European bond and equity volatility," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(2), pages 105-122.
  8. Christiansen, Charlotte & Ranaldo, Angelo, 2009. "Extreme coexceedances in new EU member states' stock markets," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 1048-1057, June.
  9. Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid, 2008. "Are Economists More Likely to Hold Stocks?," Review of Finance, European Finance Association, vol. 12(3), pages 465-496.
  10. Christiansen, Charlotte, 2008. "Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 925-948, December.
  11. Charlotte Christiansen, 2007. "Volatility-Spillover Effects in European Bond Markets," European Financial Management, European Financial Management Association, vol. 13(5), pages 923-948.
  12. 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.
  13. Charlotte Christiansen, 2005. "Variance-in-mean effects of the long forward-rate slope," Applied Financial Economics, Taylor & Francis Journals, vol. 15(11), pages 753-755.
  14. Christiansen, Charlotte, 2005. "Multivariate term structure models with level and heteroskedasticity effects," Journal of Banking & Finance, Elsevier, vol. 29(5), pages 1037-1057, May.
  15. Christiansen, Charlotte, 2003. "Testing the expectations hypothesis using long-maturity forward rates," Economics Letters, Elsevier, vol. 78(2), pages 175-180, February.
  16. Christiansen, Charlotte, 2002. "Credit spreads and the term structure of interest rates," International Review of Financial Analysis, Elsevier, vol. 11(3), pages 279-295.

NEP Fields

31 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (2) 2010-09-11 2013-05-24
  2. NEP-CBA: Central Banking (1) 2011-06-11
  3. NEP-CFN: Corporate Finance (3) 2003-05-15 2006-02-05 2008-06-27
  4. NEP-ECM: Econometrics (1) 2003-05-16
  5. NEP-EDU: Education (2) 2006-02-05 2006-02-12
  6. NEP-EEC: European Economics (4) 2004-01-25 2008-06-27 2012-07-23 2013-11-16
  7. NEP-ETS: Econometric Time Series (2) 2003-05-15 2004-01-25
  8. NEP-FIN: Finance (5) 2002-06-24 2002-06-24 2003-05-15 2004-01-25 2006-02-05. Author is listed
  9. NEP-FMK: Financial Markets (8) 2002-06-24 2002-06-24 2003-05-15 2008-09-05 2009-05-02 2010-05-02 2011-12-13 2012-07-23. Author is listed
  10. NEP-FOR: Forecasting (7) 2010-05-02 2010-09-11 2011-06-11 2012-06-25 2012-07-23 2013-05-24 2014-04-18. Author is listed
  11. NEP-HRM: Human Capital & Human Resource Management (1) 2006-02-12
  12. NEP-IFN: International Finance (2) 2004-01-25 2010-05-22
  13. NEP-LAB: Labour Economics (1) 2003-05-15
  14. NEP-MAC: Macroeconomics (5) 2003-05-15 2003-05-18 2008-09-05 2013-05-24 2014-04-18. Author is listed
  15. NEP-MON: Monetary Economics (1) 2008-09-05
  16. NEP-MST: Market Microstructure (2) 2010-05-02 2010-09-11
  17. NEP-ORE: Operations Research (1) 2013-11-16
  18. NEP-RMG: Risk Management (5) 2004-01-25 2009-05-02 2010-05-22 2011-12-13 2013-11-16. Author is listed
  19. NEP-TRA: Transition Economics (1) 2008-06-27

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