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Charlotte Strunk Hansen

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Personal Details

First Name:Charlotte
Middle Name:Strunk
Last Name:Hansen
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RePEc Short-ID:pha204
Email:[This author has chosen not to make the email address public]
Homepage:http://faculty.baruch.cuny.edu/chansen
Postal Address:Department of Economics and Finance Zicklin School of Business, Baruch College / CUNY One Bernard Baruch Way, Box B10-225 New York, NY 10010
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Location: New York City, New York (United States)
Homepage: http://zicklin.baruch.cuny.edu/
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Handle: RePEc:edi:zscunus (more details at EDIRC)
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  1. Charlotte S. Hansen & Bjorn E. Tuypens, 2004. "Proxying for Expected Returns with Price Earnings Ratios," Finance 0410019, EconWPA.
  2. Charlotte S. Hansen & Bjorn E. Tuypens, 2004. "Long-Run Regressions: Theory and Application to US Asset Markets," Finance 0410018, EconWPA.
  3. 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.
  1. Bent Jesper Christensen & Charlotte Strunk Hansen, 2002. "New evidence on the implied-realized volatility relation," The European Journal of Finance, Taylor & Francis Journals, vol. 8(2), pages 187-205, June.

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