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Regime switching in the yield curve
Christiansen, Charlotte (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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Volatility-spillover effects in European bond markets
Christiansen, Charlotte (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
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Level-ARCH short rate models with regime switching : bivariate modeling of U.S. and European short rates
Christiansen, Charlotte (contributor) - 2005
Persistent link: https://www.econbiz.de/10002743726
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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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Decomposing European bond and equity volatility
Christiansen, Charlotte (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
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Credit spreads and the term structure of interest rates
Christiansen, Charlotte (contributor) - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001533112
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An empirical study of the term structure of interest rates in Denmark, 1993 - 2002
Christiansen, Charlotte (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732981
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A chapter on the Danish bond market
Christiansen, Charlotte (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732984
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Macroeconomic announcement effects on the covariance structure of bond returns
Christiansen, Charlotte - 1999
Persistent link: https://www.econbiz.de/10001456528
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Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte; Strunk Hansen, Charlotte - 2000
Persistent link: https://www.econbiz.de/10001456681