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Long maturity forward rates
Christiansen, Charlotte - 2001
Persistent link: https://www.econbiz.de/10001634338
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Revisiting the shape of the yield curve : the effect of interest rate volatility
Christiansen, Charlotte; Lund, Jesper - 2002
Persistent link: https://www.econbiz.de/10001683214
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Macroeconomic announcement effects on the covariance structure of bond returns
Christiansen, Charlotte - 1999
Persistent link: https://www.econbiz.de/10001411173
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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/10001453874
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Volatility-spillover effects in European bond markets
Christiansen, Charlotte - 2003
Persistent link: https://www.econbiz.de/10001848445
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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte - 2002
Persistent link: https://www.econbiz.de/10001721479