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ARCH model
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Christiansen, Charlotte
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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1
Volatility-spillover effects in European bond markets
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
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2
Volatility-spillover effects in European bond markets
Christiansen, Charlotte
-
2003
Persistent link: https://www.econbiz.de/10001848445
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3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
-
2002
Persistent link: https://www.econbiz.de/10001721479
Saved in:
4
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
- In:
Journal of banking & finance
29
(
2005
)
5
,
pp. 1037-1057
Persistent link: https://www.econbiz.de/10002628401
Saved in:
6
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
Saved in:
7
Volatility-spillover effects in European bond markets
Christiansen, Charlotte
- In:
European financial management : the journal of the …
13
(
2007
)
5
,
pp. 923-948
Persistent link: https://www.econbiz.de/10003572405
Saved in:
8
Level-ARCH short rate models with regime switching : bivariate modeling of US and European short rates
Christiansen, Charlotte
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 925-948
Persistent link: https://www.econbiz.de/10003792319
Saved in:
9
Decomposing European bond and equity volatility
Christiansen, Charlotte
- In:
International journal of finance & economics : IJFE
15
(
2010
)
2
,
pp. 105-122
Persistent link: https://www.econbiz.de/10008702362
Saved in:
10
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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