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Multivariate term structure models with level and heteroskedasticity effects

Christiansen, Charlotte - 2002

Persistent link: https://www.econbiz.de/10001721479

Multivariate term structure models with level and heteroskedasticity effects

Christiansen, Charlotte (contributor) - 2002 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10001724263

Intertemporal risk-return trade-off in foreign exchange rates

Christiansen, Charlotte - In: Journal of international financial markets, … 21 (2011) 4, pp. 535-549

Persistent link: https://www.econbiz.de/10009309053

Mean reversion in US and international short rates

Christiansen, Charlotte - In: The North American journal of economics and finance : a … 21 (2010) 3, pp. 286-296

Persistent link: https://www.econbiz.de/10009267822

Value at risk using the factor-ARCH model

Christiansen, Charlotte - 1998

Persistent link: https://www.econbiz.de/10000994075

Realized bond-stocked correlation : macroeconomic announcement effects

Christiansen, Charlotte (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003008422

Do more economists hold stocks?

Christiansen, Charlotte (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002706086

Do more economists hold stocks?

Christiansen, Charlotte (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002724525

Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation

Asgharian, Hossein - 2019

We use economic policy uncertainty (EPU) shocks in combination with the mixed data sampling (MIDAS) approach to investigate long-run stock market variances and correlations, primarily for the US and the UK. The US long-run stock market variance depends significantly on US EPU shocks but not on...

Persistent link: https://www.econbiz.de/10012899727

Risk-return trade-off for European stock markets

Aslanidis, Nektarios; Christiansen, Charlotte; Savva, … - 2013

Persistent link: https://www.econbiz.de/10010190893