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Regime switching in the Yield curve
Christiansen, Charlotte - 2002
Persistent link: https://www.econbiz.de/10001721442
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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte - 2002
Persistent link: https://www.econbiz.de/10001721479
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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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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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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
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Predicting severe simultaneous recessions using yield spreads as leading indicators
Christiansen, Charlotte - 2011
Persistent link: https://www.econbiz.de/10009127828
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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
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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
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Predicting severe simultaneous recessions using yield spreads as leading indicators
Christiansen, Charlotte - In: Journal of international money and finance 32 (2013), pp. 1032-1043
Persistent link: https://www.econbiz.de/10009733432
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Value at risk using the factor-ARCH model
Christiansen, Charlotte - 1998
Persistent link: https://www.econbiz.de/10000994075