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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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Long maturity forward rates
Christiansen, Charlotte (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
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Classifying returns as extreme : european stock and bond markets
Christiansen, Charlotte - In: International review of financial analysis 34 (2014), pp. 1-4
Persistent link: https://www.econbiz.de/10010520407
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Testing the expectations hypothesis using long-maturity forward rates
Christiansen, Charlotte - In: Economics letters 78 (2003) 2, pp. 175-180
Persistent link: https://www.econbiz.de/10001728162
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Credit spreads and the term structure of interest rates
Christiansen, Charlotte - In: International review of financial analysis 11 (2002) 3, pp. 279-295
Persistent link: https://www.econbiz.de/10001715973
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Credit spreads and the term structure of interest rates
Christiansen, Charlotte - 2000
Persistent link: https://www.econbiz.de/10001613830
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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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Long maturity forward rates
Christiansen, Charlotte - 2001
Persistent link: https://www.econbiz.de/10001634338
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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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Macroeconomic announcement effects on the covariance structure of government bond returns
Christiansen, Charlotte - In: Journal of empirical finance 7 (2000) 5, pp. 479-507
Persistent link: https://www.econbiz.de/10001545283