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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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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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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
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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
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Decomposing European bond and equity volatility
Christiansen, Charlotte (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
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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
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Credit spreads and the term structure of interest rates
Christiansen, Charlotte (contributor) - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001533112
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Forecasting US recessions : the role of sentiment
Christiansen, Charlotte; Eriksen, Jonas Nygaard; … - In: Journal of banking & finance 49 (2014), pp. 459-468
Persistent link: https://www.econbiz.de/10010509261