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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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Quantiles of the realized stock-bond correlation and links to the macroeconomy
Aslanidis, Nektarios; Christiansen, Charlotte - In: Journal of empirical finance 28 (2014), pp. 321-331
Persistent link: https://www.econbiz.de/10011285626
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Mutual fund selection for realistically short samples
Christiansen, Charlotte; Grønborg, Niels S.; Nielsen, … - In: Journal of empirical finance 55 (2020), pp. 218-240
Persistent link: https://www.econbiz.de/10012175756
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Smooth transition patterns in the realized stock–bond correlation
Aslanidis, Nektarios; Christiansen, Charlotte - In: Journal of empirical finance 19 (2012) 4, pp. 454-465
Persistent link: https://www.econbiz.de/10009996249
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Smooth transition patterns in the realized stock-bond correlation
Aslanidis, Nekatrios; Christiansen, Charlotte - In: Journal of empirical finance 19 (2012) 4, pp. 454-464
Persistent link: https://www.econbiz.de/10009615670
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The economic value of VIX ETPs
Christensen, Kim; Christiansen, Charlotte; Posselt, … - In: Journal of empirical finance 58 (2020), pp. 121-138
Persistent link: https://www.econbiz.de/10012430667
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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. 479-508
Persistent link: https://www.econbiz.de/10007240711