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Intertemporal risk-return trade-off in
Christiansen, Charlotte - 2010
Persistent link: https://www.econbiz.de/10003963069
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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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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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Classifying returns as extreme : European stock and bond markets
Christiansen, Charlotte - 2013
Persistent link: https://www.econbiz.de/10010200868
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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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Realized bond-stock correlation : macroeconomic announcement effects
Christiansen, Charlotte; Ranaldo, Angelo - 2006
Persistent link: https://www.econbiz.de/10003285575
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Smooth transition patterns in the realized stock bond correlation
Aslanidis, Nektarios; Christiansen, Charlotte - 2010
Persistent link: https://www.econbiz.de/10003956890
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Realized bond-stock correlation : macroeconomic announcement effects
Christiansen, Charlotte; Ranaldo, Angelo - In: The journal of futures markets 27 (2007) 5, pp. 439-469
Persistent link: https://www.econbiz.de/10003493097
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Sign and quantiles of the realized stock-bond correlation
Aslanidis, Nektarios; Christiansen, Charlotte - 2010
Persistent link: https://www.econbiz.de/10008651648
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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