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Charlotte Christiansen

Observed names: C. Christiansen, Christiansen, C., Christiansen, Charlotte, Christiansen, Charlotte; id_orcid 0000-0001-7360-1147
Institution: Aarhus University
ORCID: 0000-0001-7360-1147
Observed ORCID: 0000-0001-7360-1147
OpenAlex ID: A5011812744
A Comprehensive Look at Financial Volatility Prediction by Economic Variables
2012 · Charlotte Christiansen, Maik Schmeling, et al. · Journal of Applied Econometrics · 294
Are Economists More Likely to Hold Stocks?
2007 · Charlotte Christiansen, Juanna Schröter Joensen, et al. · European Finance Review · 247
Volatility‐Spillover Effects in European Bond Markets
2007 · Charlotte Christiansen · European Financial Management · 220
The Time-Varying Systematic Risk of Carry Trade Strategies
2011 · Charlotte Christiansen, Angelo Ranaldo, et al. · Journal of Financial and Quantitative Analysis · 199
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Forecasting US Recessions: The Role of Sentiments
2013 · Charlotte Christiansen, Jonas Nygaard Eriksen, et al. · Journal of Banking & Finance · 125
Realized bond—stock correlation: Macroeconomic announcement effects
2007 · Charlotte Christiansen, Angelo Ranaldo · Journal of Futures Markets · 107
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification
2015 · Hossein Asgharian, Charlotte Christiansen, et al. · Journal of Financial Econometrics · 97
The Time-Varying Systematic Risk of Carry Trade Strategies
2010 · Charlotte Christiansen, Angelo Ranaldo, et al. · SSRN Electronic Journal · 92
Extreme coexceedances in new EU member states’ stock markets
2008 · Charlotte Christiansen, Angelo Ranaldo · Journal of Banking & Finance · 90
The risk-return trade-off in human capital investment
2007 · Charlotte Christiansen, Juanna Schröter Joensen, et al. · Labour Economics · 90
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation
2018 · Hossein Asgharian, Charlotte Christiansen, et al. · Journal of Banking & Finance · 88
Effects of Macroeconomic Uncertainty on the Stock and Bond Markets
2015 · Hossein Asgharian, Charlotte Christiansen, et al. · Finance research letters · 87
Integration of European Bond Markets
2012 · Charlotte Christiansen · Journal of Banking & Finance · 71
Quantiles of the Realized Stock-Bond Correlation
2010 · Nektarios Aslanidis, Charlotte Christiansen · Journal of Empirical Finance · 65
Smooth transition patterns in the realized stock–bond correlation
2012 · Nektarios Aslanidis, Charlotte Christiansen · Journal of Empirical Finance · 60
Macroeconomic announcement effects on the covariance structure of government bond returns
2000 · Charlotte Christiansen · Journal of Empirical Finance · 57
Understanding the Effects of Marriage and Divorce on Financial Investments: the Role of Background Risk Sharing
2014 · Charlotte Christiansen, Juanna Schröter Joensen, et al. · Economic Inquiry · 53
Decomposing European bond and equity volatility
2008 · Charlotte Christiansen · International Journal of Finance & Economics · 44
Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates
2007 · Charlotte Christiansen · International Review of Financial Analysis · 44
Risk-return trade-off for European stock markets
2016 · Nektarios Aslanidis, Charlotte Christiansen, et al. · International Review of Financial Analysis · 32
Decomposing European Bond and Equity Volatility
2005 · Charlotte Christiansen · RePEc: Research Papers in Economics · 31
Households' investments in socially responsible mutual funds
2018 · Charlotte Christiansen, Thomas Jansson, et al. · The Quarterly Review of Economics and Finance · 28
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Predicting severe simultaneous recessions using yield spreads as leading indicators
2012 · Charlotte Christiansen · Journal of International Money and Finance · 27
Multivariate term structure models with level and heteroskedasticity effects
2004 · Charlotte Christiansen · Journal of Banking & Finance · 27
Credit spreads and the term structure of interest rates
2002 · Charlotte Christiansen · International Review of Financial Analysis · 26
Works count: 106
Citation count: 2,683
H-index: 25
I10-index: 41
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