Concepedia
Statistics
Publications
48
Citations
2.3K
H-Index
25
Active since
1999
Affiliations
Aarhus University(Current)
Lund University
Aarhus Business College
Universitat Rovira i Virgili
Copenhagen Business School
Charlotte Christiansen is an author at Aarhus University specializing in finance, business, and economics.
Top concepts
FinanceBusinessEconomicsFinancial EconomicsAsset PricingEmpirical FinanceGlobal FinanceMacroeconomicsStatisticsEconomic Analysis
Publications per year
1999–2023
A comprehensive look at financial volatility prediction by economic variables
Charlotte Christiansen, Maik Schmeling, Andreas Schrimpf · Journal of Applied Econometrics · 2012 · 271 citations
Empirical Finance, Volatility Modeling, Engineering +20
The Time-Varying Systematic Risk of Carry Trade Strategies
Charlotte Christiansen, Angelo Ranaldo, Paul Söderlind · Journal of Financial and Quantitative Analysis · 2011 · 224 citations · Full text
Currency Risk, Volatility Modeling, Trade +18
Volatility‐Spillover Effects in European Bond Markets
Charlotte Christiansen · European Financial Management · 2007 · 178 citations
Volatility Spillover, Economics, Volatility Modeling +13
Forecasting US recessions: The role of sentiment
Charlotte Christiansen, Jonas N. Eriksen, Stig V. Møller · Journal of Banking & Finance · 2014 · 111 citations
Economics, Economic Forecasting, Finance +7
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification
Hossein Asgharian, Charlotte Christiansen, Ai Jun Hou · Journal of Financial Econometrics · 2015 · 99 citations
Empirical Finance, Macroeconomic Forecasting, Time Series Econometrics +19
1–5 of 48