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Charlotte Christiansen

Institution: Aarhus Universitet

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://sites.google.com/site/charlottechristiansenaudk/home

First Publication: 2003

Most Recent: 2023

RePEc ID: pch215 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 0.67 0.00 0.67 22%
Last 10 Years 0.00 0.00 1.35 0.67 2.02 47%
All Time 0.00 0.00 11.77 4.54 16.31 92%

Publication Statistics

Raw Publications 19
Coauthorship-Adjusted Count 20.87

Publications (19)

Year Article Journal Tier Authors
2023 The effect of uncertainty on stock market volatility and correlation Journal of Banking & Finance B 3
2020 Mutual fund selection for realistically short samples Journal of Empirical Finance C 3
2020 The economic value of VIX ETPs Journal of Empirical Finance C 3
2019 Negative house price co-movements and US recessions Regional Science and Urban Economics B 3
2015 Understanding the Effects of Marriage and Divorce on Financial Investments: the Role of Background Risk Sharing Economic Inquiry C 3
2014 Integration of European bond markets Journal of Banking & Finance B 1
2014 Forecasting US recessions: The role of sentiment Journal of Banking & Finance B 3
2014 Quantiles of the realized stock–bond correlation and links to the macroeconomy Journal of Empirical Finance C 2
2013 Predicting severe simultaneous recessions using yield spreads as leading indicators Journal of International Money and Finance B 1
2012 A comprehensive look at financial volatility prediction by economic variables Journal of Applied Econometrics B 3
2012 Smooth transition patterns in the realized stock–bond correlation Journal of Empirical Finance C 2
2011 The Time-Varying Systematic Risk of Carry Trade Strategies Journal of Financial and Quantitative Analysis B 3
2009 Extreme coexceedances in new EU member states' stock markets Journal of Banking & Finance B 2
2008 Are Economists More Likely to Hold Stocks? Review of Finance B 3
2007 The risk-return trade-off in human capital investment Labour Economics B 3
2007 Realized bond—stock correlation: Macroeconomic announcement effects Journal of Futures Markets C 2
2005 Multivariate term structure models with level and heteroskedasticity effects Journal of Banking & Finance B 1
2004 Regime switching in the yield curve Journal of Futures Markets C 1
2003 Testing the expectations hypothesis using long-maturity forward rates Economics Letters C 1