Department of Economics and Business Economics

Charlotte Christiansen

  1. 2022
  2. Published

    A Review of the Active Management of Norway's Government Pension Fund Global. / Bauer, Rob; Christiansen, Charlotte; Døskeland, Trond.

    2022. 117 p.

    Research output: Book/anthology/dissertation/reportReportCommissioned

  3. Published

    Innlegg om Oljefondet og aktiv forvaltning: Følg Tinbergen-regelen! / Bauer, Rob; Christiansen, Charlotte; Døskeland, Trond.

    In: Dagens Næringsliv, 2022.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperContribution to newspaper - Newspaper article

  4. 2021
  5. Published

    Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing. / Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun et al.

    In: Journal of International Financial Markets, Institutions & Money, Vol. 74, 101412, 09.2021.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  6. Published

    Quantile Risk–Return Trade-Off. / Aslanidis, Nektarios; Christiansen, Charlotte; Savva, Christos S.

    In: Journal of Risk and Financial Management, Vol. 14, No. 6, 249, 06.2021.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  7. 2020
  8. Published

    Origins of Mutual Fund Skill : Market versus Accounting Based Asset Pricing Anomalies. / Christiansen, Charlotte; Xing, Ran; Xu, Yue.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2020.

    Research output: Working paper/Preprint Working paperResearch

  9. Published

    Flight-to-Safety and the Risk-Return Trade-Off: European Evidence. / Aslanidis, Nektarios; Christiansen, Charlotte; Savva, Christos S.

    In: Finance Research Letters, Vol. 35, 101294, 07.2020.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  10. Published

    Mutual Fund Selection for Realistically Short Samples. / Christiansen, Charlotte; Grønborg, Niels Strange; Nielsen, Ole Linnemann.

    In: Journal of Empirical Finance, Vol. 55, No. January, 01.2020, p. 218-240.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  11. Published

    The economic value of VIX ETPs. / Christensen, Kim; Christiansen, Charlotte; Posselt, Anders M.

    In: Journal of Empirical Finance, Vol. 58, 2020, p. 121-138.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  12. 2019
  13. Published

    The Economic Value of VIX ETPs. / Christensen, Kim; Christiansen, Charlotte; Posselt, Anders Merrild.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2019.

    Research output: Working paper/Preprint Working paperResearch

  14. Published

    Negative house price co-movements and US recessions. / Christiansen, Charlotte; Eriksen, Jonas Nygaard; Møller, Stig Vinther.

    In: Regional Science and Urban Economics, Vol. 77, No. July, 07.2019, p. 382-394.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  15. Published

    Predicting bond betas using macro-finance variables. / Aslanidis, Nektarios; Christiansen, Charlotte; Cipollini, Andrea.

    In: Finance Research Letters, Vol. 29, 06.2019, p. 193-199.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  16. Published

    Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors. / Aslanidis, Nektarios; Christiansen, Charlotte; Lambertides, Neophytos et al.

    In: Review of Quantitative Finance and Accounting, Vol. 52, No. 2, 2019, p. 381-401.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  17. 2018
  18. Published

    Mutual Fund Selection for Realistically Short Samples. / Christiansen, Charlotte; Grønborg, Niels Strange; Nielsen, Ole Linnemann.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2018.

    Research output: Working paper/Preprint Working paperResearch

  19. Published

    Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation. / Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2018.

    Research output: Working paper/Preprint Working paperResearch

  20. 2017
  21. Published

    Flight to Safety from European Stock Markets. / Aslanidis, Nektarios; Christiansen, Charlotte.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2017.

    Research output: Working paper/Preprint Working paperResearch

  22. Published

    Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing. / Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun et al.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2017.

    Research output: Working paper/Preprint Working paperResearch

  23. Published

    Predicting Bond Betas using Macro-Finance Variables. / Aslanidis, Nektarios; Christiansen, Charlotte; Cipollini, Andrea.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2017.

    Research output: Working paper/Preprint Working paperResearch

  24. Published

    Forecasting US Recessions : The Role of Sentiment. / Christiansen, Charlotte; Eriksen, Jonas Nygaard; Møller, Stig Vinther.

    The Economics of Recession. ed. / Arturo Estrella. Cheltenham : Edward Elgar Publishing, 2017. p. 100-109 (The International Library of Critical Writings in Economics series, Vol. 337).

    Research output: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

  25. Published

    Predicting severe simultaneous recessions using yield spreads as leading indicators. / Christiansen, Charlotte.

    The Economics of Recession. ed. / Arturo Estrella. Vol. 1 Cheltenham : Edward Elgar Publishing, 2017. (The International Library of Critical Writings in Economics series, Vol. 337).

    Research output: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

  26. 2016
  27. Published

    Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation. / Asgharian, Hossein; Christiansen, Charlotte; Gupta, Rangan et al.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2016.

    Research output: Working paper/Preprint Working paperResearch

  28. Published

    Macro-Finance Determinants of the Long-Run Stock-Bond Correlation : The DCC-MIDAS Specification. / Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun.

    In: Journal of Financial Econometrics, Vol. 14, No. 3, 2016, p. 617-642.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  29. Published

    Risk-Return Trade-Off for European Stock Markets. / Aslanidis, Nektarios; Christiansen, Charlotte; Savva, Christos S.

    In: International Review of Financial Analysis, Vol. 46, No. July, 2016, p. 84-103.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  30. 2015
  31. Published

    Effects of Macroeconomic Uncertainty on the Stock and Bond Markets. / Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun.

    In: Finance Research Letters, Vol. 13, No. May, 2015, p. 10-16.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  32. Published

    Understanding the Effects of Marriage and Divorce on Financial Investments : The Role of Background Risk Sharing. / Christiansen, Charlotte; Joensen, Juanne S.; Rangvid, Jesper.

    In: Economic Inquiry, Vol. 53, No. 1, 2015, p. 431-447.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  33. 2014
  34. Published

    Idiosyncratic Volatility Puzzle : Influence of Macro-Finance Factors. / Aslanidis, Nektarios; Christiansen, Charlotte; Lambertides, Neophytos et al.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2014.

    Research output: Working paper/Preprint Working paperResearch

  35. Published

    Macro-Finance Determinants of the Long-Run Stock-Bond Correlation : The DCC-MIDAS Specification. / Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2014.

    Research output: Working paper/Preprint Working paperResearch

  36. Published

    Classifying Returns as Extreme : European Stock and Bond Markets. / Christiansen, Charlotte.

    In: International Review of Financial Analysis, Vol. 34, 2014, p. 1-4.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  37. Published

    Forecasting US Recessions : The Role of Sentiment. / Christiansen, Charlotte; Eriksen, Jonas Nygaard; Møller, Stig Vinther.

    In: Journal of Banking & Finance, Vol. 49, 2014, p. 459-468.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  38. Published

    Integration of European Bond Markets. / Christiansen, Charlotte.

    In: Journal of Banking & Finance, Vol. 42, 2014, p. 191-198.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  39. Published

    Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy. / Aslanidis, Nektarios; Christiansen, Charlotte.

    In: Journal of Empirical Finance, Vol. 28, 2014, p. 321-331.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  40. 2013
  41. Published

    Classifying Returns as Extreme: European Stock and Bond Markets. / Christiansen, Charlotte.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2013.

    Research output: Working paper/Preprint Working paperResearch

  42. Published

    Risk-Return Trade-Off for European Stock Markets. / Aslanidis, Nektarios; Christiansen, Charlotte; Savva, Christos S. .

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2013.

    Research output: Working paper/Preprint Working paperResearch

  43. Published

    Predicting severe simultaneous recessions using yield spreads as leading indicators. / Christiansen, Charlotte.

    In: Journal of International Money and Finance, Vol. 32, 2013, p. 1032-1043.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  44. 2012
  45. Published

    A Comprehensive Look at Financial Volatility Prediction by Economic Variables. / Christiansen, Charlotte; Schmeling, Maik; Schrimpf, Andreas.

    In: Journal of Applied Econometrics, Vol. 27, No. 6, 2012, p. 956–977.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  46. Published

    Smooth Transition Patterns in the Realized Stock-Bond Correlation. / Aslanidis, Nektarios ; Christiansen, Charlotte.

    In: Journal of Empirical Finance, Vol. 19, No. 4, 2012, p. 454-464.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  47. 2011
  48. Published

    Intertemporal Risk-Return Trade-Off in Foreign Exchange Rates. / Christiansen, Charlotte.

    In: Journal of International Financial Markets, Institutions & Money, Vol. 21, No. 4, 2011, p. 535-549.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  49. Published

    The Time-Varying Systematic Risk of Carry Trade Strategies. / Christiansen, Charlotte; Ranaldo, Angelo; Söderlind, Paul.

    In: Journal of Financial and Quantitative Analysis, Vol. 46, No. 4, 2011, p. 1107-1125.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  50. 2010
  51. Published

    Decomposing European Bond and Equity Volatility. / Christiansen, Charlotte.

    In: International Journal of Finance and Economics, Vol. 15, No. 2, 2010, p. 105-122.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  52. Published

    Mean Reversion in US and International Short Rates. / Christiansen, Charlotte.

    In: North American Journal of Economics and Finance, Vol. 21, No. 3, 2010, p. 286-296.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  53. Published

    Sign and Quantiles of the Realized Stock-Bond Correlation. / Aslanidis, Nektarios; Christiansen, Charlotte.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2010.

    Research output: Working paper/Preprint Working paperResearch

  54. 2009
  55. Published

    Extreme Coexceedances in New EU Member States' Stock Markets. / Christiansen, Charlotte; Ranaldo, Angelo.

    In: Journal of Banking & Finance, Vol. 33, No. 6, 2009, p. 1048-1057.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  56. 2008
  57. Published

    Are Economists More Likely to Hold Stocks? / Christiansen, Charlotte; Joensen, E. Juanna Schröter; Rangvid, Jesper.

    In: Review of Finance (Print), Vol. 12, No. 3, 2008, p. 465-496.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  58. Published

    Level-ARCH Short Rate Models with Regime Switching : Bivariate Modeling of US and European Short Rates. / Christiansen, Charlotte.

    In: International Review of Financial Analysis, Vol. 17, No. 5, 2008, p. 925-948.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  59. 2007
  60. Published

    Realized Bond-Stock Correlation: Macroeconomic Announcement Effects. / Christiansen, Charlotte; Ranaldo, Angelo.

    In: Journal of Futures Markets, Vol. 27, No. 5, 2007, p. 439-469.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  61. Published

    The Risk-Return Trade-Off in Human Capital Investment. / Nielsen, Helena Skyt; Christiansen, Charlotte; Joensen, Juanna Schrøter.

    In: Labour Economics, Vol. 14, 2007, p. 971-986.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  62. Published

    Volatility-Spillover Effects in European Bond Markets. / Christiansen, Charlotte.

    In: European Financial Management, Vol. 13, No. 5, 2007.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  63. 2006
  64. Published

    Er Mænd Mere Tilbøjelige til at Købe Aktier end Kvinder. / Christiansen, Charlotte; Joensen, Juanna Schrøter; Rangvid, Jesper.

    In: Børsfokus, Vol. 112, 2006.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleCommunication

  65. Published

    Har Viden om Økonomi Betydning for Private Investorers Beslutninger om at Købe Aktier? / Christiansen, Charlotte; Joensen, Juanna Schrøter; Rangvid, Jesper.

    In: Børsfokus, Vol. 108, 2006.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleCommunication

  66. 2005
  67. Published

    Ejer flere økonomer aktier? / Christiansen, Charlotte; Joensen, Juanna Schrøter; Rangvid, Jesper.

    In: Finans/Invest, Vol. 05, No. 1, 2005, p. 23-26.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleCommunication

  68. Published

    Har Uddannelse Betydning for Beslutningen om Aktiekøb? / Christiansen, Charlotte; Joensen, Juanna Schrøter; Rangvid, Jesper.

    In: Aktionæren, 2005.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleCommunication

  69. Published

    Multivariate Term Structure Models with Level and Heteroskedasticity Effects. / Christiansen, Charlotte.

    In: Journal of Banking and Finance, Vol. 29, No. 5, 2005, p. 1037-1057.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  70. Published

    Variance-in-Mean Effects of the Long Forward-Rate Slope. / Christiansen, Charlotte.

    In: Applied Financial Economics, Vol. 15, No. 11, 2005, p. 753-755.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  71. 2004
  72. Published

    An Empirical Study of the Term Structure of Interest Rates in Denmark (1993-2002). / Christiansen, Charlotte; Engsted, Tom; Jakobsen, Svend et al.

    European Fixed Income Markets: Money, Bond, and Interest Rate Derivatives. ed. / Jonathan A. Batten; Thomas A. Fetherston; Peter G. Szilagyi. IEEE Computer Society Press, 2004.

    Research output: Contribution to book/anthology/report/proceedingBook chapterResearch

  73. Published

    Denmark. / Christiansen, Charlotte; Engsted, Tom; Jakobsen, Svend et al.

    European Fixed Income Markets: Money, Bond, and Interest Rate Derivatives. ed. / Jonathan A. Batten; Thomas A. Fetherston; Peter G. Szilagyi. IEEE Computer Society Press, 2004.

    Research output: Contribution to book/anthology/report/proceedingBook chapterResearch

  74. Published

    Regime Switching in the Yield Curve. / Christiansen, Charlotte.

    In: Journal of Futures Markets, Vol. 24, No. 4, 2004, p. 315-336.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  75. 2003
  76. Published

    Testing the Expectations Hypothesis Using Long Maturity Forward Rates. / Christiansen, Charlotte.

    In: Economics Letters, Vol. 78, No. 2, 2003, p. 175-180.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  77. 2002
  78. Published

    Credit Spreads and the Term Structure of Interest Rates. / Christiansen, Charlotte.

    In: International Review of Financial Analysis, Vol. 11, No. 3, 2002, p. 279-295.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  79. Published

    Implied Volatility of Interest Rate Options: An Empirical Application of the Market Model. / Christiansen, Charlotte; Hansen, Charlotte Strunk.

    In: Review of Derivatives Research, Vol. 5, No. 1, 2002, p. 51-79.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  80. 2000
  81. Published

    Macroeconomic Announcement Effects on the Covariance Structure of Government Bond Returns. / Christiansen, Charlotte.

    In: Journal of Empirical Finance, Vol. 7, No. 5, 2000, p. 479-507.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  82. 1999
  83. Published

    Value at Risk Using the Factor-ARCH Model. / Christiansen, Charlotte.

    In: Journal of Risk, Vol. 1, No. 2, 1999, p. 65-86.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review