Charlotte Christiansen - Central Bank Research Hub

Papers by year: All | 2012 | 2010 | 2008

Title Other author(s)

A Comprehensive Look at Financial Volatility Prediction by Economic Variables

Bank for International Settlements Working papers [View] (Paper: 374, 06.03.2012)

JEL: C53, G12, G15, G17

Realized Bond-Stock Correlation: Macroeconomic Announcement Effects

Swiss National Bank Working Papers [View] (Paper: 2006-02, 03.11.2010)

The Time-Varying Systematic Risk of Carry Trade Strategies

Swiss National Bank Working Papers [View] (Paper: 2010-01, 26.02.2010)

Extreme Coexceedances in New EU Member States' Stock Markets

Swiss National Bank Working Papers [View] (Paper: 2008-10, 01.08.2008)

Papers by year: All | 2012 | 2010 | 2008