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Details about Charlotte Strunk Hansen

Homepage:http://faculty.baruch.cuny.edu/chansen
Postal address:Department of Economics and Finance Zicklin School of Business, Baruch College / CUNY One Bernard Baruch Way, Box B10-225 New York, NY 10010
Workplace:Zicklin School of Business, Baruch College, City University of New York (CUNY), (more information at EDIRC)

Access statistics for papers by Charlotte Strunk Hansen.

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Short-id: pha204

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Working Papers

2004

  1. Long-Run Regressions: Theory and Application to US Asset Markets
    Finance, University Library of Munich, Germany Downloads View citations (7)
  2. Proxying for Expected Returns with Price Earnings Ratios
    Finance, University Library of Munich, Germany Downloads View citations (1)

2000

  1. Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model
    Finance Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies View citations (1)

Journal Articles

2007

  1. Spanning tests for options using principal components methods
    Applied Financial Economics, 2007, 17, (9), 739-746 Downloads View citations (1)

2002

  1. New evidence on the implied-realized volatility relation
    The European Journal of Finance, 2002, 8, (2), 187-205 Downloads View citations (34)

2001

  1. The relation between implied and realised volatility in the Danish option and equity markets
    Accounting and Finance, 2001, 41, (3), 197-228 Downloads View citations (12)
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