Charlotte Sigurdson Christiansen

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Five-minute returns from FTSE-100 index futures contracts are used to obtain accurate estimates of daily index volatility from January 1986 to December 1998. These realized volatility measures are used to obtain inferences about the distributional and autocorrelation properties of FTSE-100 volatility. The distribution of volatility measured daily is similar(More)
This paper concerns the effects of macroeconomic announcements on the covariance structure of US government bond returns for six different maturities; the study shows that the conditional variances, covariances, and correlation coefficients are significantly greater on announcement days. On non-announcement days, the correlation coefficients are relatively(More)
OBJECTIVE To conduct an expert-led process for identifying research priorities in adolescent sexual and reproductive health in low- and middle-income countries. METHODS The authors modified the priority-setting method of the Child Health and Nutrition Research Initiative (CHNRI) to obtain input from nearly 300 researchers, health programme managers and(More)
Any opinions expressed here are those of the author(s) and not those of the institute. Research disseminated by IZA may include views on policy, but the institute itself takes no institutional policy positions. The Institute for the Study of Labor (IZA) in Bonn is a local and virtual international research center and a place of communication between(More)
Like the stock market, the human capital market consists of a wide range of assets, i.e. educations. Each young individual chooses the educational asset that matches his preferred combination of risk and return in terms of future income. A unique register-based data set with exact information on type and level of education enables us to focus on the shared(More)
The paper investigates volatility spillover from US and aggregate European asset markets into European national asset markets. A main contribution is that bond and equity volatilities are analyzed simultaneously. A new model belonging to the " volatility-spillover " family is suggested: The conditional variance of e.g. the unexpected German stock return is(More)
  • Charlotte Christiansen, Maik Schmeling, Andreas Schrimpf, Eric Ghysels, Philippe Mueller, Peter Schotman +4 others
  • 2012
BIS Working Papers are written by members of the Monetary and Economic Department of the Bank for International Settlements, and from time to time by other economists, and are published by the Bank. The papers are on subjects of topical interest and are technical in character. The views expressed in them are those of their authors and not necessarily the(More)
There is a growing evidence base for preconception care--the provision of biomedical, behavioral and social interventions to women and couples before conception occurs. Firstly, there is evidence that health problems, problem behaviours and individual and environmental risks contribute to poor maternal and child health outcomes. Secondly, there are(More)
This paper applies a life-course perspective to the problem of early pregnancy and pregnancy-related mortality and morbidity in adolescents in developing countries. It describes the contribution that two categories of "pregnancy-focused" programmes make-firstly, the provision of effective care and support in the antenatal, childbirth, and postnatal periods(More)
On 17 November 2011, the United Nations General Assembly adopted a resolution (A/RES/66/170) designating 11 October as the first International Day of the Girl Child choosing ending child marriages as the theme of the day. Child marriage is a fundamental human rights violation and impacts all aspects of a girl's life. These marriages deny a girl of her(More)