Access Statistics for Jens Henrik Eggert Christensen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Market-Based Assessment of the Outlook for Inflation Expectations and Monetary Policy in South Africa 0 0 10 10 0 2 12 12
A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt 0 1 1 49 0 2 12 147
A Portfolio Model of Quantitative Easing 0 0 0 36 0 1 22 82
A Portfolio Model of Quantitative Easing 0 0 1 90 0 2 19 160
A Portfolio Model of Quantitative Easing 0 0 1 80 1 1 30 285
A Post-Pandemic New Normal for Interest Rates in Emerging Bond Markets? Evidence from Chile 0 0 3 10 0 0 10 21
A Probability-Based Stress Test of Federal Reserve Assets and Income 0 0 0 86 1 1 9 319
A Regime-Switching Model of the Yield Curve at the Zero Bound 0 0 1 54 0 4 11 163
A model-independent maximum range for the liquidity correction of TIPS yields 0 0 1 148 0 0 12 396
Accounting for Low Long-Term Interest Rates: Evidence from Canada 0 0 0 26 0 0 13 56
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 337 0 4 23 828
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 188 0 2 15 545
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 1 1 105 0 3 28 359
Assessing Abenomics: Evidence from Inflation-Indexed Japanese Government Bonds 0 0 0 57 1 1 10 106
Bond Flows and Liquidity: Do Foreigners Matter? 0 0 0 23 0 0 10 73
Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? 0 0 0 43 0 2 8 156
Central Bank Credibility During COVID-19: Evidence from Japan 0 0 0 27 0 0 14 44
Do central bank liquidity facilities affect interbank lending rates? 0 0 1 225 1 2 15 738
Does Quantitative Easing Affect Market Liquidity? 0 0 0 80 0 0 13 358
Estimating Shadow-Rate Term Structure Models with Near-Zero Yields 0 0 0 95 1 2 12 277
Extracting deflation probability forecasts from Treasury yields 0 0 0 89 1 1 11 192
Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement 0 0 2 36 0 1 17 76
German Inflation-Linked Bonds: Overpriced, Yet Undervalued 0 0 2 7 0 2 42 55
Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico 0 0 0 29 0 0 6 50
Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico 0 0 3 9 0 1 21 39
Inflation Expectations, Liquidity Premia and Global Spillovers in Japanese Bond Markets 0 1 2 9 2 6 21 33
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 1 1 167 0 4 24 458
International Evidence on Extending Sovereign Debt Maturities 0 0 1 12 0 3 20 44
Is There an On-the-Run Premium in TIPS? 0 0 0 17 0 0 11 63
Market-Based Estimates of the Natural Real Rate: Evidence from Latin American Bond Markets 0 1 4 19 0 4 27 48
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? 0 0 0 107 0 1 14 223
Passive Quantitative Easing: Bond Supply Effects through a Halt to Debt Issuance 0 0 0 7 0 1 19 29
Pricing deflation risk with U.S. Treasury yields 0 0 0 40 0 0 13 146
Quantitative Easing and the Supply of Safe Assets: Evidence from International Bond Safety Premia 1 2 2 20 1 3 15 31
Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy 0 0 1 6 0 4 21 30
Term Structure Analysis with Big Data 0 0 0 104 0 0 28 151
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models 0 0 2 231 1 3 27 677
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models 0 2 4 202 0 5 30 608
The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models 0 1 1 153 0 2 16 439
The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market 0 0 0 20 0 3 13 42
The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds 0 0 1 31 0 2 20 61
The Safety Premium of Safe Assets 0 0 0 16 0 1 10 61
The TIPS Liquidity Premium 0 0 1 33 0 3 16 172
The response of interest rates to U.S. and U.K. quantitative easing 0 0 4 285 0 2 21 806
The safety premium of safe assets 0 0 0 14 0 0 10 36
Transmission of Quantitative Easing: The Role of Central Bank Reserves 0 0 0 107 0 0 10 259
Transmission of Quantitative Easing: The Role of Central Bank Reserves 0 0 0 172 0 1 13 330
Total Working Papers 1 10 51 3,711 10 82 794 10,284
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Rising Star: The Natural Interest Rate in the Euro Area 1 1 4 5 2 5 35 38
An arbitrage-free generalized Nelson--Siegel term structure model 0 0 0 138 1 3 26 576
Are Inflation Expectations Well Anchored in Mexico? 0 0 0 6 0 2 13 46
Assessing expectations of monetary policy 0 0 0 15 0 1 6 65
Assessing supervisory scenarios for interest rate risk 0 0 0 10 0 0 10 58
COVID-19 Fiscal Expansion and Inflation Expectations in Japan 0 0 0 16 0 6 56 98
Central Bank Bond Purchases and the Price of Safety 1 1 1 1 1 1 1 1
Confidence sets for continuous-time rating transition probabilities 0 0 0 230 0 1 10 484
Coronavirus and the Risk of Deflation 0 1 1 90 1 3 28 334
Differing views on long-term inflation expectations 0 0 0 6 0 1 19 65
Do Adjustment Lags Matter for Inflation-Indexed Bonds? 0 0 0 13 0 0 11 88
Do All New Treasuries Trade at a Premium? 0 0 0 7 1 1 15 50
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? 0 0 0 26 1 2 15 130
Do Fed TIPS purchases affect market liquidity? 0 0 0 21 0 4 11 158
Do Foreign Funds Matter for Emerging Market Bond Liquidity? 0 0 0 6 0 0 9 34
Emerging Bond Markets and COVID-19: Evidence from Mexico 0 0 1 25 0 0 7 94
Exploring the Safety Premium of Safe Assets 0 0 0 13 0 0 12 55
Extracting Deflation Probability Forecasts from Treasury Yields 0 0 0 37 2 4 17 142
Financial market outlook for inflation 0 0 0 16 0 0 11 82
Has the Treasury benefited from issuing TIPS? 1 1 1 15 1 3 7 80
Have the Fed liquidity facilities had an effect on Libor? 0 0 0 20 0 0 5 68
How Much Has Job Matching Efficiency Declined? 0 0 0 2 0 0 11 42
Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields 0 0 0 149 1 3 31 591
Inflation expectations and the risk of deflation 0 0 0 38 0 0 9 97
Internal risk models and the estimation of default probabilities 0 0 0 55 0 0 5 184
Measuring Interest Rate Risk in the Very Long Term 0 0 0 13 0 2 7 55
Negative Interest Rates and Inflation Expectations in Japan 0 0 1 62 0 0 10 219
New Evidence for a Lower New Normal in Interest Rates 0 0 0 19 0 1 8 111
Stress testing the Fed 0 0 0 10 0 0 12 73
TIPS Liquidity and the Outlook for Inflation 0 0 0 8 0 0 5 58
TIPS and the risk of deflation 0 0 0 18 0 1 8 80
TIPS liquidity, breakeven inflation, and inflation expectations 0 1 3 64 0 6 24 252
The Increase in Inflation Compensation: What’s Up? 0 0 0 8 0 1 13 33
The Response of Interest Rates to US and UK Quantitative Easing 0 0 5 153 0 2 24 513
The Risk of Returning to the Zero Lower Bound 0 0 0 7 0 0 9 37
The Slope of the Yield Curve and the Near-Term Outlook 0 0 1 20 0 0 10 68
The affine arbitrage-free class of Nelson-Siegel term structure models 0 2 14 455 1 20 95 1,428
The corporate bond credit spread puzzle 0 0 1 409 1 2 15 979
Transmission of asset purchases: the role of reserves 0 0 0 25 0 2 14 127
Treasury bond yields and long-run inflation expectations 0 0 0 54 0 4 7 163
What Would It Cost to Issue 50-year Treasury Bonds? 0 0 0 6 4 10 54 117
What’s Up with Inflation Expectations in Japan? 0 1 3 21 0 4 24 68
When will the Fed end its zero rate policy? 0 0 0 9 0 2 15 63
Yield Curve Responses to Introducing Negative Policy Rates 0 0 0 15 0 0 3 38
Total Journal Articles 3 8 36 2,336 17 97 737 8,142
1 registered items for which data could not be found
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