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 0 0 0 0 0 0
A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt 0 0 3 48 2 3 11 141
A Portfolio Model of Quantitative Easing 0 0 0 36 5 7 10 68
A Portfolio Model of Quantitative Easing 0 1 1 90 6 10 13 152
A Portfolio Model of Quantitative Easing 0 0 0 79 11 18 19 274
A Post-Pandemic New Normal for Interest Rates in Emerging Bond Markets? Evidence from Chile 0 1 3 10 4 5 9 18
A Probability-Based Stress Test of Federal Reserve Assets and Income 0 0 0 86 4 5 8 315
A Regime-Switching Model of the Yield Curve at the Zero Bound 0 0 0 53 0 1 2 154
A model-independent maximum range for the liquidity correction of TIPS yields 0 1 4 148 3 8 16 395
Accounting for Low Long-Term Interest Rates: Evidence from Canada 0 0 0 26 2 5 9 50
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 104 12 16 19 350
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 188 3 7 11 539
An arbitrage-free generalized Nelson-Siegel term structure model 0 0 0 337 10 11 16 818
Assessing Abenomics: Evidence from Inflation-Indexed Japanese Government Bonds 0 0 0 57 1 3 8 101
Bond Flows and Liquidity: Do Foreigners Matter? 0 0 0 23 1 5 8 70
Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? 0 0 0 43 1 3 8 153
Central Bank Credibility During COVID-19: Evidence from Japan 0 0 1 27 1 3 10 35
Do central bank liquidity facilities affect interbank lending rates? 0 0 2 225 2 7 12 731
Does Quantitative Easing Affect Market Liquidity? 0 0 1 80 4 8 12 353
Estimating Shadow-Rate Term Structure Models with Near-Zero Yields 0 0 1 95 3 3 9 270
Extracting deflation probability forecasts from Treasury yields 0 0 0 89 1 4 5 186
Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement 0 2 2 36 4 10 16 71
German Inflation-Linked Bonds: Overpriced, Yet Undervalued 0 0 7 7 5 23 43 43
Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico 0 0 2 8 5 8 11 28
Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico 0 0 0 29 0 2 5 48
Inflation Expectations, Liquidity Premia and Global Spillovers in Japanese Bond Markets 0 0 1 8 5 11 18 25
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 0 0 166 3 9 13 445
International Evidence on Extending Sovereign Debt Maturities 0 0 1 12 4 8 11 34
Is There an On-the-Run Premium in TIPS? 0 0 0 17 1 5 9 58
Market-Based Estimates of the Natural Real Rate: Evidence from Latin American Bond Markets 1 2 4 18 13 16 22 40
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? 0 0 1 107 3 7 11 219
Passive Quantitative Easing: Bond Supply Effects through a Halt to Debt Issuance 0 0 0 7 9 12 19 25
Pricing deflation risk with U.S. Treasury yields 0 0 0 40 3 6 10 142
Quantitative Easing and the Supply of Safe Assets: Evidence from International Bond Safety Premia 0 0 1 18 6 10 12 26
Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy 0 0 0 5 3 6 9 17
Term Structure Analysis with Big Data 0 0 0 104 7 9 13 134
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models 1 1 1 230 7 12 24 665
The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models 0 0 0 152 4 6 8 431
The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market 0 0 0 20 4 5 9 37
The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds 0 0 4 31 3 8 18 52
The Safety Premium of Safe Assets 0 0 0 16 1 1 5 56
The TIPS Liquidity Premium 0 0 1 33 4 7 12 166
The affine arbitrage-free class of Nelson-Siegel term structure models 0 0 2 200 3 8 16 593
The response of interest rates to U.S. and U.K. quantitative easing 0 4 4 285 5 13 16 798
The safety premium of safe assets 0 0 0 14 1 2 2 28
Transmission of Quantitative Easing: The Role of Central Bank Reserves 0 0 0 172 2 5 11 323
Transmission of Quantitative Easing: The Role of Central Bank Reserves 0 0 0 107 0 4 7 256
Total Working Papers 2 12 47 3,686 181 345 565 9,933
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 0 0 3 3 5 10 17 17
An arbitrage-free generalized Nelson--Siegel term structure model 0 0 0 138 14 17 21 569
Are Inflation Expectations Well Anchored in Mexico? 0 0 1 6 2 6 11 40
Assessing expectations of monetary policy 0 0 0 15 1 2 5 62
Assessing supervisory scenarios for interest rate risk 0 0 0 10 7 8 10 56
COVID-19 Fiscal Expansion and Inflation Expectations in Japan 0 0 1 16 12 31 37 76
Confidence sets for continuous-time rating transition probabilities 0 0 1 230 3 4 8 479
Coronavirus and the Risk of Deflation 0 0 1 89 3 13 23 321
Differing views on long-term inflation expectations 0 0 1 6 6 8 10 55
Do Adjustment Lags Matter for Inflation-Indexed Bonds? 0 0 1 13 4 5 8 83
Do All New Treasuries Trade at a Premium? 0 0 0 7 6 8 10 44
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? 0 0 2 26 1 6 11 121
Do Fed TIPS purchases affect market liquidity? 0 0 1 21 3 5 8 152
Do Foreign Funds Matter for Emerging Market Bond Liquidity? 0 0 0 6 3 6 6 31
Emerging Bond Markets and COVID-19: Evidence from Mexico 0 0 1 25 2 4 9 93
Exploring the Safety Premium of Safe Assets 0 0 0 13 3 7 7 50
Extracting Deflation Probability Forecasts from Treasury Yields 0 0 0 37 3 7 12 136
Financial market outlook for inflation 0 0 1 16 1 5 6 76
Has the Treasury benefited from issuing TIPS? 0 0 0 14 1 2 2 75
Have the Fed liquidity facilities had an effect on Libor? 0 0 0 20 1 4 5 67
How Much Has Job Matching Efficiency Declined? 0 0 0 2 5 9 10 40
Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields 0 0 0 149 11 16 23 579
Inflation expectations and the risk of deflation 0 0 0 38 1 6 8 95
Internal risk models and the estimation of default probabilities 0 0 1 55 3 3 6 182
Measuring Interest Rate Risk in the Very Long Term 0 0 0 13 0 2 3 51
Negative Interest Rates and Inflation Expectations in Japan 0 1 1 62 2 7 10 217
New Evidence for a Lower New Normal in Interest Rates 0 0 0 19 0 3 3 106
Stress testing the Fed 0 0 0 10 3 5 8 68
TIPS Liquidity and the Outlook for Inflation 0 0 2 8 3 3 6 56
TIPS and the risk of deflation 0 0 0 18 4 7 7 79
TIPS liquidity, breakeven inflation, and inflation expectations 2 2 2 63 7 11 13 239
The Increase in Inflation Compensation: What’s Up? 0 0 0 8 5 6 11 29
The Response of Interest Rates to US and UK Quantitative Easing 0 4 5 153 4 15 24 508
The Risk of Returning to the Zero Lower Bound 0 0 1 7 4 5 7 34
The Slope of the Yield Curve and the Near-Term Outlook 0 0 1 20 3 3 9 64
The affine arbitrage-free class of Nelson-Siegel term structure models 1 3 29 450 16 28 89 1,387
The corporate bond credit spread puzzle 0 0 2 409 3 7 11 972
Transmission of asset purchases: the role of reserves 0 0 0 25 1 7 8 120
Treasury bond yields and long-run inflation expectations 0 0 1 54 2 2 4 159
What Would It Cost to Issue 50-year Treasury Bonds? 0 0 0 6 9 27 49 94
What’s Up with Inflation Expectations in Japan? 1 1 4 20 6 13 23 60
When will the Fed end its zero rate policy? 0 0 0 9 6 7 8 56
Yield Curve Responses to Introducing Negative Policy Rates 0 0 0 15 0 1 2 36
Total Journal Articles 4 11 63 2,324 179 351 568 7,834
1 registered items for which data could not be found
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Statistics updated 2026-02-12