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 New Normal for Interest Rates? Evidence from Inflation-Indexed Debt 0 0 10 39 4 7 35 84
A Portfolio Model of Quantitative Easing 0 0 3 71 1 1 16 65
A Portfolio Model of Quantitative Easing 0 0 1 35 2 2 9 39
A Portfolio Model of Quantitative Easing 0 0 4 74 0 3 26 183
A Probability-Based Stress Test of Federal Reserve Assets and Income 0 0 2 79 3 6 19 246
A Regime-Switching Model of the Yield Curve at the Zero Bound 0 0 0 47 1 2 15 122
A model-independent maximum range for the liquidity correction of TIPS yields 0 0 2 123 0 1 10 312
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 103 1 1 6 307
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 184 1 2 4 499
An arbitrage-free generalized Nelson-Siegel term structure model 0 0 1 332 1 2 4 770
Assessing Abenomics: Evidence from Inflation-Indexed Japanese Government Bonds 11 12 41 41 19 23 41 41
Bond Flows and Liquidity: Do Foreigners Matter? 0 1 12 12 2 7 17 17
Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? 0 0 1 37 4 5 10 112
Do central bank liquidity facilities affect interbank lending rates? 0 1 5 216 2 5 16 665
Does Quantitative Easing Affect Market Liquidity? 0 0 6 58 2 3 31 237
Estimating Shadow-Rate Term Structure Models with Near-Zero Yields 0 0 2 83 1 3 11 223
Extracting deflation probability forecasts from Treasury yields 0 0 0 88 0 0 0 165
Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement 0 1 9 29 2 5 22 28
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 1 1 161 0 3 9 395
Is There an On-the-Run Premium in TIPS? 0 0 2 13 2 3 15 27
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? 0 0 2 93 1 2 7 175
Pricing deflation risk with U.S. Treasury yields 0 0 0 37 1 2 5 107
Term Structure Analysis with Big Data 2 2 13 96 4 7 43 78
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models 0 0 0 219 0 5 10 590
The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models 0 0 3 142 0 1 10 371
The TIPS Liquidity Premium 0 0 5 22 3 4 23 52
The affine arbitrage-free class of Nelson-Siegel term structure models 0 0 2 187 0 1 6 521
The response of interest rates to U.S. and U.K. quantitative easing 0 1 11 253 2 6 42 676
Transmission of Quantitative Easing: The Role of Central Bank Reserves 0 1 3 163 2 10 36 257
Transmission of Quantitative Easing: The Role of Central Bank Reserves 0 2 4 92 1 6 26 197
Total Working Papers 13 22 145 3,129 62 128 524 7,561

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An arbitrage-free generalized Nelson--Siegel term structure model 0 1 1 133 2 4 12 495
Assessing expectations of monetary policy 0 0 0 10 0 0 4 38
Assessing supervisory scenarios for interest rate risk 0 0 0 10 0 1 4 36
Confidence sets for continuous-time rating transition probabilities 1 4 14 203 2 5 23 398
Differing views on long-term inflation expectations 0 0 0 4 0 3 6 28
Do Adjustment Lags Matter for Inflation-Indexed Bonds? 0 0 2 6 2 6 10 17
Do All New Treasuries Trade at a Premium? 0 0 1 5 0 0 3 15
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? 0 0 2 22 1 5 12 73
Do Fed TIPS purchases affect market liquidity? 1 1 1 15 1 1 6 93
Do Foreign Funds Matter for Emerging Market Bond Liquidity? 0 1 2 4 0 1 5 11
Extracting Deflation Probability Forecasts from Treasury Yields 0 1 2 33 0 1 2 95
Financial market outlook for inflation 0 1 1 10 1 3 7 44
Has the Treasury benefited from issuing TIPS? 0 0 0 14 0 0 2 50
Have the Fed liquidity facilities had an effect on Libor? 0 0 0 19 0 0 3 54
How Much Has Job Matching Efficiency Declined? 0 0 0 1 0 0 3 8
Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields 0 1 4 148 0 1 16 502
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 1 4 34 0 2 19 106
Inflation expectations and the risk of deflation 0 0 1 38 0 0 1 76
Internal risk models and the estimation of default probabilities 0 0 0 53 0 0 3 164
Measuring Interest Rate Risk in the Very Long Term 0 0 3 8 1 1 7 23
Negative Interest Rates and Inflation Expectations in Japan 0 0 0 0 0 0 0 0
New Evidence for a Lower New Normal in Interest Rates 0 3 8 13 6 15 35 51
Stress testing the Fed 0 0 1 9 0 0 5 45
TIPS Liquidity and the Outlook for Inflation 0 0 0 5 1 3 13 31
TIPS and the risk of deflation 0 0 0 18 0 0 3 63
TIPS liquidity, breakeven inflation, and inflation expectations 1 1 1 53 1 1 4 183
The Response of Interest Rates to US and UK Quantitative Easing 0 1 9 125 2 6 30 339
The Risk of Returning to the Zero Lower Bound 0 0 0 0 0 1 1 1
The Slope of the Yield Curve and the Near-Term Outlook 1 1 11 11 2 3 19 19
The affine arbitrage-free class of Nelson-Siegel term structure models 1 4 19 310 3 12 64 955
The corporate bond credit spread puzzle 1 8 24 335 4 22 70 770
Transmission of asset purchases: the role of reserves 0 0 2 21 0 0 7 90
Treasury bond yields and long-run inflation expectations 0 0 2 49 0 1 6 139
When will the Fed end its zero rate policy? 0 0 0 9 0 0 2 37
Total Journal Articles 6 29 115 1,728 29 98 407 5,049

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Statistics updated 2019-09-09