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 1 3 48 1 3 7 135
A Portfolio Model of Quantitative Easing 0 0 1 89 1 2 6 141
A Portfolio Model of Quantitative Easing 0 0 0 79 0 0 2 255
A Portfolio Model of Quantitative Easing 0 0 0 36 1 2 3 60
A Post-Pandemic New Normal for Interest Rates in Emerging Bond Markets? Evidence from Chile 0 0 0 7 0 1 5 11
A Probability-Based Stress Test of Federal Reserve Assets and Income 0 0 0 86 0 2 5 310
A Regime-Switching Model of the Yield Curve at the Zero Bound 0 0 0 53 0 0 0 152
A model-independent maximum range for the liquidity correction of TIPS yields 0 1 6 147 2 3 11 384
Accounting for Low Long-Term Interest Rates: Evidence from Canada 0 0 0 26 0 0 2 43
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 104 0 0 1 331
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 188 0 1 5 530
An arbitrage-free generalized Nelson-Siegel term structure model 0 0 2 337 1 2 7 805
Assessing Abenomics: Evidence from Inflation-Indexed Japanese Government Bonds 0 0 0 57 1 3 4 96
Bond Flows and Liquidity: Do Foreigners Matter? 0 0 0 23 0 0 4 63
Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? 0 0 1 43 1 2 4 148
Central Bank Credibility During COVID-19: Evidence from Japan 0 1 1 27 1 2 8 30
Do central bank liquidity facilities affect interbank lending rates? 0 1 1 224 0 2 5 723
Does Quantitative Easing Affect Market Liquidity? 0 1 1 80 1 3 4 345
Estimating Shadow-Rate Term Structure Models with Near-Zero Yields 1 1 1 95 1 2 6 265
Extracting deflation probability forecasts from Treasury yields 0 0 0 89 0 0 0 181
Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement 0 0 0 34 1 1 5 59
German Inflation-Linked Bonds: Overpriced, Yet Undervalued 0 0 5 5 0 3 13 13
Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico 0 0 0 6 0 0 1 18
Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico 0 0 0 29 0 0 5 44
Inflation Expectations, Liquidity Premia and Global Spillovers in Japanese Bond Markets 0 0 0 7 1 2 7 12
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 0 0 166 1 1 2 434
International Evidence on Extending Sovereign Debt Maturities 0 0 0 11 0 0 4 24
Is There an On-the-Run Premium in TIPS? 0 0 0 17 1 1 4 52
Market-Based Estimates of the Natural Real Rate: Evidence from Latin American Bond Markets 1 1 2 15 2 2 5 21
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? 0 0 2 107 0 0 2 209
Passive Quantitative Easing: Bond Supply Effects through a Halt to Debt Issuance 0 0 1 7 0 0 7 10
Pricing deflation risk with U.S. Treasury yields 0 0 1 40 0 0 2 133
Quantitative Easing and Safe Asset Scarcity: Evidence from International Bond Safety Premia 1 1 3 18 2 2 5 16
Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy 0 0 1 7 1 1 5 10
Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy 0 0 0 5 0 1 6 9
Term Structure Analysis with Big Data 0 0 0 104 0 1 3 123
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models 0 0 0 229 0 2 11 650
The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models 0 0 0 152 0 0 1 423
The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market 0 0 0 20 1 1 2 29
The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds 1 1 7 30 2 3 21 41
The Safety Premium of Safe Assets 0 0 0 16 0 0 2 51
The TIPS Liquidity Premium 0 0 1 32 0 0 3 156
The affine arbitrage-free class of Nelson-Siegel term structure models 0 0 1 198 0 0 3 578
The response of interest rates to U.S. and U.K. quantitative easing 0 0 3 281 0 1 9 785
The safety premium of safe assets 0 0 0 14 0 0 1 26
Transmission of Quantitative Easing: The Role of Central Bank Reserves 0 0 0 107 0 0 1 249
Transmission of Quantitative Easing: The Role of Central Bank Reserves 0 0 0 172 0 1 11 317
Total Working Papers 4 9 44 3,667 23 53 230 9,500

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 1 1 1 0 3 3 3
An arbitrage-free generalized Nelson--Siegel term structure model 0 0 0 138 1 1 7 550
Are Inflation Expectations Well Anchored in Mexico? 0 0 2 6 0 0 14 33
Assessing expectations of monetary policy 0 0 0 15 2 2 2 59
Assessing supervisory scenarios for interest rate risk 0 0 0 10 0 1 4 48
COVID-19 Fiscal Expansion and Inflation Expectations in Japan 0 0 2 16 0 0 7 42
Confidence sets for continuous-time rating transition probabilities 1 1 1 230 1 1 5 474
Coronavirus and the Risk of Deflation 0 0 1 89 1 4 19 306
Differing views on long-term inflation expectations 0 0 2 6 0 0 5 46
Do Adjustment Lags Matter for Inflation-Indexed Bonds? 0 1 1 13 0 2 3 77
Do All New Treasuries Trade at a Premium? 0 0 1 7 0 0 4 35
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? 1 2 2 26 2 5 5 115
Do Fed TIPS purchases affect market liquidity? 0 1 1 21 2 3 4 147
Do Foreign Funds Matter for Emerging Market Bond Liquidity? 0 0 0 6 0 0 1 25
Emerging Bond Markets and COVID-19: Evidence from Mexico 0 0 0 24 1 2 7 87
Exploring the Safety Premium of Safe Assets 0 0 0 13 0 0 4 43
Extracting Deflation Probability Forecasts from Treasury Yields 0 0 0 37 0 0 2 125
Financial market outlook for inflation 0 0 1 16 0 0 1 71
Has the Treasury benefited from issuing TIPS? 0 0 0 14 0 0 1 73
Have the Fed liquidity facilities had an effect on Libor? 0 0 0 20 0 0 2 63
How Much Has Job Matching Efficiency Declined? 0 0 0 2 0 0 1 31
Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields 0 0 0 149 1 1 11 560
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 0 0 41 0 0 1 139
Inflation expectations and the risk of deflation 0 0 0 38 0 0 2 88
Internal risk models and the estimation of default probabilities 0 0 1 55 0 0 4 179
Measuring Interest Rate Risk in the Very Long Term 0 0 0 13 0 0 0 48
Negative Interest Rates and Inflation Expectations in Japan 0 0 0 61 0 0 5 209
New Evidence for a Lower New Normal in Interest Rates 0 0 0 19 0 0 0 103
Stress testing the Fed 0 0 0 10 0 0 2 61
TIPS Liquidity and the Outlook for Inflation 1 2 2 8 1 2 5 53
TIPS and the risk of deflation 0 0 0 18 0 0 0 72
TIPS liquidity, breakeven inflation, and inflation expectations 0 0 1 61 0 1 5 228
The Increase in Inflation Compensation: What’s Up? 0 0 0 8 1 2 2 20
The Response of Interest Rates to US and UK Quantitative Easing 0 0 2 148 1 1 12 489
The Risk of Returning to the Zero Lower Bound 0 0 1 7 0 0 1 28
The Slope of the Yield Curve and the Near-Term Outlook 0 0 0 19 0 0 5 58
The affine arbitrage-free class of Nelson-Siegel term structure models 2 11 27 441 5 23 70 1,333
The corporate bond credit spread puzzle 0 0 4 408 1 1 7 964
Transmission of asset purchases: the role of reserves 0 0 0 25 0 0 4 113
Treasury bond yields and long-run inflation expectations 0 1 1 54 0 1 2 156
What Would It Cost to Issue 50-year Treasury Bonds? 0 0 0 6 6 8 31 63
What’s Up with Inflation Expectations in Japan? 1 1 5 18 1 3 15 44
When will the Fed end its zero rate policy? 0 0 0 9 0 0 1 48
Yield Curve Responses to Introducing Negative Policy Rates 0 0 0 15 0 1 2 35
Total Journal Articles 6 21 59 2,341 27 68 288 7,544

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Statistics updated 2025-08-05