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 3 48 1 3 9 139
A Portfolio Model of Quantitative Easing 0 0 0 89 0 0 5 142
A Portfolio Model of Quantitative Easing 0 0 0 36 0 1 3 61
A Portfolio Model of Quantitative Easing 0 0 0 79 4 5 7 260
A Post-Pandemic New Normal for Interest Rates in Emerging Bond Markets? Evidence from Chile 0 2 2 9 0 2 6 13
A Probability-Based Stress Test of Federal Reserve Assets and Income 0 0 0 86 1 1 5 311
A Regime-Switching Model of the Yield Curve at the Zero Bound 0 0 0 53 0 1 1 153
A model-independent maximum range for the liquidity correction of TIPS yields 1 1 5 148 2 5 12 389
Accounting for Low Long-Term Interest Rates: Evidence from Canada 0 0 0 26 0 2 4 45
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 188 0 1 4 532
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 104 2 5 5 336
An arbitrage-free generalized Nelson-Siegel term structure model 0 0 1 337 1 2 7 808
Assessing Abenomics: Evidence from Inflation-Indexed Japanese Government Bonds 0 0 0 57 0 0 6 98
Bond Flows and Liquidity: Do Foreigners Matter? 0 0 0 23 1 3 7 66
Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? 0 0 1 43 1 3 7 151
Central Bank Credibility During COVID-19: Evidence from Japan 0 0 1 27 0 1 9 32
Do central bank liquidity facilities affect interbank lending rates? 0 1 2 225 3 4 9 727
Does Quantitative Easing Affect Market Liquidity? 0 0 1 80 2 2 6 347
Estimating Shadow-Rate Term Structure Models with Near-Zero Yields 0 0 1 95 0 2 7 267
Extracting deflation probability forecasts from Treasury yields 0 0 0 89 2 3 3 184
Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement 0 0 0 34 1 2 8 62
German Inflation-Linked Bonds: Overpriced, Yet Undervalued 0 2 7 7 7 12 27 27
Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico 0 0 2 8 3 3 6 23
Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico 0 0 0 29 2 4 6 48
Inflation Expectations, Liquidity Premia and Global Spillovers in Japanese Bond Markets 0 1 1 8 2 3 10 16
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 0 0 166 4 4 8 440
International Evidence on Extending Sovereign Debt Maturities 0 1 1 12 3 4 8 29
Is There an On-the-Run Premium in TIPS? 0 0 0 17 3 4 8 56
Market-Based Estimates of the Natural Real Rate: Evidence from Latin American Bond Markets 0 1 2 16 0 2 7 24
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? 0 0 1 107 2 4 6 214
Passive Quantitative Easing: Bond Supply Effects through a Halt to Debt Issuance 0 0 0 7 0 3 8 13
Pricing deflation risk with U.S. Treasury yields 0 0 0 40 3 5 7 139
Quantitative Easing and the Supply of Safe Assets: Evidence from International Bond Safety Premia 0 0 3 18 0 0 4 16
Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy 0 0 0 5 0 1 5 11
Term Structure Analysis with Big Data 0 0 0 104 1 3 5 126
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models 0 0 0 229 3 5 15 656
The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models 0 0 0 152 1 3 3 426
The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market 0 0 0 20 0 1 4 32
The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds 0 1 7 31 1 3 19 45
The Safety Premium of Safe Assets 0 0 0 16 0 2 4 55
The TIPS Liquidity Premium 0 1 2 33 0 2 6 159
The affine arbitrage-free class of Nelson-Siegel term structure models 0 1 2 200 0 4 9 585
The response of interest rates to U.S. and U.K. quantitative easing 2 2 3 283 4 4 8 789
The safety premium of safe assets 0 0 0 14 1 1 1 27
Transmission of Quantitative Easing: The Role of Central Bank Reserves 0 0 0 172 2 2 12 320
Transmission of Quantitative Easing: The Role of Central Bank Reserves 0 0 0 107 3 5 7 255
Total Working Papers 3 14 48 3,677 66 132 333 9,654
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 2 3 3 0 4 7 7
An arbitrage-free generalized Nelson--Siegel term structure model 0 0 0 138 0 2 6 552
Are Inflation Expectations Well Anchored in Mexico? 0 0 1 6 1 2 9 35
Assessing expectations of monetary policy 0 0 0 15 1 1 4 61
Assessing supervisory scenarios for interest rate risk 0 0 0 10 1 1 5 49
COVID-19 Fiscal Expansion and Inflation Expectations in Japan 0 0 1 16 1 4 8 46
Confidence sets for continuous-time rating transition probabilities 0 0 1 230 0 0 5 475
Coronavirus and the Risk of Deflation 0 0 1 89 3 4 15 311
Differing views on long-term inflation expectations 0 0 1 6 1 2 5 48
Do Adjustment Lags Matter for Inflation-Indexed Bonds? 0 0 1 13 0 0 3 78
Do All New Treasuries Trade at a Premium? 0 0 0 7 0 0 3 36
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? 0 0 2 26 4 4 9 119
Do Fed TIPS purchases affect market liquidity? 0 0 1 21 0 0 4 147
Do Foreign Funds Matter for Emerging Market Bond Liquidity? 0 0 0 6 1 1 1 26
Emerging Bond Markets and COVID-19: Evidence from Mexico 0 0 1 25 2 2 7 91
Exploring the Safety Premium of Safe Assets 0 0 0 13 0 0 1 43
Extracting Deflation Probability Forecasts from Treasury Yields 0 0 0 37 1 4 6 130
Financial market outlook for inflation 0 0 1 16 2 2 3 73
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 2 2 4 65
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 4 7 13 567
Inflation expectations and the risk of deflation 0 0 0 38 4 5 7 93
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 1 2 2 50
Negative Interest Rates and Inflation Expectations in Japan 0 0 0 61 1 1 5 211
New Evidence for a Lower New Normal in Interest Rates 0 0 0 19 1 1 1 104
Stress testing the Fed 0 0 0 10 0 2 4 63
TIPS Liquidity and the Outlook for Inflation 0 0 2 8 0 0 5 53
TIPS and the risk of deflation 0 0 0 18 1 1 1 73
TIPS liquidity, breakeven inflation, and inflation expectations 0 0 0 61 2 2 5 230
The Increase in Inflation Compensation: What’s Up? 0 0 0 8 0 3 5 23
The Response of Interest Rates to US and UK Quantitative Easing 2 3 4 151 8 11 18 501
The Risk of Returning to the Zero Lower Bound 0 0 1 7 0 1 2 29
The Slope of the Yield Curve and the Near-Term Outlook 0 1 1 20 0 3 7 61
The affine arbitrage-free class of Nelson-Siegel term structure models 2 3 31 449 9 21 82 1,368
The corporate bond credit spread puzzle 0 0 2 409 0 0 4 965
Transmission of asset purchases: the role of reserves 0 0 0 25 1 1 2 114
Treasury bond yields and long-run inflation expectations 0 0 1 54 0 1 3 157
What Would It Cost to Issue 50-year Treasury Bonds? 0 0 0 6 9 9 36 76
What’s Up with Inflation Expectations in Japan? 0 0 3 19 1 2 13 48
When will the Fed end its zero rate policy? 0 0 0 9 0 1 1 49
Yield Curve Responses to Introducing Negative Policy Rates 0 0 0 15 0 0 1 35
Total Journal Articles 4 9 60 2,317 62 109 328 7,545
1 registered items for which data could not be found
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