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 1 1 1 46 1 1 4 131
A Portfolio Model of Quantitative Easing 0 0 0 79 0 2 2 255
A Portfolio Model of Quantitative Easing 0 0 1 36 0 0 2 58
A Portfolio Model of Quantitative Easing 0 0 2 89 0 1 9 139
A Post-Pandemic New Normal for Interest Rates in Emerging Bond Markets? Evidence from Chile 0 0 3 7 1 2 5 10
A Probability-Based Stress Test of Federal Reserve Assets and Income 0 0 0 86 1 2 3 308
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 7 145 0 2 13 380
Accounting for Low Long-Term Interest Rates: Evidence from Canada 0 0 0 26 0 2 3 43
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 188 0 1 4 529
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 1 2 337 0 2 5 803
Assessing Abenomics: Evidence from Inflation-Indexed Japanese Government Bonds 0 0 0 57 0 1 3 93
Bond Flows and Liquidity: Do Foreigners Matter? 0 0 0 23 1 4 5 63
Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? 0 0 1 43 0 1 2 146
Central Bank Credibility During COVID-19: Evidence from Japan 0 0 0 26 1 4 6 27
Do central bank liquidity facilities affect interbank lending rates? 0 0 0 223 1 2 4 721
Does Quantitative Easing Affect Market Liquidity? 0 0 0 79 0 0 0 341
Estimating Shadow-Rate Term Structure Models with Near-Zero Yields 0 0 2 94 1 3 7 263
Extracting deflation probability forecasts from Treasury yields 0 0 0 89 0 0 1 181
Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement 0 0 0 34 0 4 5 58
German Inflation-Linked Bonds: Overpriced, Yet Undervalued 0 4 4 4 1 8 8 8
Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico 0 0 0 6 1 1 1 18
Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico 0 0 0 29 0 2 8 44
Inflation Expectations, Liquidity Premia and Global Spillovers in Japanese Bond Markets 0 0 7 7 2 3 9 9
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 0 0 166 0 1 1 433
International Evidence on Extending Sovereign Debt Maturities 0 0 0 11 1 2 4 24
Is There an On-the-Run Premium in TIPS? 0 0 0 17 0 2 2 50
Market-Based Estimates of the Natural Real Rate: Evidence from Latin American Bond Markets 0 0 1 14 0 1 3 18
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? 0 0 1 106 0 0 1 208
Passive Quantitative Easing: Bond Supply Effects through a Halt to Debt Issuance 0 0 1 7 1 5 7 10
Pricing deflation risk with U.S. Treasury yields 0 0 1 40 0 1 2 133
Quantitative Easing and Safe Asset Scarcity: Evidence from International Bond Safety Premia 0 1 2 17 0 1 5 14
Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy 0 0 5 5 0 1 8 8
Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy 0 1 7 7 0 1 9 9
Term Structure Analysis with Big Data 0 0 1 104 0 1 4 122
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models 0 0 0 229 5 7 9 648
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 1 20 0 0 7 28
The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds 1 5 27 29 1 9 35 38
The Safety Premium of Safe Assets 0 0 0 16 0 0 4 51
The TIPS Liquidity Premium 0 0 1 32 0 2 5 156
The affine arbitrage-free class of Nelson-Siegel term structure models 0 0 2 198 0 1 6 578
The response of interest rates to U.S. and U.K. quantitative easing 0 1 8 281 1 2 15 783
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 1 107 0 1 2 249
Transmission of Quantitative Easing: The Role of Central Bank Reserves 0 0 1 172 0 2 12 314
Total Working Papers 2 15 90 3,654 20 88 253 9,434

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 0 0 138 0 2 6 549
Are Inflation Expectations Well Anchored in Mexico? 1 1 2 6 1 6 16 32
Assessing expectations of monetary policy 0 0 0 15 0 0 0 57
Assessing supervisory scenarios for interest rate risk 0 0 0 10 0 2 4 47
COVID-19 Fiscal Expansion and Inflation Expectations in Japan 0 1 2 16 1 3 7 41
Confidence sets for continuous-time rating transition probabilities 0 0 0 229 1 3 5 473
Coronavirus and the Risk of Deflation 0 1 5 89 1 6 29 302
Differing views on long-term inflation expectations 0 0 1 5 0 2 4 45
Do Adjustment Lags Matter for Inflation-Indexed Bonds? 0 0 0 12 0 0 1 75
Do All New Treasuries Trade at a Premium? 0 0 1 7 0 2 4 35
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? 0 0 0 24 0 0 1 110
Do Fed TIPS purchases affect market liquidity? 0 0 0 20 0 1 1 144
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 0 1 5 85
Exploring the Safety Premium of Safe Assets 0 0 1 13 0 1 6 43
Extracting Deflation Probability Forecasts from Treasury Yields 0 0 0 37 0 1 2 125
Financial market outlook for inflation 0 1 1 16 0 1 1 71
Has the Treasury benefited from issuing TIPS? 0 0 0 14 0 1 1 73
Have the Fed liquidity facilities had an effect on Libor? 0 0 0 20 0 2 2 63
How Much Has Job Matching Efficiency Declined? 0 0 0 2 1 1 1 31
Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields 0 0 0 149 1 2 10 558
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 0 0 41 0 0 2 139
Inflation expectations and the risk of deflation 0 0 0 38 0 2 2 88
Internal risk models and the estimation of default probabilities 0 1 1 55 0 4 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 1 61 1 3 8 209
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 2 2 61
TIPS Liquidity and the Outlook for Inflation 0 0 0 6 0 2 2 50
TIPS and the risk of deflation 0 0 0 18 0 0 0 72
TIPS liquidity, breakeven inflation, and inflation expectations 0 0 2 61 1 2 7 227
The Increase in Inflation Compensation: What’s Up? 0 0 0 8 0 0 0 18
The Response of Interest Rates to US and UK Quantitative Easing 0 0 3 148 1 2 15 486
The Risk of Returning to the Zero Lower Bound 0 0 0 6 0 0 0 27
The Slope of the Yield Curve and the Near-Term Outlook 0 0 0 19 1 4 5 58
The affine arbitrage-free class of Nelson-Siegel term structure models 0 7 19 427 0 12 58 1,306
The corporate bond credit spread puzzle 0 0 3 407 0 0 4 961
Transmission of asset purchases: the role of reserves 0 0 1 25 0 1 5 113
Treasury bond yields and long-run inflation expectations 0 0 0 53 0 1 1 155
What Would It Cost to Issue 50-year Treasury Bonds? 0 0 0 6 2 14 30 54
What’s Up with Inflation Expectations in Japan? 1 1 17 17 2 6 41 41
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 1 15 0 0 2 34
Total Journal Articles 2 13 61 2,314 14 92 296 7,461

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Statistics updated 2025-04-04