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 10 10 1 6 12 12
A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt 0 1 1 49 1 3 13 147
A Portfolio Model of Quantitative Easing 0 0 0 36 0 2 23 82
A Portfolio Model of Quantitative Easing 0 0 1 90 2 5 20 160
A Portfolio Model of Quantitative Easing 0 0 1 80 0 2 29 284
A Post-Pandemic New Normal for Interest Rates in Emerging Bond Markets? Evidence from Chile 0 0 3 10 0 2 10 21
A Probability-Based Stress Test of Federal Reserve Assets and Income 0 0 0 86 0 2 8 318
A Regime-Switching Model of the Yield Curve at the Zero Bound 0 0 1 54 1 5 11 163
A model-independent maximum range for the liquidity correction of TIPS yields 0 0 1 148 0 0 14 396
Accounting for Low Long-Term Interest Rates: Evidence from Canada 0 0 0 26 0 0 13 56
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 188 1 4 15 545
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 1 1 105 1 4 28 359
An arbitrage-free generalized Nelson-Siegel term structure model 0 0 0 337 3 6 24 828
Assessing Abenomics: Evidence from Inflation-Indexed Japanese Government Bonds 0 0 0 57 0 1 10 105
Bond Flows and Liquidity: Do Foreigners Matter? 0 0 0 23 0 2 10 73
Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? 0 0 0 43 1 3 9 156
Central Bank Credibility During COVID-19: Evidence from Japan 0 0 0 27 0 3 15 44
Do central bank liquidity facilities affect interbank lending rates? 0 0 1 225 1 4 14 737
Does Quantitative Easing Affect Market Liquidity? 0 0 0 80 0 1 14 358
Estimating Shadow-Rate Term Structure Models with Near-Zero Yields 0 0 1 95 1 2 12 276
Extracting deflation probability forecasts from Treasury yields 0 0 0 89 0 3 10 191
Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement 0 0 2 36 0 3 18 76
German Inflation-Linked Bonds: Overpriced, Yet Undervalued 0 0 2 7 0 6 42 55
Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico 0 0 3 9 1 7 21 39
Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico 0 0 0 29 0 2 6 50
Inflation Expectations, Liquidity Premia and Global Spillovers in Japanese Bond Markets 0 1 2 9 0 4 20 31
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 1 1 1 167 1 9 25 458
International Evidence on Extending Sovereign Debt Maturities 0 0 1 12 1 6 20 44
Is There an On-the-Run Premium in TIPS? 0 0 0 17 0 4 12 63
Market-Based Estimates of the Natural Real Rate: Evidence from Latin American Bond Markets 1 1 5 19 4 6 29 48
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? 0 0 0 107 1 3 14 223
Passive Quantitative Easing: Bond Supply Effects through a Halt to Debt Issuance 0 0 0 7 1 3 19 29
Pricing deflation risk with U.S. Treasury yields 0 0 0 40 0 2 13 146
Quantitative Easing and the Supply of Safe Assets: Evidence from International Bond Safety Premia 0 1 2 19 1 2 16 30
Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy 0 0 1 6 3 10 21 30
Term Structure Analysis with Big Data 0 0 0 104 0 6 28 151
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models 0 0 2 231 1 7 26 676
The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models 1 1 1 153 2 8 16 439
The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market 0 0 0 20 1 4 14 42
The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds 0 0 2 31 2 4 22 61
The Safety Premium of Safe Assets 0 0 0 16 1 2 10 61
The TIPS Liquidity Premium 0 0 1 33 1 5 16 172
The affine arbitrage-free class of Nelson-Siegel term structure models 1 2 4 202 3 10 30 608
The response of interest rates to U.S. and U.K. quantitative easing 0 0 4 285 1 7 21 806
The safety premium of safe assets 0 0 0 14 0 2 10 36
Transmission of Quantitative Easing: The Role of Central Bank Reserves 0 0 0 172 1 4 13 330
Transmission of Quantitative Easing: The Role of Central Bank Reserves 0 0 0 107 0 0 10 259
Total Working Papers 4 9 54 3,710 39 186 806 10,274
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 1 3 4 0 8 33 36
An arbitrage-free generalized Nelson--Siegel term structure model 0 0 0 138 2 3 26 575
Are Inflation Expectations Well Anchored in Mexico? 0 0 0 6 1 4 13 46
Assessing expectations of monetary policy 0 0 0 15 0 3 8 65
Assessing supervisory scenarios for interest rate risk 0 0 0 10 0 0 10 58
COVID-19 Fiscal Expansion and Inflation Expectations in Japan 0 0 0 16 1 13 56 98
Central Bank Bond Purchases and the Price of Safety 0 0 0 0 0 0 0 0
Confidence sets for continuous-time rating transition probabilities 0 0 1 230 0 2 11 484
Coronavirus and the Risk of Deflation 0 1 1 90 1 9 28 333
Differing views on long-term inflation expectations 0 0 0 6 0 1 19 65
Do Adjustment Lags Matter for Inflation-Indexed Bonds? 0 0 0 13 0 1 11 88
Do All New Treasuries Trade at a Premium? 0 0 0 7 0 4 14 49
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? 0 0 1 26 0 5 16 129
Do Fed TIPS purchases affect market liquidity? 0 0 0 21 0 6 13 158
Do Foreign Funds Matter for Emerging Market Bond Liquidity? 0 0 0 6 0 2 9 34
Emerging Bond Markets and COVID-19: Evidence from Mexico 0 0 1 25 0 0 8 94
Exploring the Safety Premium of Safe Assets 0 0 0 13 0 4 12 55
Extracting Deflation Probability Forecasts from Treasury Yields 0 0 0 37 0 3 15 140
Financial market outlook for inflation 0 0 0 16 0 3 11 82
Has the Treasury benefited from issuing TIPS? 0 0 0 14 0 4 6 79
Have the Fed liquidity facilities had an effect on Libor? 0 0 0 20 0 0 5 68
How Much Has Job Matching Efficiency Declined? 0 0 0 2 0 2 11 42
Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields 0 0 0 149 1 4 31 590
Inflation expectations and the risk of deflation 0 0 0 38 0 1 9 97
Internal risk models and the estimation of default probabilities 0 0 0 55 0 1 5 184
Measuring Interest Rate Risk in the Very Long Term 0 0 0 13 2 3 7 55
Negative Interest Rates and Inflation Expectations in Japan 0 0 1 62 0 2 10 219
New Evidence for a Lower New Normal in Interest Rates 0 0 0 19 1 5 8 111
Stress testing the Fed 0 0 0 10 0 3 12 73
TIPS Liquidity and the Outlook for Inflation 0 0 1 8 0 0 6 58
TIPS and the risk of deflation 0 0 0 18 0 1 8 80
TIPS liquidity, breakeven inflation, and inflation expectations 1 1 3 64 1 9 24 252
The Increase in Inflation Compensation: What’s Up? 0 0 0 8 1 3 14 33
The Response of Interest Rates to US and UK Quantitative Easing 0 0 5 153 0 3 25 513
The Risk of Returning to the Zero Lower Bound 0 0 0 7 0 1 9 37
The Slope of the Yield Curve and the Near-Term Outlook 0 0 1 20 0 3 10 68
The affine arbitrage-free class of Nelson-Siegel term structure models 1 4 16 455 11 32 99 1,427
The corporate bond credit spread puzzle 0 0 1 409 0 2 15 978
Transmission of asset purchases: the role of reserves 0 0 0 25 1 5 14 127
Treasury bond yields and long-run inflation expectations 0 0 0 54 1 4 7 163
What Would It Cost to Issue 50-year Treasury Bonds? 0 0 0 6 2 9 56 113
What’s Up with Inflation Expectations in Japan? 0 1 4 21 0 6 25 68
When will the Fed end its zero rate policy? 0 0 0 9 0 4 15 63
Yield Curve Responses to Introducing Negative Policy Rates 0 0 0 15 0 1 3 38
Total Journal Articles 2 8 39 2,333 26 179 747 8,125
1 registered items for which data could not be found
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