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 7 7 7 7 5 5 5 5
A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt 0 0 3 48 2 4 13 143
A Portfolio Model of Quantitative Easing 0 0 0 36 10 17 20 78
A Portfolio Model of Quantitative Easing 1 1 1 80 4 18 23 278
A Portfolio Model of Quantitative Easing 0 1 1 90 1 11 14 153
A Post-Pandemic New Normal for Interest Rates in Emerging Bond Markets? Evidence from Chile 0 1 3 10 1 6 10 19
A Probability-Based Stress Test of Federal Reserve Assets and Income 0 0 0 86 0 4 8 315
A Regime-Switching Model of the Yield Curve at the Zero Bound 0 0 0 53 1 2 3 155
A model-independent maximum range for the liquidity correction of TIPS yields 0 0 3 148 0 6 15 395
Accounting for Low Long-Term Interest Rates: Evidence from Canada 0 0 0 26 5 10 12 55
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 104 3 17 22 353
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 188 0 7 10 539
An arbitrage-free generalized Nelson-Siegel term structure model 0 0 0 337 4 14 19 822
Assessing Abenomics: Evidence from Inflation-Indexed Japanese Government Bonds 0 0 0 57 2 5 10 103
Bond Flows and Liquidity: Do Foreigners Matter? 0 0 0 23 1 5 9 71
Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? 0 0 0 43 0 2 7 153
Central Bank Credibility During COVID-19: Evidence from Japan 0 0 1 27 5 8 14 40
Do central bank liquidity facilities affect interbank lending rates? 0 0 2 225 2 6 13 733
Does Quantitative Easing Affect Market Liquidity? 0 0 1 80 2 8 14 355
Estimating Shadow-Rate Term Structure Models with Near-Zero Yields 0 0 1 95 3 6 11 273
Extracting deflation probability forecasts from Treasury yields 0 0 0 89 2 4 7 188
Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement 0 2 2 36 0 9 13 71
German Inflation-Linked Bonds: Overpriced, Yet Undervalued 0 0 3 7 2 18 38 45
Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico 0 0 2 8 2 7 13 30
Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico 0 0 0 29 0 0 4 48
Inflation Expectations, Liquidity Premia and Global Spillovers in Japanese Bond Markets 0 0 1 8 2 11 20 27
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 0 0 166 0 5 12 445
International Evidence on Extending Sovereign Debt Maturities 0 0 1 12 3 8 14 37
Is There an On-the-Run Premium in TIPS? 0 0 0 17 1 3 9 59
Market-Based Estimates of the Natural Real Rate: Evidence from Latin American Bond Markets 0 2 4 18 2 18 24 42
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? 0 0 1 107 0 5 11 219
Passive Quantitative Easing: Bond Supply Effects through a Halt to Debt Issuance 0 0 0 7 1 13 17 26
Pricing deflation risk with U.S. Treasury yields 0 0 0 40 1 4 10 143
Quantitative Easing and the Supply of Safe Assets: Evidence from International Bond Safety Premia 0 0 1 18 2 12 14 28
Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy 1 1 1 6 2 8 11 19
Term Structure Analysis with Big Data 0 0 0 104 10 18 22 144
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models 0 1 1 230 2 11 24 667
The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models 0 0 0 152 0 5 8 431
The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market 0 0 0 20 1 6 10 38
The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds 0 0 3 31 1 8 16 53
The Safety Premium of Safe Assets 0 0 0 16 1 2 6 57
The TIPS Liquidity Premium 0 0 1 33 0 7 10 166
The affine arbitrage-free class of Nelson-Siegel term structure models 0 0 2 200 4 12 19 597
The response of interest rates to U.S. and U.K. quantitative easing 0 2 4 285 1 10 17 799
The safety premium of safe assets 0 0 0 14 2 3 4 30
Transmission of Quantitative Easing: The Role of Central Bank Reserves 0 0 0 172 3 6 12 326
Transmission of Quantitative Easing: The Role of Central Bank Reserves 0 0 0 107 0 1 7 256
Total Working Papers 9 18 50 3,695 96 375 624 10,029
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 0 3 3 1 11 18 18
An arbitrage-free generalized Nelson--Siegel term structure model 0 0 0 138 2 19 22 571
Are Inflation Expectations Well Anchored in Mexico? 0 0 1 6 2 7 11 42
Assessing expectations of monetary policy 0 0 0 15 0 1 5 62
Assessing supervisory scenarios for interest rate risk 0 0 0 10 1 8 10 57
COVID-19 Fiscal Expansion and Inflation Expectations in Japan 0 0 0 16 4 34 40 80
Confidence sets for continuous-time rating transition probabilities 0 0 1 230 1 5 8 480
Coronavirus and the Risk of Deflation 0 0 0 89 1 11 21 322
Differing views on long-term inflation expectations 0 0 1 6 7 14 17 62
Do Adjustment Lags Matter for Inflation-Indexed Bonds? 0 0 1 13 0 5 8 83
Do All New Treasuries Trade at a Premium? 0 0 0 7 0 8 9 44
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? 0 0 2 26 3 5 14 124
Do Fed TIPS purchases affect market liquidity? 0 0 1 21 0 5 8 152
Do Foreign Funds Matter for Emerging Market Bond Liquidity? 0 0 0 6 0 5 6 31
Emerging Bond Markets and COVID-19: Evidence from Mexico 0 0 1 25 0 2 8 93
Exploring the Safety Premium of Safe Assets 0 0 0 13 1 8 8 51
Extracting Deflation Probability Forecasts from Treasury Yields 0 0 0 37 1 7 12 137
Financial market outlook for inflation 0 0 0 16 1 4 6 77
Has the Treasury benefited from issuing TIPS? 0 0 0 14 0 2 2 75
Have the Fed liquidity facilities had an effect on Libor? 0 0 0 20 1 3 5 68
How Much Has Job Matching Efficiency Declined? 0 0 0 2 0 9 10 40
Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields 0 0 0 149 4 16 26 583
Inflation expectations and the risk of deflation 0 0 0 38 0 2 7 95
Internal risk models and the estimation of default probabilities 0 0 0 55 0 3 3 182
Measuring Interest Rate Risk in the Very Long Term 0 0 0 13 0 1 3 51
Negative Interest Rates and Inflation Expectations in Japan 0 1 1 62 0 6 9 217
New Evidence for a Lower New Normal in Interest Rates 0 0 0 19 0 2 3 106
Stress testing the Fed 0 0 0 10 2 7 9 70
TIPS Liquidity and the Outlook for Inflation 0 0 2 8 0 3 6 56
TIPS and the risk of deflation 0 0 0 18 0 6 7 79
TIPS liquidity, breakeven inflation, and inflation expectations 0 2 2 63 1 10 14 240
The Increase in Inflation Compensation: What’s Up? 0 0 0 8 1 7 12 30
The Response of Interest Rates to US and UK Quantitative Easing 0 2 5 153 1 8 24 509
The Risk of Returning to the Zero Lower Bound 0 0 1 7 2 7 9 36
The Slope of the Yield Curve and the Near-Term Outlook 0 0 1 20 1 4 8 65
The affine arbitrage-free class of Nelson-Siegel term structure models 0 1 23 450 3 22 84 1,390
The corporate bond credit spread puzzle 0 0 2 409 2 9 13 974
Transmission of asset purchases: the role of reserves 0 0 0 25 2 8 9 122
Treasury bond yields and long-run inflation expectations 0 0 1 54 0 2 4 159
What Would It Cost to Issue 50-year Treasury Bonds? 0 0 0 6 8 26 50 102
What’s Up with Inflation Expectations in Japan? 0 1 4 20 2 14 23 62
When will the Fed end its zero rate policy? 0 0 0 9 1 8 9 57
Yield Curve Responses to Introducing Negative Policy Rates 0 0 0 15 0 1 2 36
Total Journal Articles 0 7 53 2,324 56 345 582 7,890
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04