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 4 43 2 3 24 108
A Portfolio Model of Quantitative Easing 0 2 4 75 1 3 17 82
A Portfolio Model of Quantitative Easing 0 0 2 76 3 5 25 208
A Portfolio Model of Quantitative Easing 0 0 0 35 0 1 5 44
A Probability-Based Stress Test of Federal Reserve Assets and Income 1 1 4 83 3 6 24 270
A Regime-Switching Model of the Yield Curve at the Zero Bound 0 0 1 48 0 0 9 131
A model-independent maximum range for the liquidity correction of TIPS yields 0 2 4 127 1 5 16 328
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 103 2 2 7 314
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 1 2 186 0 1 9 508
An arbitrage-free generalized Nelson-Siegel term structure model 0 0 1 333 0 1 8 778
Assessing Abenomics: Evidence from Inflation-Indexed Japanese Government Bonds 0 2 12 53 1 3 31 72
Bond Flows and Liquidity: Do Foreigners Matter? 1 2 5 17 1 2 16 33
Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? 1 1 2 39 2 3 18 130
Do central bank liquidity facilities affect interbank lending rates? 0 0 4 220 1 2 19 684
Does Quantitative Easing Affect Market Liquidity? 0 0 5 63 3 12 37 274
Estimating Shadow-Rate Term Structure Models with Near-Zero Yields 0 0 2 85 0 3 9 232
Extracting deflation probability forecasts from Treasury yields 0 0 0 88 0 1 8 173
Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement 0 1 2 31 0 3 8 36
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 1 2 163 1 4 15 410
Is There an On-the-Run Premium in TIPS? 0 1 2 15 0 4 10 37
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? 0 0 8 101 2 2 12 187
Pricing deflation risk with U.S. Treasury yields 0 0 1 38 1 1 14 121
Term Structure Analysis with Big Data 1 1 5 101 1 4 26 104
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models 0 1 3 222 1 4 19 609
The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models 0 0 5 147 3 6 25 396
The Safety Premium of Safe Assets 0 2 11 11 0 4 17 17
The TIPS Liquidity Premium 0 0 3 25 2 9 33 85
The affine arbitrage-free class of Nelson-Siegel term structure models 0 1 3 190 2 3 16 537
The response of interest rates to U.S. and U.K. quantitative easing 0 2 5 258 0 8 35 711
Transmission of Quantitative Easing: The Role of Central Bank Reserves 0 0 3 95 2 5 18 215
Transmission of Quantitative Easing: The Role of Central Bank Reserves 2 2 5 168 4 7 17 274
Total Working Papers 6 23 110 3,239 39 117 547 8,108


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 2 135 0 1 14 509
Assessing expectations of monetary policy 0 0 3 13 0 2 11 49
Assessing supervisory scenarios for interest rate risk 0 0 0 10 0 0 4 40
Confidence sets for continuous-time rating transition probabilities 0 3 10 213 2 5 29 427
Coronavirus and the Risk of Deflation 3 13 38 38 8 40 79 79
Differing views on long-term inflation expectations 0 0 0 4 0 1 2 30
Do Adjustment Lags Matter for Inflation-Indexed Bonds? 0 0 2 8 3 4 18 35
Do All New Treasuries Trade at a Premium? 0 0 0 5 1 1 10 25
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? 0 0 1 23 0 0 13 86
Do Fed TIPS purchases affect market liquidity? 0 0 2 17 3 4 11 104
Do Foreign Funds Matter for Emerging Market Bond Liquidity? 0 0 0 4 1 1 8 19
Emerging Bond Markets and COVID-19: Evidence from Mexico 2 2 2 2 6 6 6 6
Extracting Deflation Probability Forecasts from Treasury Yields 0 0 2 35 0 2 12 107
Financial market outlook for inflation 0 1 1 11 4 7 14 58
Has the Treasury benefited from issuing TIPS? 0 0 0 14 0 0 7 57
Have the Fed liquidity facilities had an effect on Libor? 0 0 0 19 0 1 3 57
How Much Has Job Matching Efficiency Declined? 0 0 1 2 1 1 8 16
Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields 0 0 1 149 2 6 20 522
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 1 3 37 1 4 16 122
Inflation expectations and the risk of deflation 0 0 0 38 0 0 5 81
Internal risk models and the estimation of default probabilities 0 0 0 53 0 1 2 166
Measuring Interest Rate Risk in the Very Long Term 0 0 0 8 0 0 5 28
Negative Interest Rates and Inflation Expectations in Japan 0 2 20 20 1 7 74 74
New Evidence for a Lower New Normal in Interest Rates 0 1 5 18 3 6 30 81
Stress testing the Fed 0 1 1 10 2 3 9 54
TIPS Liquidity and the Outlook for Inflation 0 0 0 5 0 2 5 36
TIPS and the risk of deflation 0 0 0 18 1 2 6 69
TIPS liquidity, breakeven inflation, and inflation expectations 0 0 0 53 0 4 7 190
The Response of Interest Rates to US and UK Quantitative Easing 0 3 6 131 1 10 38 377
The Risk of Returning to the Zero Lower Bound 0 0 5 5 0 0 16 17
The Slope of the Yield Curve and the Near-Term Outlook 0 0 3 14 1 3 12 31
The affine arbitrage-free class of Nelson-Siegel term structure models 1 3 9 319 7 16 60 1,015
The corporate bond credit spread puzzle 4 7 26 361 8 15 70 840
Transmission of asset purchases: the role of reserves 0 0 0 21 1 4 8 98
Treasury bond yields and long-run inflation expectations 0 0 0 49 0 0 3 142
When will the Fed end its zero rate policy? 0 0 0 9 1 1 6 43
Yield Curve Responses to Introducing Negative Policy Rates 0 0 6 6 2 2 15 15
Total Journal Articles 10 37 149 1,877 60 162 656 5,705


Statistics updated 2020-09-04