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 1 3 48 1 3 8 136
A Portfolio Model of Quantitative Easing 0 0 0 79 0 0 2 255
A Portfolio Model of Quantitative Easing 0 0 1 89 1 3 7 142
A Portfolio Model of Quantitative Easing 0 0 0 36 0 1 3 60
A Post-Pandemic New Normal for Interest Rates in Emerging Bond Markets? Evidence from Chile 0 0 0 7 0 0 4 11
A Probability-Based Stress Test of Federal Reserve Assets and Income 0 0 0 86 0 2 5 310
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 0 6 147 0 2 11 384
Accounting for Low Long-Term Interest Rates: Evidence from Canada 0 0 0 26 0 0 2 43
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 188 1 1 4 531
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 0 2 337 1 3 8 806
Assessing Abenomics: Evidence from Inflation-Indexed Japanese Government Bonds 0 0 0 57 2 5 6 98
Bond Flows and Liquidity: Do Foreigners Matter? 0 0 0 23 0 0 4 63
Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? 0 0 1 43 0 1 4 148
Central Bank Credibility During COVID-19: Evidence from Japan 0 0 1 27 1 2 9 31
Do central bank liquidity facilities affect interbank lending rates? 0 0 1 224 0 0 5 723
Does Quantitative Easing Affect Market Liquidity? 0 0 1 80 0 1 4 345
Estimating Shadow-Rate Term Structure Models with Near-Zero Yields 0 1 1 95 0 1 5 265
Extracting deflation probability forecasts from Treasury yields 0 0 0 89 0 0 0 181
Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement 0 0 0 34 1 2 6 60
German Inflation-Linked Bonds: Overpriced, Yet Undervalued 0 0 5 5 2 3 15 15
Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico 2 2 2 8 2 2 3 20
Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico 0 0 0 29 0 0 4 44
Inflation Expectations, Liquidity Premia and Global Spillovers in Japanese Bond Markets 0 0 0 7 1 3 7 13
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 0 0 166 2 3 4 436
International Evidence on Extending Sovereign Debt Maturities 0 0 0 11 1 1 5 25
Is There an On-the-Run Premium in TIPS? 0 0 0 17 0 1 4 52
Market-Based Estimates of the Natural Real Rate: Evidence from Latin American Bond Markets 0 1 1 15 1 3 5 22
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? 0 0 2 107 1 1 3 210
Passive Quantitative Easing: Bond Supply Effects through a Halt to Debt Issuance 0 0 1 7 0 0 7 10
Pricing deflation risk with U.S. Treasury yields 0 0 1 40 1 1 3 134
Quantitative Easing and Safe Asset Scarcity: Evidence from International Bond Safety Premia 0 1 3 18 0 2 4 16
Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy 0 0 1 7 0 1 4 10
Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy 0 0 0 5 1 1 5 10
Term Structure Analysis with Big Data 0 0 0 104 0 1 3 123
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models 0 0 0 229 1 1 11 651
The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models 0 0 0 152 0 0 0 423
The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market 0 0 0 20 2 3 4 31
The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds 0 1 7 30 1 4 21 42
The Safety Premium of Safe Assets 0 0 0 16 2 2 3 53
The TIPS Liquidity Premium 0 0 1 32 1 1 4 157
The affine arbitrage-free class of Nelson-Siegel term structure models 1 1 2 199 3 3 6 581
The response of interest rates to U.S. and U.K. quantitative easing 0 0 3 281 0 1 8 785
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 0 172 1 2 12 318
Transmission of Quantitative Easing: The Role of Central Bank Reserves 0 0 0 107 1 1 2 250
Total Working Papers 3 8 46 3,670 32 68 246 9,532

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 1 1 0 1 3 3
An arbitrage-free generalized Nelson--Siegel term structure model 0 0 0 138 0 1 7 550
Are Inflation Expectations Well Anchored in Mexico? 0 0 2 6 0 0 13 33
Assessing expectations of monetary policy 0 0 0 15 1 3 3 60
Assessing supervisory scenarios for interest rate risk 0 0 0 10 0 1 4 48
COVID-19 Fiscal Expansion and Inflation Expectations in Japan 0 0 2 16 0 0 7 42
Confidence sets for continuous-time rating transition probabilities 0 1 1 230 1 2 6 475
Coronavirus and the Risk of Deflation 0 0 1 89 1 3 19 307
Differing views on long-term inflation expectations 0 0 2 6 0 0 5 46
Do Adjustment Lags Matter for Inflation-Indexed Bonds? 0 0 1 13 1 2 3 78
Do All New Treasuries Trade at a Premium? 0 0 1 7 1 1 5 36
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? 0 2 2 26 0 5 5 115
Do Fed TIPS purchases affect market liquidity? 0 1 1 21 0 3 4 147
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 1 1 1 25 2 4 9 89
Exploring the Safety Premium of Safe Assets 0 0 0 13 0 0 4 43
Extracting Deflation Probability Forecasts from Treasury Yields 0 0 0 37 1 1 3 126
Financial market outlook for inflation 0 0 1 16 0 0 1 71
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 0 0 2 63
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 0 1 10 560
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 0 0 41 0 0 1 139
Inflation expectations and the risk of deflation 0 0 0 38 0 0 2 88
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 0 0 0 48
Negative Interest Rates and Inflation Expectations in Japan 0 0 0 61 1 1 5 210
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 0 2 61
TIPS Liquidity and the Outlook for Inflation 0 2 2 8 0 2 5 53
TIPS and the risk of deflation 0 0 0 18 0 0 0 72
TIPS liquidity, breakeven inflation, and inflation expectations 0 0 1 61 0 0 4 228
The Increase in Inflation Compensation: What’s Up? 0 0 0 8 0 1 2 20
The Response of Interest Rates to US and UK Quantitative Easing 0 0 1 148 1 2 9 490
The Risk of Returning to the Zero Lower Bound 0 0 1 7 0 0 1 28
The Slope of the Yield Curve and the Near-Term Outlook 0 0 0 19 0 0 5 58
The affine arbitrage-free class of Nelson-Siegel term structure models 5 11 31 446 14 26 79 1,347
The corporate bond credit spread puzzle 1 1 4 409 1 2 7 965
Transmission of asset purchases: the role of reserves 0 0 0 25 0 0 3 113
Treasury bond yields and long-run inflation expectations 0 1 1 54 0 1 2 156
What Would It Cost to Issue 50-year Treasury Bonds? 0 0 0 6 4 12 34 67
What’s Up with Inflation Expectations in Japan? 1 2 6 19 2 4 17 46
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 0 15 0 0 1 35
Total Journal Articles 8 22 64 2,349 31 79 300 7,575

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

Statistics updated 2025-09-05