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 10 10 10 4 10 10 10
A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt 0 0 1 48 1 4 13 145
A Portfolio Model of Quantitative Easing 0 1 1 80 2 10 29 284
A Portfolio Model of Quantitative Easing 0 0 1 90 3 6 19 158
A Portfolio Model of Quantitative Easing 0 0 0 36 1 13 23 81
A Post-Pandemic New Normal for Interest Rates in Emerging Bond Markets? Evidence from Chile 0 0 3 10 2 3 11 21
A Probability-Based Stress Test of Federal Reserve Assets and Income 0 0 0 86 2 3 10 318
A Regime-Switching Model of the Yield Curve at the Zero Bound 0 1 1 54 1 5 7 159
A model-independent maximum range for the liquidity correction of TIPS yields 0 0 2 148 0 1 15 396
Accounting for Low Long-Term Interest Rates: Evidence from Canada 0 0 0 26 0 6 13 56
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 104 1 6 25 356
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 188 2 4 14 543
An arbitrage-free generalized Nelson-Siegel term structure model 0 0 0 337 2 6 21 824
Assessing Abenomics: Evidence from Inflation-Indexed Japanese Government Bonds 0 0 0 57 1 4 12 105
Bond Flows and Liquidity: Do Foreigners Matter? 0 0 0 23 2 3 10 73
Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? 0 0 0 43 1 1 8 154
Central Bank Credibility During COVID-19: Evidence from Japan 0 0 1 27 3 9 16 44
Do central bank liquidity facilities affect interbank lending rates? 0 0 2 225 3 5 15 736
Does Quantitative Easing Affect Market Liquidity? 0 0 1 80 1 5 16 358
Estimating Shadow-Rate Term Structure Models with Near-Zero Yields 0 0 1 95 1 5 12 275
Extracting deflation probability forecasts from Treasury yields 0 0 0 89 3 5 10 191
Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement 0 0 2 36 2 4 17 75
German Inflation-Linked Bonds: Overpriced, Yet Undervalued 0 0 2 7 4 10 43 53
Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico 0 0 0 29 2 2 6 50
Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico 0 1 3 9 6 10 20 38
Inflation Expectations, Liquidity Premia and Global Spillovers in Japanese Bond Markets 0 0 1 8 0 2 17 27
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 0 0 166 5 9 21 454
International Evidence on Extending Sovereign Debt Maturities 0 0 1 12 3 7 17 41
Is There an On-the-Run Premium in TIPS? 0 0 0 17 4 5 12 63
Market-Based Estimates of the Natural Real Rate: Evidence from Latin American Bond Markets 0 0 4 18 2 4 25 44
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? 0 0 0 107 2 3 13 222
Passive Quantitative Easing: Bond Supply Effects through a Halt to Debt Issuance 0 0 0 7 2 3 18 28
Pricing deflation risk with U.S. Treasury yields 0 0 0 40 2 4 13 146
Quantitative Easing and the Supply of Safe Assets: Evidence from International Bond Safety Premia 0 0 1 18 0 2 14 28
Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy 0 1 1 6 6 9 18 26
Term Structure Analysis with Big Data 0 0 0 104 6 17 29 151
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models 0 1 2 231 5 9 26 674
The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models 0 0 0 152 6 6 14 437
The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market 0 0 0 20 1 2 11 39
The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds 0 0 2 31 2 7 21 59
The Safety Premium of Safe Assets 0 0 0 16 1 4 9 60
The TIPS Liquidity Premium 0 0 1 33 2 3 13 169
The affine arbitrage-free class of Nelson-Siegel term structure models 0 0 2 200 5 10 25 603
The response of interest rates to U.S. and U.K. quantitative easing 0 0 4 285 5 6 20 804
The safety premium of safe assets 0 0 0 14 2 8 10 36
Transmission of Quantitative Easing: The Role of Central Bank Reserves 0 0 0 107 0 3 10 259
Transmission of Quantitative Easing: The Role of Central Bank Reserves 0 0 0 172 3 6 13 329
Total Working Papers 0 15 50 3,701 114 269 764 10,202
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 1 1 4 4 5 16 33 33
An arbitrage-free generalized Nelson--Siegel term structure model 0 0 0 138 1 4 24 573
Are Inflation Expectations Well Anchored in Mexico? 0 0 0 6 2 4 11 44
Assessing expectations of monetary policy 0 0 0 15 2 2 7 64
Assessing supervisory scenarios for interest rate risk 0 0 0 10 0 2 11 58
COVID-19 Fiscal Expansion and Inflation Expectations in Japan 0 0 0 16 7 16 50 92
Confidence sets for continuous-time rating transition probabilities 0 0 1 230 1 4 10 483
Coronavirus and the Risk of Deflation 0 0 0 89 7 10 29 331
Differing views on long-term inflation expectations 0 0 0 6 0 9 18 64
Do Adjustment Lags Matter for Inflation-Indexed Bonds? 0 0 1 13 1 5 13 88
Do All New Treasuries Trade at a Premium? 0 0 0 7 4 5 14 49
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? 0 0 2 26 4 7 18 128
Do Fed TIPS purchases affect market liquidity? 0 0 1 21 2 2 10 154
Do Foreign Funds Matter for Emerging Market Bond Liquidity? 0 0 0 6 2 3 9 34
Emerging Bond Markets and COVID-19: Evidence from Mexico 0 0 1 25 0 1 9 94
Exploring the Safety Premium of Safe Assets 0 0 0 13 4 5 12 55
Extracting Deflation Probability Forecasts from Treasury Yields 0 0 0 37 1 2 13 138
Financial market outlook for inflation 0 0 0 16 3 6 11 82
Has the Treasury benefited from issuing TIPS? 0 0 0 14 2 2 4 77
Have the Fed liquidity facilities had an effect on Libor? 0 0 0 20 0 1 5 68
How Much Has Job Matching Efficiency Declined? 0 0 0 2 2 2 11 42
Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields 0 0 0 149 2 9 29 588
Inflation expectations and the risk of deflation 0 0 0 38 1 2 9 97
Internal risk models and the estimation of default probabilities 0 0 0 55 1 2 5 184
Measuring Interest Rate Risk in the Very Long Term 0 0 0 13 1 2 5 53
Negative Interest Rates and Inflation Expectations in Japan 0 0 1 62 2 2 10 219
New Evidence for a Lower New Normal in Interest Rates 0 0 0 19 4 4 7 110
Stress testing the Fed 0 0 0 10 3 5 12 73
TIPS Liquidity and the Outlook for Inflation 0 0 2 8 0 2 7 58
TIPS and the risk of deflation 0 0 0 18 0 0 7 79
TIPS liquidity, breakeven inflation, and inflation expectations 0 0 2 63 3 7 19 246
The Increase in Inflation Compensation: What’s Up? 0 0 0 8 2 3 14 32
The Response of Interest Rates to US and UK Quantitative Easing 0 0 5 153 1 3 23 511
The Risk of Returning to the Zero Lower Bound 0 0 0 7 1 3 9 37
The Slope of the Yield Curve and the Near-Term Outlook 0 0 1 20 3 4 10 68
The affine arbitrage-free class of Nelson-Siegel term structure models 2 3 23 453 13 21 98 1,408
The corporate bond credit spread puzzle 0 0 1 409 1 5 14 977
Transmission of asset purchases: the role of reserves 0 0 0 25 3 5 12 125
Treasury bond yields and long-run inflation expectations 0 0 1 54 0 0 4 159
What Would It Cost to Issue 50-year Treasury Bonds? 0 0 0 6 3 13 52 107
What’s Up with Inflation Expectations in Japan? 0 0 3 20 2 4 23 64
When will the Fed end its zero rate policy? 0 0 0 9 2 5 13 61
Yield Curve Responses to Introducing Negative Policy Rates 0 0 0 15 1 2 4 38
Total Journal Articles 3 4 49 2,328 99 211 708 8,045
1 registered items for which data could not be found
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