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 2 2 47 1 3 5 133
A Portfolio Model of Quantitative Easing 0 0 1 36 1 1 3 59
A Portfolio Model of Quantitative Easing 0 0 0 79 0 0 2 255
A Portfolio Model of Quantitative Easing 0 0 1 89 0 0 7 139
A Post-Pandemic New Normal for Interest Rates in Emerging Bond Markets? Evidence from Chile 0 0 0 7 1 2 5 11
A Probability-Based Stress Test of Federal Reserve Assets and Income 0 0 0 86 0 1 3 308
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 1 2 7 147 1 2 13 382
Accounting for Low Long-Term Interest Rates: Evidence from Canada 0 0 0 26 0 0 3 43
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 0 188 1 1 5 530
An arbitrage-free generalized Nelson-Siegel term structure model 0 0 2 337 0 0 5 803
Assessing Abenomics: Evidence from Inflation-Indexed Japanese Government Bonds 0 0 0 57 0 0 2 93
Bond Flows and Liquidity: Do Foreigners Matter? 0 0 0 23 0 1 4 63
Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? 0 0 1 43 1 1 3 147
Central Bank Credibility During COVID-19: Evidence from Japan 1 1 1 27 1 3 7 29
Do central bank liquidity facilities affect interbank lending rates? 1 1 1 224 2 3 5 723
Does Quantitative Easing Affect Market Liquidity? 1 1 1 80 2 3 3 344
Estimating Shadow-Rate Term Structure Models with Near-Zero Yields 0 0 0 94 1 2 5 264
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 0 0 4 58
German Inflation-Linked Bonds: Overpriced, Yet Undervalued 0 1 5 5 2 5 12 12
Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico 0 0 0 6 0 1 1 18
Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico 0 0 0 29 0 0 5 44
Inflation Expectations, Liquidity Premia and Global Spillovers in Japanese Bond Markets 0 0 0 7 0 3 7 10
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 0 0 166 0 0 1 433
International Evidence on Extending Sovereign Debt Maturities 0 0 0 11 0 1 4 24
Is There an On-the-Run Premium in TIPS? 0 0 0 17 0 1 3 51
Market-Based Estimates of the Natural Real Rate: Evidence from Latin American Bond Markets 0 0 1 14 0 1 4 19
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? 0 1 2 107 0 1 2 209
Passive Quantitative Easing: Bond Supply Effects through a Halt to Debt Issuance 0 0 1 7 0 1 7 10
Pricing deflation risk with U.S. Treasury yields 0 0 1 40 0 0 2 133
Quantitative Easing and Safe Asset Scarcity: Evidence from International Bond Safety Premia 0 0 2 17 0 0 5 14
Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy 0 0 2 7 0 0 5 9
Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy 0 0 0 5 1 1 7 9
Term Structure Analysis with Big Data 0 0 1 104 0 0 4 122
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models 0 0 0 229 2 7 11 650
The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models 0 0 0 152 0 0 1 423
The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market 0 0 0 20 0 0 2 28
The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds 0 1 7 29 0 1 23 38
The Safety Premium of Safe Assets 0 0 0 16 0 0 3 51
The TIPS Liquidity Premium 0 0 1 32 0 0 3 156
The affine arbitrage-free class of Nelson-Siegel term structure models 0 0 1 198 0 0 4 578
The response of interest rates to U.S. and U.K. quantitative easing 0 0 6 281 0 2 13 784
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 1 107 0 0 2 249
Transmission of Quantitative Easing: The Role of Central Bank Reserves 0 0 1 172 0 2 12 316
Total Working Papers 4 10 49 3,662 17 50 229 9,464

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 1 1 2 2 2 2
An arbitrage-free generalized Nelson--Siegel term structure model 0 0 0 138 0 0 6 549
Are Inflation Expectations Well Anchored in Mexico? 0 1 2 6 0 2 16 33
Assessing expectations of monetary policy 0 0 0 15 0 0 0 57
Assessing supervisory scenarios for interest rate risk 0 0 0 10 0 0 4 47
COVID-19 Fiscal Expansion and Inflation Expectations in Japan 0 0 2 16 0 2 8 42
Confidence sets for continuous-time rating transition probabilities 0 0 0 229 0 1 5 473
Coronavirus and the Risk of Deflation 0 0 1 89 2 3 20 304
Differing views on long-term inflation expectations 0 1 2 6 0 1 5 46
Do Adjustment Lags Matter for Inflation-Indexed Bonds? 1 1 1 13 1 1 2 76
Do All New Treasuries Trade at a Premium? 0 0 1 7 0 0 4 35
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? 0 0 0 24 0 0 0 110
Do Fed TIPS purchases affect market liquidity? 0 0 0 20 0 0 1 144
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 0 0 0 24 0 0 5 85
Exploring the Safety Premium of Safe Assets 0 0 1 13 0 0 6 43
Extracting Deflation Probability Forecasts from Treasury Yields 0 0 0 37 0 0 2 125
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 1 1 31
Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields 0 0 0 149 0 2 11 559
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 1 61 0 1 7 209
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 0 0 6 0 1 3 51
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 1 2 7 228
The Increase in Inflation Compensation: What’s Up? 0 0 0 8 1 1 1 19
The Response of Interest Rates to US and UK Quantitative Easing 0 0 2 148 0 3 14 488
The Risk of Returning to the Zero Lower Bound 0 1 1 7 0 1 1 28
The Slope of the Yield Curve and the Near-Term Outlook 0 0 0 19 0 1 5 58
The affine arbitrage-free class of Nelson-Siegel term structure models 5 8 23 435 11 15 61 1,321
The corporate bond credit spread puzzle 0 1 4 408 0 2 6 963
Transmission of asset purchases: the role of reserves 0 0 0 25 0 0 4 113
Treasury bond yields and long-run inflation expectations 0 0 0 53 0 0 1 155
What Would It Cost to Issue 50-year Treasury Bonds? 0 0 0 6 0 3 26 55
What’s Up with Inflation Expectations in Japan? 0 1 8 17 1 3 28 42
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 1 1 2 35
Total Journal Articles 7 15 53 2,327 20 49 279 7,496

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Statistics updated 2025-06-06