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 0 10 10 1 2 13 13
A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt 0 0 1 49 1 2 12 148
A Portfolio Model of Quantitative Easing 0 0 0 36 0 0 22 82
A Portfolio Model of Quantitative Easing 0 0 1 80 0 1 30 285
A Portfolio Model of Quantitative Easing 0 0 1 90 2 4 20 162
A Post-Pandemic New Normal for Interest Rates in Emerging Bond Markets? Evidence from Chile 0 0 3 10 0 0 10 21
A Probability-Based Stress Test of Federal Reserve Assets and Income 0 0 0 86 3 4 12 322
A Regime-Switching Model of the Yield Curve at the Zero Bound 1 1 2 55 1 2 12 164
A model-independent maximum range for the liquidity correction of TIPS yields 0 0 1 148 0 0 12 396
Accounting for Low Long-Term Interest Rates: Evidence from Canada 0 0 0 26 0 0 13 56
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 337 0 3 22 828
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 188 0 1 14 545
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 1 105 0 1 28 359
Assessing Abenomics: Evidence from Inflation-Indexed Japanese Government Bonds 0 0 0 57 0 1 8 106
Bond Flows and Liquidity: Do Foreigners Matter? 0 0 0 23 0 0 10 73
Can Fiscal, AI, or Monetary News Explain the Rise in r∗? 1 1 1 1 2 2 2 2
Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? 0 0 0 43 2 3 10 158
Central Bank Credibility During COVID-19: Evidence from Japan 0 0 0 27 0 0 13 44
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? 0 0 1 225 2 4 17 740
Does Quantitative Easing Affect Market Liquidity? 0 0 0 80 0 0 13 358
Estimating Shadow-Rate Term Structure Models with Near-Zero Yields 0 0 0 95 0 2 12 277
Extracting deflation probability forecasts from Treasury yields 0 0 0 89 0 1 11 192
Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement 0 0 2 36 0 0 16 76
German Inflation-Linked Bonds: Overpriced, Yet Undervalued 0 0 2 7 1 1 41 56
Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico 0 0 0 29 0 0 6 50
Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico 0 0 1 9 0 1 19 39
Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields 0 1 1 167 2 3 24 460
Inflation Expectations, Liquidity Premia and Global Spillovers in Japanese Bond Markets 0 0 2 9 1 3 21 34
International Evidence on Extending Sovereign Debt Maturities 0 0 1 12 1 2 20 45
Is There an On-the-Run Premium in TIPS? 0 0 0 17 0 0 11 63
Market-Based Estimates of the Natural Real Rate: Evidence from Latin American Bond Markets 0 1 4 19 3 7 29 51
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? 0 0 0 107 2 3 15 225
Passive Quantitative Easing: Bond Supply Effects through a Halt to Debt Issuance 0 0 0 7 0 1 19 29
Pricing deflation risk with U.S. Treasury yields 0 0 0 40 1 1 13 147
Quantitative Easing and the Supply of Safe Assets: Evidence from International Bond Safety Premia 0 1 2 20 1 3 16 32
Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy 1 1 2 7 1 4 21 31
Term Structure Analysis with Big Data 0 0 0 104 0 0 28 151
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models 0 1 3 202 1 4 28 609
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models 0 0 2 231 1 3 27 678
The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models 0 1 1 153 0 2 16 439
The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market 0 0 0 20 0 1 11 42
The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds 0 0 1 31 1 3 20 62
The Safety Premium of Safe Assets 0 0 0 16 1 2 9 62
The TIPS Liquidity Premium 0 0 1 33 1 2 16 173
The response of interest rates to U.S. and U.K. quantitative easing 2 2 6 287 2 3 23 808
The safety premium of safe assets 0 0 0 14 0 0 10 36
Transmission of Quantitative Easing: The Role of Central Bank Reserves 0 0 0 172 0 1 12 330
Transmission of Quantitative Easing: The Role of Central Bank Reserves 0 0 0 107 2 2 11 261
Total Working Papers 5 10 53 3,716 36 85 798 10,320
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 1 4 5 1 3 36 39
An arbitrage-free generalized Nelson--Siegel term structure model 0 0 0 138 1 4 27 577
Are Inflation Expectations Well Anchored in Mexico? 0 0 0 6 0 1 13 46
Assessing expectations of monetary policy 0 0 0 15 0 0 5 65
Assessing supervisory scenarios for interest rate risk 0 0 0 10 1 1 11 59
COVID-19 Fiscal Expansion and Inflation Expectations in Japan 0 0 0 16 0 1 56 98
Central Bank Bond Purchases and the Price of Safety 0 1 1 1 0 1 1 1
Confidence sets for continuous-time rating transition probabilities 0 0 0 230 1 1 10 485
Coronavirus and the Risk of Deflation 0 0 1 90 0 2 27 334
Differing views on long-term inflation expectations 0 0 0 6 0 0 19 65
Do Adjustment Lags Matter for Inflation-Indexed Bonds? 0 0 0 13 0 0 10 88
Do All New Treasuries Trade at a Premium? 0 0 0 7 0 1 14 50
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? 0 0 0 26 0 1 15 130
Do Fed TIPS purchases affect market liquidity? 0 0 0 21 0 0 11 158
Do Foreign Funds Matter for Emerging Market Bond Liquidity? 0 0 0 6 0 0 9 34
Emerging Bond Markets and COVID-19: Evidence from Mexico 0 0 0 25 1 1 6 95
Exploring the Safety Premium of Safe Assets 0 0 0 13 0 0 12 55
Extracting Deflation Probability Forecasts from Treasury Yields 0 0 0 37 0 2 16 142
Financial market outlook for inflation 0 0 0 16 0 0 11 82
Has the Treasury benefited from issuing TIPS? 0 1 1 15 1 2 8 81
Have the Fed liquidity facilities had an effect on Libor? 0 0 0 20 0 0 5 68
How Much Has Job Matching Efficiency Declined? 0 0 0 2 1 1 12 43
Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields 0 0 0 149 0 2 31 591
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 0 1 42 3 3 20 159
Inflation expectations and the risk of deflation 0 0 0 38 0 0 9 97
Internal risk models and the estimation of default probabilities 0 0 0 55 0 0 5 184
Measuring Interest Rate Risk in the Very Long Term 0 0 0 13 0 2 7 55
Negative Interest Rates and Inflation Expectations in Japan 0 0 1 62 0 0 9 219
New Evidence for a Lower New Normal in Interest Rates 0 0 0 19 1 2 9 112
Stress testing the Fed 0 0 0 10 0 0 12 73
TIPS Liquidity and the Outlook for Inflation 0 0 0 8 0 0 5 58
TIPS and the risk of deflation 0 0 0 18 0 0 8 80
TIPS liquidity, breakeven inflation, and inflation expectations 0 1 3 64 1 2 25 253
The Increase in Inflation Compensation: What’s Up? 0 0 0 8 1 2 14 34
The Response of Interest Rates to US and UK Quantitative Easing 0 0 5 153 2 2 25 515
The Risk of Returning to the Zero Lower Bound 0 0 0 7 0 0 9 37
The Slope of the Yield Curve and the Near-Term Outlook 0 0 1 20 1 1 11 69
The affine arbitrage-free class of Nelson-Siegel term structure models 0 1 9 455 1 13 82 1,429
The corporate bond credit spread puzzle 0 0 0 409 1 2 15 980
Transmission of asset purchases: the role of reserves 0 0 0 25 2 3 16 129
Treasury bond yields and long-run inflation expectations 0 0 0 54 0 1 7 163
What Would It Cost to Issue 50-year Treasury Bonds? 0 0 0 6 2 8 52 119
What’s Up with Inflation Expectations in Japan? 0 0 2 21 2 2 24 70
When will the Fed end its zero rate policy? 0 0 0 9 0 0 15 63
Yield Curve Responses to Introducing Negative Policy Rates 0 0 0 15 0 0 3 38
Total Journal Articles 0 5 29 2,378 24 67 747 8,322

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Statistics updated 2026-09-10