Jens Henrik Eggert Christensen : Citation Profile


Are you Jens Henrik Eggert Christensen?

Federal Reserve Bank of San Francisco

10

H index

10

i10 index

555

Citations

RESEARCH PRODUCTION:

30

Articles

27

Papers

RESEARCH ACTIVITY:

   14 years (2004 - 2018). See details.
   Cites by year: 39
   Journals where Jens Henrik Eggert Christensen has often published
   Relations with other researchers
   Recent citing documents: 88.    Total self citations: 31 (5.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1126
   Updated: 2018-06-16    RAS profile: 2015-06-10    
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Relations with other researchers


Works with:

Rudebusch, Glenn (10)

Lopez, Jose (9)

Krogstrup, Signe (6)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jens Henrik Eggert Christensen.

Is cited by:

Krippner, Leo (21)

Rudebusch, Glenn (18)

Wu, Jing Cynthia (15)

Moreno Gutiérrez, José (12)

Belke, Ansgar (12)

Bauer, Michael (11)

Hamilton, James (11)

Laurini, Márcio (10)

Grishchenko, Olesya (9)

Mouabbi, Sarah (9)

Carriero, Andrea (9)

Cites to:

Rudebusch, Glenn (62)

Diebold, Francis (21)

Lopez, Jose (20)

Singleton, Kenneth (12)

Bauer, Michael (10)

Duffee, Greg (9)

Orphanides, Athanasios (8)

Wu, Jing Cynthia (8)

Piazzesi, Monika (8)

Krippner, Leo (7)

Wright, Jonathan (7)

Main data


Where Jens Henrik Eggert Christensen has published?


Journals with more than one article published# docs
FRBSF Economic Letter22

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco20
Working Papers / Swiss National Bank2

Recent works citing Jens Henrik Eggert Christensen (2018 and 2017)


YearTitle of citing document
2017The TIPS Liquidity Premium. (2017). Andreasen, Martin M ; Riddell, Simon . In: CREATES Research Papers. RePEc:aah:create:2017-27.

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2017Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach. (2017). Sosvilla-Rivero, Simon ; Icaza, Victor Echevarria . In: Working Papers. RePEc:aee:wpaper:1701.

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2017Robust and Consistent Estimation of Generators in Credit Risk. (2017). Smith, Greig ; Reis, Goncalo Dos . In: Papers. RePEc:arx:papers:1702.08867.

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2017Optimal excess-of-loss reinsurance and investment problem for an insurer with default risk under a stochastic volatility model. (2017). Yao, Nian ; Yang, Zhiming . In: Papers. RePEc:arx:papers:1704.08234.

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2017Arbitrage-Free Regularization. (2017). Kratsios, Anastasis ; Hyndman, Cody B. In: Papers. RePEc:arx:papers:1710.05114.

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2018Could a Higher Inflation Target Enhance Macroeconomic Stability?. (2018). Mendes, Rhys ; Lepetyuk, Vadym ; Labelle, Nicholas ; Dorich, Jose. In: Staff Working Papers. RePEc:bca:bocawp:18-17.

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2017Making room for the needy: the credit-reallocation effects of the ECB’s corporate QE. (2017). Mayordomo, Sergio ; Gimeno, Ricardo ; Arce, Oscar. In: Working Papers. RePEc:bde:wpaper:1743.

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2018Oil prices and inflation expectations. (2018). Conflitti, Cristina ; Cristadoro, Riccardo . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_423_18.

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2017Eurosystem’s asset purchases and money market rates. (2017). Vari, Miklos ; Nguyen, Benoît ; Rahmouni-Rousseau, I ; Arrata, W. In: Working papers. RePEc:bfr:banfra:652.

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2017Global impact of US and euro area unconventional monetary policies: a comparison. (2017). Lombardi, Marco ; Ross, Alex ; Chen, Qianying ; Zhu, Feng. In: BIS Working Papers. RePEc:bis:biswps:610.

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2018Deflation expectations. (2018). Mehrotra, Aaron ; Banerjee, Ryan. In: BIS Working Papers. RePEc:bis:biswps:699.

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2018The negative interest rate policy and the yield curve. (2018). Xia, Dora ; Wu, Jing Cynthia. In: BIS Working Papers. RePEc:bis:biswps:703.

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2018Could a higher inflation target enhance macroeconomic stability?. (2018). Mendes, Rhys ; Lepetyuk, Vadym ; St-Pierre, Nicholas Labelle ; Dorich, Jose. In: BIS Working Papers. RePEc:bis:biswps:720.

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2017Liquidity & Risk Management: Results of a Survey of Large Irish-Domiciled Funds. (2017). Daly, Pierce ; Moloney, Kitty . In: Quarterly Bulletin Articles. RePEc:cbi:qtbart:y:2017:m:07:p:48-62.

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2017Consolidated Banking Data: Introducing Enhanced Statistics for Ireland. (2017). Devine, Kenneth ; Menton, Aisling ; Meehan, Ciaran ; Dooley, Jennifer . In: Quarterly Bulletin Articles. RePEc:cbi:qtbart:y:2017:m:07:p:63-78.

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2017Non-standard Monetary Policy Measures and the Balance Sheets of Eurosystem Central Banks. (2017). Donnery, Sharon ; Carroll, Konstantina ; Gleeson, Ruth ; Doran, David . In: Quarterly Bulletin Articles. RePEc:cbi:qtbart:y:2017:m:07:p:79-94.

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2017The Portfolio Rebalancing Effects of the ECBs Asset Purchase Programme. (2017). Dunne, Peter ; Bua, Giovanna. In: Research Technical Papers. RePEc:cbi:wpaper:07/rt/17.

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2017The role of inflation-linked bonds. (2017). Westerhout, ED ; Ciocyte, Ona . In: CPB Discussion Paper. RePEc:cpb:discus:344.

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2017Monetary policys rising FX impact in the era of ultra-low rates. (2017). Schrimpf, Andreas ; Kearns, Jonathan ; Ferrari, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11918.

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2017Assessing the effective stance of monetary policy: A factor-based approach. (2017). End, Jan Willem ; Maas, Renske ; van den End, Jan Willem ; Brauning, Christina ; Pattipeilohy, Christiaan . In: DNB Working Papers. RePEc:dnb:dnbwpp:575.

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2018Quantitative easing and preferred habitat investors in the euro area bond market. (2018). Vermeulen, Robert ; Boermans, Martijn. In: DNB Working Papers. RePEc:dnb:dnbwpp:586.

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2018The impact of the ECB asset purchases on the European bond market structure: Granular evidence on ownership concentration. (2018). Boermans, Martijn ; Keshkov, Viacheslav. In: DNB Working Papers. RePEc:dnb:dnbwpp:590.

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2017Low inflation in the euro area: Causes and consequences. (2017). Osbat, Chiara ; Alvarez, Luis ; Ciccarelli, Matteo . In: Occasional Paper Series. RePEc:ecb:ecbops:2017181.

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2017Below the zero lower bound: a shadow-rate term structure model for the euro area. (2017). Lemke, Wolfgang ; Vladu, Andreea Liliana . In: Working Paper Series. RePEc:ecb:ecbwps:20171991.

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2017Tail co-movement in inflation expectations as an indicator of anchoring. (2017). Natoli, Filippo ; Sigalotti, Laura . In: Working Paper Series. RePEc:ecb:ecbwps:20171997.

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2017Modeling euro area bond yields using a time-varying factor model. (2017). Adam, Toma ; lo Duca, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20172012.

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2017The macroeconomic impact of the ECBs expanded asset purchase programme (APP). (2017). Musso, Alberto ; Gambetti, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20172075.

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2017On secular stagnation and low interest rates: demography matters. (2017). Neri, Stefano ; Ferrero, Giuseppe ; Gross, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20172088.

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2017A Review on efficient thermal management of air- and liquid-cooled data centers: From chip to the cooling system. (2017). Halgamuge, Saman K ; Khalaj, Ali Habibi . In: Applied Energy. RePEc:eee:appene:v:205:y:2017:i:c:p:1165-1188.

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2017A dynamic Nelson-Siegel yield curve model with Markov switching. (2017). Levant, Jared ; Ma, Jun. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:73-87.

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2018Fitting and forecasting yield curves with a mixed-frequency affine model: Evidence from China. (2018). Shang, Yuhuang ; Zheng, Tingguo . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:145-154.

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2017The (de-)anchoring of inflation expectations: New evidence from the euro area. (2017). Nautz, Dieter ; Strohsal, Till ; Pagenhardt, Laura . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:103-115.

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2017Scenario generation for long run interest rate risk assessment. (2017). Roussellet, Guillaume ; Engle, Robert ; Siriwardane, Emil. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:333-347.

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2017Staying at zero with affine processes: An application to term structure modelling. (2017). Roussellet, Guillaume ; Renne, Jean-Paul ; Monfort, Alain ; Pegoraro, Fulvio. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:348-366.

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2017Estimating the real effects of uncertainty shocks at the Zero Lower Bound. (2017). Castelnuovo, Efrem ; Caggiano, Giovanni ; Pellegrino, Giovanni. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:257-272.

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2017From bond yield to macroeconomic instability: A parsimonious affine model. (2017). Recchioni, Maria Cristina ; Tedeschi, Gabriele . In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:3:p:1116-1135.

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2017Forecasting the term structure of government bond yields in unstable environments. (2017). Korobilis, Dimitris ; Byrne, Joseph ; Cao, Shuo . In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:209-225.

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2017Term-structure modelling at the zero lower bound: Implications for estimating the forward term premium. (2017). Chung, Tsz-Kin ; Li, Ka-Fai ; Hui, Cho-Hoi. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:100-106.

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2018Financial stress and equilibrium dynamics in term interbank funding markets. (2018). Yoldas, Emre ; Senyuz, Zeynep . In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:136-149.

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2017Does realized volatility help bond yield density prediction?. (2017). Shin, Minchul ; Zhong, Molin. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:373-389.

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2017Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives. (2017). Nguyen, Duc Khuong ; Paltalidis, Nikos ; Gounopoulos, Dimitrios ; Boubaker, Sabri. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:35-52.

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2017Interbank interest rates: Funding liquidity risk and XIBOR basis spreads. (2017). Gallitschke, Janek ; Seifried, Frank Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:142-152.

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2018Quantitative easing auctions of Treasury bonds. (2018). Song, Zhaogang ; Zhu, Haoxiang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:1:p:103-124.

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2017International capital market frictions and spillovers from quantitative easing. (2017). MacDonald, Margaux. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:135-156.

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2017The effectiveness of the Fed’s quantitative easing policy: New evidence based on international interest rate differentials. (2017). Gros, Daniel ; Belke, Ansgar ; Osowski, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:335-349.

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2017The interest rate effects of government bond purchases away from the lower bound. (2017). De Rezende, Rafael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:165-186.

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2017Cross-border spillover effects of unconventional monetary policies on Swiss asset prices. (2017). Bernhard, Severin ; Ebner, Till . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:109-127.

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2017An empirical decomposition of the liquidity premium in breakeven inflation rates. (2017). Guler, Mustafa ; Polat, Tandoan ; KELE, Gursu . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:185-192.

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2017Invariance, observational equivalence, and identification: Some implications for the empirical performance of affine term structure models. (2017). Juneja, Januj. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:64:y:2017:i:c:p:292-305.

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2017Measuring heterogeneity in bank liquidity risk: Who are the winners and losers?. (2017). Soula, Jean-Loup ; Jean-Loup, Soula. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:302-313.

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2017Evaluating demand charge reduction for commercial-scale solar PV coupled with battery storage. (2017). Park, Alex ; Lappas, Petros . In: Renewable Energy. RePEc:eee:renene:v:108:y:2017:i:c:p:523-532.

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2017How Germany benefits the most from its Eurozone membership. (2017). Juneja, Januj. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1074-1088.

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2017.

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2017Eurozone bond market dynamics, ECB monetary policy and financial stress. (2017). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1718.

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2017Inferring the Shadow Rate from Real Activity. (2017). Skaperdas, Arsenios ; Garcia, Benjamin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-106.

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2017Private and Public Liquidity Provision in Over-the-Counter Markets. (2017). Arseneau, David ; Vardoulakis, Alexandros ; Rappoport, David . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-33.

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2017Quantitative Easing by the Fed and International Capital Flows. (2017). Khatiwada, Sameer . In: IHEID Working Papers. RePEc:gii:giihei:heidwp02-2017.

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2017Interpretable Parsimonious Arbitrage-free Modeling of the Yield Curve. (2017). Bekker, Paul A. In: Research Report. RePEc:gro:rugsom:17009-eef.

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2018Modeling Longevity Risk using Consistent Dynamics Affine Mortality Models. (2018). Bedoui, Rihab ; Kedidi, Islem. In: Working Papers. RePEc:hal:wpaper:hal-01678050.

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2018Expectations about the Federal Reserve’s Balance Sheet and the Term Structure of Interest Rates. (2018). Ihrig, Jane ; Kachovec, Joe ; Wei, Min ; Li, Canlin ; Klee, Elizabeth . In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2018:q:1:a:8.

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2017Term Structure Models with Negative Interest Rates. (2017). Ueno, Yoichi . In: IMES Discussion Paper Series. RePEc:ime:imedps:17-e-01.

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2018Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias. (2018). Juneja, Januj. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:3:d:10.1007_s11156-017-0643-z.

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2017Monetary Policy and Stock/Foreign Exchange Market Liquidity: The Japanese Case. (2017). Kurihara, Yutaka. In: Journal of Economics Library. RePEc:ksp:journ5:v:4:y:2017:i:1:p:1-8.

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2017Recent monetary policy effects on Japanese macroeconomy. (2017). Kurihara, Yutaka. In: Journal of Economic and Financial Studies (JEFS). RePEc:lrc:lareco:v:5:y:2017:i:5:p:12-17.

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2018The Effectiveness of the Fed?s Quantitative Easing Policy - A Survey of the Econometrics/La efectividad de expansión cuantitativa de la Fed. Una panorámica econométrica. (2018). Belke, Ansgar. In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:36_1_20.

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2017The Formation of Expectations, Inflation and the Phillips Curve. (2017). Gorodnichenko, Yuriy ; Coibion, Olivier ; Kamdar, Rupal . In: NBER Working Papers. RePEc:nbr:nberwo:23304.

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2018Real-time forecasting with macro-finance models in the presence of a zero lower bound. (2018). Krippner, Leo ; Lewis, Michelle. In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2018/4.

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2017What do the shadow rates tell us about future inflation?. (2017). Kuusela, Annika ; Hännikäinen, Jari ; Hannikainen, Jari. In: MPRA Paper. RePEc:pra:mprapa:80542.

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2018Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia. (2018). Finlay, Richard ; Hambur, Jonathan. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2018-02.

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2017Bond Yield Spillovers from Major Advanced Economies to Emerging Asia. (2017). Volz, Ulrich ; Belke, Ansgar ; Dubova, Irina. In: ROME Working Papers. RePEc:rmn:wpaper:201702.

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2017Central Bank Communication: Managing Expectations through the Monetary Dialogue. (2017). Belke, Ansgar. In: ROME Working Papers. RePEc:rmn:wpaper:201704.

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2018Does a bank levy increase frictions on the interbank market?. (2018). Hryckiewicz, Aneta ; Snarska, Malgorzata ; Skorulska, Karolina ; Mielus, Piotr . In: Working Papers. RePEc:sgh:kaewps:2018033.

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2017The response of long-term yields to negative interest rates: evidence from Switzerland. (2017). Schumacher, Silvio ; Grisse, Christian. In: Working Papers. RePEc:snb:snbwpa:2017-10.

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2017Bond Yield Spillovers from Major Advanced Economies to Emerging Asia. (2017). Volz, Ulrich ; Belke, Ansgar ; Dubova, Irina. In: Working Papers. RePEc:soa:wpaper:203.

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2017Eurozone bond market dynamics, ECB monetary policy and financial stress. (2017). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/8vns9so6b9pnqfo7eebjgfann.

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2018How do zero-coupon inflation swaps predict inflation rates in the euro area? Evidence of efficiency and accuracy on 1-year contracts. (2018). Ribeiro, Pedro Pires ; Curto, Jose Dias . In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:4:d:10.1007_s00181-017-1268-8.

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2017Term structure forecasting in affine framework with time-varying volatility. (2017). Waliullah, . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:26:y:2017:i:3:d:10.1007_s10260-017-0378-y.

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2017The Role of Inflation-Linked Bonds. Increasing, but Still Modest. (2017). Westerhout, ED ; Ciocyte, Ona . In: Discussion Paper. RePEc:tiu:tiucen:08878bbd-e76e-4216-bee9-b5a5606b82d1.

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2017Essays in empirical finance and monetary policy. (2017). van Holle, Frederiek. In: Other publications TiSEM. RePEc:tiu:tiutis:30d11a4b-7bc9-4c81-ad24-5ca36f83e31f.

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2017Impact of QE on European sovereign bond market. (2017). Martin, Franck ; Zhang, Jiangxingyun . In: Economics Working Paper Archive (University of Rennes 1 & University of Caen). RePEc:tut:cremwp:2017-04.

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2017When central banks buy corporate bonds: : Target selection and impact of the European Corporate Sector Purchase Program. (2017). Lugo, Stefano ; Galema, R J. In: Working Papers. RePEc:use:tkiwps:1716.

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2017AFFINE MODELS WITH STOCHASTIC MARKET PRICE OF RISK. (2017). Rebonato, Riccardo. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:04:n:s0219024917500273.

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2017Scarcity effects of QE: A transaction-level analysis in the Bund market. (2017). Schrimpf, Andreas ; Hofer, Heiko ; Riordan, Ryan ; Schlepper, Kathi . In: Discussion Papers. RePEc:zbw:bubdps:062017.

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2017The dynamic impact of macroeconomic news on long-term inflation expectations. (2017). Nautz, Dieter ; Hachula, Michael . In: Discussion Papers. RePEc:zbw:fubsbe:201712.

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2017Ein Staatsfonds, der eine soziale Dividende finanziert. (2017). Corneo, Giacomo. In: Discussion Papers. RePEc:zbw:fubsbe:201713.

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2017Bond Yield Spillovers from Major Advanced Economies to Emerging Asia. (2017). Volz, Ulrich ; Belke, Ansgar ; Dubova, Irina. In: GLO Discussion Paper Series. RePEc:zbw:glodps:41.

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2017Central bank communication: Managing expectations through the monetary dialogue. (2017). Belke, Ansgar. In: Ruhr Economic Papers. RePEc:zbw:rwirep:692.

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Works by Jens Henrik Eggert Christensen:


YearTitleTypeCited
2012The Response of Interest Rates to US and UK Quantitative Easing In: Economic Journal.
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article93
2012The response of interest rates to U.S. and U.K. quantitative easing.(2012) In: Working Paper Series.
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This paper has another version. Agregated cites: 93
paper
2009An arbitrage-free generalized Nelson--Siegel term structure model In: Econometrics Journal.
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article54
2008An arbitrage-free generalized Nelson-Siegel term structure model.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54
paper
2008An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54
paper
2008An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model.(2008) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54
paper
2011The affine arbitrage-free class of Nelson-Siegel term structure models In: Journal of Econometrics.
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article112
2007The affine arbitrage-free class of Nelson-Siegel term structure models.(2007) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 112
paper
2007The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 112
paper
2007The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models.(2007) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 112
paper
2004Confidence sets for continuous-time rating transition probabilities In: Journal of Banking & Finance.
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article46
2014When will the Fed end its zero rate policy? In: FRBSF Economic Letter.
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article1
2014Stress testing the Fed In: FRBSF Economic Letter.
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2014Financial market outlook for inflation In: FRBSF Economic Letter.
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article2
2014Assessing expectations of monetary policy In: FRBSF Economic Letter.
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2015Transmission of asset purchases: the role of reserves In: FRBSF Economic Letter.
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2015Assessing supervisory scenarios for interest rate risk In: FRBSF Economic Letter.
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2016Differing views on long-term inflation expectations In: FRBSF Economic Letter.
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article1
2016TIPS Liquidity and the Outlook for Inflation In: FRBSF Economic Letter.
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2017Do All New Treasuries Trade at a Premium? In: FRBSF Economic Letter.
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2017Measuring Interest Rate Risk in the Very Long Term In: FRBSF Economic Letter.
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2017How Much Has Job Matching Efficiency Declined? In: FRBSF Economic Letter.
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article1
2017New Evidence for a Lower New Normal in Interest Rates In: FRBSF Economic Letter.
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2018Do Adjustment Lags Matter for Inflation-Indexed Bonds? In: FRBSF Economic Letter.
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2007Internal risk models and the estimation of default probabilities In: FRBSF Economic Letter.
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2008Treasury bond yields and long-run inflation expectations In: FRBSF Economic Letter.
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2008The corporate bond credit spread puzzle In: FRBSF Economic Letter.
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2009Have the Fed liquidity facilities had an effect on Libor? In: FRBSF Economic Letter.
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2009Inflation expectations and the risk of deflation In: FRBSF Economic Letter.
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2010TIPS and the risk of deflation In: FRBSF Economic Letter.
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2011Has the Treasury benefited from issuing TIPS? In: FRBSF Economic Letter.
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2011TIPS liquidity, breakeven inflation, and inflation expectations In: FRBSF Economic Letter.
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2012Do Fed TIPS purchases affect market liquidity? In: FRBSF Economic Letter.
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2009Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields In: Proceedings.
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2008Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields.(2008) In: Working Paper Series.
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2010Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields.(2010) In: Journal of Money, Credit and Banking.
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2009Do central bank liquidity facilities affect interbank lending rates? In: Working Paper Series.
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2014Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?.(2014) In: Journal of Business & Economic Statistics.
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2011Extracting deflation probability forecasts from Treasury yields In: Working Paper Series.
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2012Extracting Deflation Probability Forecasts from Treasury Yields.(2012) In: International Journal of Central Banking.
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2011A model-independent maximum range for the liquidity correction of TIPS yields In: Working Paper Series.
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2012Pricing deflation risk with U.S. Treasury yields In: Working Paper Series.
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2013Estimating Shadow-Rate Term Structure Models with Near-Zero Yields In: Working Paper Series.
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2016Transmission of Quantitative Easing: The Role of Central Bank Reserves In: Working Paper Series.
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2015Transmission of Quantitative Easing: The Role of Central Bank Reserves.(2015) In: Working Papers.
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2017A Portfolio Model of Quantitative Easing In: Working Paper Series.
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2016A Portfolio Model of Quantitative Easing.(2016) In: Working Papers.
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2016A Portfolio Model of Quantitative Easing.(2016) In: Working Paper Series.
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