Jens Henrik Eggert Christensen : Citation Profile

Are you Jens Henrik Eggert Christensen?

Federal Reserve Bank of San Francisco

8

H index

8

i10 index

477

Citations

RESEARCH PRODUCTION:

29

Articles

26

Papers

RESEARCH ACTIVITY:

   13 years (2004 - 2017). See details.
   Cites by year: 36
   Journals where Jens Henrik Eggert Christensen has often published
   Relations with other researchers
   Recent citing documents: 97.    Total self citations: 30 (5.92 %)

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   Permalink: http://citec.repec.org/pch1126
   Updated: 2017-09-23    RAS profile: 2015-06-10    
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Relations with other researchers

Works with:

Rudebusch, Glenn (13)

Lopez, Jose (11)

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 (16)

Wu, Jing Cynthia (15)

Rudebusch, Glenn (13)

Moreno Gutiérrez, José (12)

Bauer, Michael (11)

Hamilton, James (11)

Belke, Ansgar (11)

Laurini, Márcio (10)

Carriero, Andrea (9)

Mouabbi, Sarah (9)

Grishchenko, Olesya (9)

Cites to:

Rudebusch, Glenn (63)

Lopez, Jose (22)

Diebold, Francis (21)

Singleton, Kenneth (13)

Bauer, Michael (10)

Duffee, Greg (9)

Wu, Jing Cynthia (9)

Piazzesi, Monika (8)

Orphanides, Athanasios (8)

Vayanos, Dimitri (8)

Wright, Jonathan (7)

Main data

Where Jens Henrik Eggert Christensen has published?

Journals with more than one article published# docs
FRBSF Economic Letter21

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco19
Working Papers / Swiss National Bank2

Recent works citing Jens Henrik Eggert Christensen (2017 and 2016)

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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2016FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE. (2016). Santos, Andre ; Moura, Guilherme ; Tourrucoo, Fabricio ; Caldeira, Joo F. In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42ndd Brazilian Economics Meeting]. RePEc:anp:en2014:028.

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2016A CRISE FINANCEIRA AMERICANA E AS IMPLICAÇÕES PARA A POLÍTICA MONETÁRIA. (2016). Saraiva, Paulo Jose ; de Melo, Andre ; de Paula, Luiz Fernando ; dePaula, Luiz Fernando . In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42ndd Brazilian Economics Meeting]. RePEc:anp:en2014:114.

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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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2016UK term structure decompositions at the zero lower bound.. (2016). Mouabbi, Sarah ; Carriero, Andrea ; Vangelista, E. In: Working papers. RePEc:bfr:banfra:589.

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2016On the costs of deflation: a consumption-based approach. (2016). Garcia-Verdu, Santiago ; Ramos-Francia, Manuel ; Ramos -Francia, Manuel . In: BIS Papers chapters. RePEc:bis:bisbpc:89-17.

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2016A comparative analysis of developments in central bank balance sheet composition. (2016). Pattipeilohy, Christiaan . In: BIS Working Papers. RePEc:bis:biswps:559.

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2016Unconventional monetary policies: a re-appraisal. (2016). BORIO, Claudio ; Zabai, Anna . In: BIS Working Papers. RePEc:bis:biswps:570.

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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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2016The Portfolio Balance Mechanism and QE in the Euro Area. (2016). Vogel, Lukas ; Priftis, Romanos. In: Manchester School. RePEc:bla:manchs:v:84:y:2016:i:s1:p:84-105.

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2016A shadow rate model with time-varying lower bound of interest rates. (2016). Kortela, Tomi . In: Research Discussion Papers. RePEc:bof:bofrdp:2016_019.

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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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2016The response of sovereign bond yields to U.S. monetary policy. (2016). Zakrajsek, Egon ; Gilchrist, Simon ; Zakrajek, Egon ; Yue, Vivian Z. In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:19:y:2016:i:2:p:102-106.

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2016The Response of Sovereign Bond Yields to U.S. Monetary Policy. (2016). Gilchrist, Simon ; Zakrajek, Egon ; Yue, Vivian Z. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v24c08pp257-283.

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2016U.S. Monetary Spillovers to Latin America: The Role of Long-term Interest Rates. (2016). Albagli, Elias ; Saravia, Diego ; Leiva-Leon, Danilo . In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v24c09pp285-307.

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2016Calibrating the Dynamic Nelson-Siegel Model: A Practitioner Approach. (2016). Ibáñez, Francisco ; Ibaez, Francisco . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:774.

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2016Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities. (2016). Chernov, Mikhail ; Dunn, Brett R ; Longstaff, Francis . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10947.

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

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2016Unconventional Monetary Policy, Fiscal Side Effects and Euro Area (Im)balances. (2016). Rieth, Malte ; Piffer, Michele ; Hachula, Michael . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1596.

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2016A comparative analysis of developments in central bank balance sheet composition. (2016). Pattipeilohy, Christiaan . In: DNB Working Papers. RePEc:dnb:dnbwpp:510.

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2016Connecting the dots: market reactions to forecasts of policy rates and forward guidance provided by the Fed. (2016). Moessner, Richhild ; Galati, Gabriele ; Bongard, Michelle ; Nelson, William . In: DNB Working Papers. RePEc:dnb:dnbwpp:523.

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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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2016Leading indicator properties of corporate bond spreads, excess bond premia and lending spreads in the euro area. (2016). Krylova, Elizaveta . In: Working Paper Series. RePEc:ecb:ecbwps:20161911.

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2016Determinants of euro-denominated corporate bond spreads. (2016). Krylova, Elizaveta . In: Working Paper Series. RePEc:ecb:ecbwps:20161912.

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2016Net debt supply shocks in the euro area and the implications for QE. (2016). Joyce, Michael ; Blattner, Tobias . In: Working Paper Series. RePEc:ecb:ecbwps:20161957.

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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). Ferrero, Giuseppe ; Neri, Stefano ; Gross, Marco . In: Working Paper Series. RePEc:ecb:ecbwps:20172088.

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2016The macroeconomic determinants of the US term structure during the Great Moderation. (2016). Paccagnini, Alessia. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pa:p:216-225.

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2016Forecasting economic activity from yield curve factors. (2016). Tzavalis, Elias ; Argyropoulos, Efthymios . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:293-311.

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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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2016An explicitly solvable Heston model with stochastic interest rate. (2016). Sun, Y ; Recchioni, M C. In: European Journal of Operational Research. RePEc:eee:ejores:v:249:y:2016:i:1:p:359-377.

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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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2016Bond portfolio optimization using dynamic factor models. (2016). Santos, Andre ; Moura, Guilherme ; Caldeira, Joo F. In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:128-158.

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2016Global financial market impact of the announcement of the ECBs asset purchase programme. (2016). Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes . In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:257-265.

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2016Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market. (2016). Brossard, Olivier ; Saroyan, Susanna . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:163-185.

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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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2016The informational content of the embedded deflation option in TIPS. (2016). Grishchenko, Olesya ; Zhang, Jianing ; Vanden, Joel M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:65:y:2016:i:c:p:1-26.

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2016Systematic multi-period stress scenarios with an application to CCP risk management. (2016). de Genaro, Alan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:67:y:2016:i:c:p:119-134.

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2016Credit and liquidity in interbank rates: A quadratic approach. (2016). Roussellet, Guillaume ; Renne, Jean-Paul ; Monfort, Alain ; Dubecq, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:29-46.

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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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2016Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme. (2016). Schwaab, Bernd ; Eser, Fabian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:1:p:147-167.

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2016Can credit spreads help predict a yield curve?. (2016). Abdymomunov, Azamat ; Jeong, KI ; Ho, Kyu . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:64:y:2016:i:c:p:39-61.

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2016What is the effect of unconventional monetary policy on bank performance?. (2016). mamatzakis, emmanuel ; Bermpei, Theodora . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:239-263.

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2016Quantitative easing and the post-crisis surge in financial flows to developing countries. (2016). Mohapatra, Sanket ; Lim, Jamus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:331-357.

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2016The cooperative bank difference before and after the global financial crisis. (2016). Ciciretti, Rocco ; Becchetti, Leonardo ; Paolantonio, Adriana . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:69:y:2016:i:c:p:224-246.

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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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2016What are the macroeconomic effects of asset purchases?. (2016). Wieladek, Tomasz ; Weale, Martin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:79:y:2016:i:c:p:81-93.

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2016Decomposing real and nominal yield curves. (2016). Moench, Emanuel ; Crump, Richard ; Adrian, Tobias ; Yu, Rui ; Abrahams, Michael . In: Journal of Monetary Economics. RePEc:eee:moneco:v:84:y:2016:i:c:p:182-200.

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2016Determination of zero-coupon and spot rates from treasury data by maximum entropy methods. (2016). Gzyl, Henryk ; Mayoral, Silvia . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:456:y:2016:i:c:p:38-50.

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2017An empirical decomposition of the liquidity premium in breakeven inflation rates. (2017). GuLER, Mustafa Haluk ; 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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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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2016A macro-finance term structure model with multivariate stochastic volatility. (2016). Laurini, Márcio ; Caldeira, Joo F. In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:68-90.

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2016Is a pure TIPS strategy truly risk free?. (2016). Haensly, Paul J. In: Review of Financial Economics. RePEc:eee:revfin:v:28:y:2016:i:c:p:1-20.

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2016Financial crises and estimation bias in international bond markets. (2016). Juneja, Januj A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:593-607.

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2016Did quantitative easing affect interest rates outside the US? New evidence based on interest rate differentials. (2016). Gros, Daniel ; Belke, Ansgar ; Osowski, Thomas . In: CEPS Papers. RePEc:eps:cepswp:11266.

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2016Why Are Long-Term Interest Rates So Low?. (2016). Rudebusch, Glenn ; Bauer, Michael. In: FRBSF Economic Letter. RePEc:fip:fedfel:00114.

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2016Deflation Risk and Implications for Life Insurers. (2016). Begin, Jean-Franois . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:46-:d:84409.

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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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2016Monetary Policy and Corporate Bond Returns. (2016). Kontonikas, Alexandros ; Maio, Paulo ; Zekaite, Zivile . In: Working Papers. RePEc:gla:glaewp:2016_05.

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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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2016Analyzing and Comparing Basels III Sensitivity Based Approach for the interest rate risk in the trading book. (2016). Sayah, Mabelle . In: Post-Print. RePEc:hal:journl:hal-01217928.

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2016What Derives the Bond Portfolio Value-at-Risk: Information Roles of Macroeconomic and Financial Stress Factors. (2016). Tu, Anthony H ; Chen, Cathy Yi-Hsuan . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-006.

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2016International dynamics of inflation expectations. (2016). Netšunajev, Aleksei ; Netunajev, Aleksei . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-019.

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2016Quantitative Easing: An Underappreciated Success. (2016). Gagnon, Joseph. In: Policy Briefs. RePEc:iie:pbrief:pb16-4.

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2016From bond yield to macroeconomic instability: The effect of negative interest rates. (2016). Tedeschi, Gabriele ; Recchioni, Maria Cristina . In: Working Papers. RePEc:jau:wpaper:2016/06.

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2016Government Support of Banks and Bank Lending. (2016). Demiralp, Selva ; Lloyd, Nathan ; Bassett, William. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1611.

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2016The response of euro area sovereign spreads to the ECB unconventional monetary policies. (2016). Dewachter, Hans ; Wijnandts, Jean-Charles ; Iania, Leonardo . In: Working Paper Research. RePEc:nbb:reswpp:201610-309.

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2016Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities. (2016). Longstaff, Francis ; Chernov, Mikhail ; Dunn, Brett R. In: NBER Working Papers. RePEc:nbr:nberwo:22096.

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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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2016Demographics and the Behavior of Interest Rates. (2016). Favero, Carlo ; Yang, Haoxi ; Gozluklu, Arie E. In: IMF Economic Review. RePEc:pal:imfecr:v:64:y:2016:i:4:d:10.1057_s41308-016-0020-2.

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2016Inflation expectations derived from a portfolio model. (2016). Covarrubias, Enrique ; Hernandez-Del, Gerardo . In: MPRA Paper. RePEc:pra:mprapa:69489.

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2016Assessing the effects of unconventional monetary policy on pension funds risk incentives. (2016). Nguyen, Duc Khuong ; Gounopoulos, Dimitrios ; Boubaker, Sabri ; Paltalidis, Nikos . In: MPRA Paper. RePEc:pra:mprapa:73398.

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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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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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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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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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2016Testing the Performance of Cubic Splines and Nelson-Siegel Model for Estimating the Zero-coupon Yield Curve. (2016). Eva, Loreni . In: Naše gospodarstvo/Our economy. RePEc:vrs:ngooec:v:62:y:2016:i:2:p:42-50:n:5.

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

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2016The effect of conventional and unconventional euro area monetary policy on macroeconomic variables. (2016). Krippner, Leo ; Halberstadt, Arne . In: Discussion Papers. RePEc:zbw:bubdps:492016.

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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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2016Did quantitative easing affect interest rates outside the US? New evidence based on interest tate differentials. (2016). Gros, Daniel ; Belke, Ansgar ; Osowski, Thomas . In: Ruhr Economic Papers. RePEc:zbw:rwirep:600.

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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.
[Full Text][Citation analysis]		article76
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2008An arbitrage-free generalized Nelson-Siegel term structure model.(2008) In: Working Paper Series.
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2008An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model.(2008) In: NBER Working Papers.
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2008An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model.(2008) In: PIER Working Paper Archive.
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2007The affine arbitrage-free class of Nelson-Siegel term structure models.(2007) In: Working Paper Series.
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2007The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models.(2007) In: NBER Working Papers.
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2007The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models.(2007) In: PIER Working Paper Archive.
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2014When will the Fed end its zero rate 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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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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2017New Evidence for a Lower New Normal in Interest Rates.(2017) 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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