Jens Henrik Eggert Christensen : Citation Profile


Are you Jens Henrik Eggert Christensen?

Federal Reserve Bank of San Francisco

11

H index

11

i10 index

735

Citations

RESEARCH PRODUCTION:

37

Articles

31

Papers

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 45
   Journals where Jens Henrik Eggert Christensen has often published
   Relations with other researchers
   Recent citing documents: 97.    Total self citations: 31 (4.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1126
   Updated: 2020-09-14    RAS profile: 2015-06-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Lopez, Jose (6)

Krogstrup, Signe (5)

Rudebusch, Glenn (4)

Spiegel, Mark (2)

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:

Rudebusch, Glenn (24)

Krippner, Leo (24)

Mouabbi, Sarah (16)

Wu, Jing Cynthia (16)

Bauer, Michael (12)

Belke, Ansgar (12)

Carriero, Andrea (12)

Moreno Gutiérrez, José (12)

Hamilton, James (11)

Laurini, Márcio (10)

Grishchenko, Olesya (9)

Cites to:

Rudebusch, Glenn (64)

Diebold, Francis (22)

Lopez, Jose (20)

Singleton, Kenneth (12)

Bauer, Michael (10)

Orphanides, Athanasios (9)

Wu, Jing Cynthia (8)

Piazzesi, Monika (8)

Wright, Jonathan (7)

Gürkaynak, Refet (7)

Krippner, Leo (7)

Main data


Where Jens Henrik Eggert Christensen has published?


Journals with more than one article published# docs
FRBSF Economic Letter29

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco24
Working Papers / Swiss National Bank2

Recent works citing Jens Henrik Eggert Christensen (2020 and 2019)


YearTitle of citing document
2019Bond Risk Premiums at the Zero Lower Bound. (2019). Meldrum, Andrew ; Jorgensen, Kasper ; Andreasen, Martin Moller. In: CREATES Research Papers. RePEc:aah:create:2019-10.

Full description at Econpapers || Download paper

2019Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: AMSE Working Papers. RePEc:aim:wpaimx:1932.

Full description at Econpapers || Download paper

2020(Why) do central banks care about their profits?. (2020). Ioannidou, Vasso ; Goncharov, Igor ; Schmalz, Martin C. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:018.

Full description at Econpapers || Download paper

2019Arbitrage-Free Regularization. (2018). Hyndman, Cody B ; Kratsios, Anastasis. In: Papers. RePEc:arx:papers:1710.05114.

Full description at Econpapers || Download paper

2020Capturing Model Risk and Rating Momentum in the Estimation of Probabilities of Default and Credit Rating Migrations. (2018). Smith, Greig ; Reis, Goncalo Dos ; Pfeuffer, Marius. In: Papers. RePEc:arx:papers:1809.09889.

Full description at Econpapers || Download paper

2019Monetary Policy and Wealth Inequalities in Great Britain: Assessing the role of unconventional policies for a decade of household data. (2019). Fasianos, Apostolos ; Evgenidis, Anastasios. In: Papers. RePEc:arx:papers:1912.09702.

Full description at Econpapers || Download paper

2019Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106.

Full description at Econpapers || Download paper

2019Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects. (2019). Tuzcuoglu, Kerem. In: Staff Working Papers. RePEc:bca:bocawp:19-16.

Full description at Econpapers || Download paper

2019An assessment of recent trends in market-based expected iflation in the euro area. (2019). Pericoli, Marcello. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_542_19.

Full description at Econpapers || Download paper

2019Evaluating the macroeconomic effects of the ECB’s unconventional monetary policies. (2019). Sahuc, Jean-Guillaume ; Mouabbi, Sarah. In: Working papers. RePEc:bfr:banfra:708.

Full description at Econpapers || Download paper

2019Unconventional monetary policy tools: a cross-country analysis. (2019). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:63.

Full description at Econpapers || Download paper

2019Measuring stakeholders’ expectations for the central bank’s policy rate. (2019). Wibisono, Okiriza ; Zulen, Alvin Andhika. In: IFC Bulletins chapters. RePEc:bis:bisifc:50-19.

Full description at Econpapers || Download paper

2019Risk endogeneity at the lender/investor-of-last-resort. (2019). Lucas, Andre ; Zhang, Xin ; Schwaab, Bernd ; Caballero, Diego. In: BIS Working Papers. RePEc:bis:biswps:766.

Full description at Econpapers || Download paper

2019GOVERNMENT BOND YIELDS AT THE EFFECTIVE LOWER BOUND: INTERNATIONAL EVIDENCE. (2019). Siklos, Pierre ; st Amand, Samantha ; Lombardi, Domenico. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:37:y:2019:i:1:p:102-120.

Full description at Econpapers || Download paper

2019Official demand for US debt: implications for US real rates. (2019). Zinna, Gabriele ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0796.

Full description at Econpapers || Download paper

2020A shadow rate without a lower bound constraint. (2020). Ristiniemi, Annukka ; De Rezende, Rafael. In: Bank of England working papers. RePEc:boe:boeewp:0864.

Full description at Econpapers || Download paper

2020The effects of conventional and unconventional monetary policy : identification through the yield curve. (2020). Nelimarkka, Jaakko ; Kortela, Tomi . In: Research Discussion Papers. RePEc:bof:bofrdp:2020_003.

Full description at Econpapers || Download paper

2019Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information. (2019). LINTON, OLIVER ; la Vecchia, D ; Koo, B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1916.

Full description at Econpapers || Download paper

2019Quantitative Easing and the Hot Potato Effect: Evidence from Euro Area Banks. (2019). Whelan, Karl ; Ryan, Ellen. In: Research Technical Papers. RePEc:cbi:wpaper:1/rt/19.

Full description at Econpapers || Download paper

2019Inflation, Inflation Expectations, and the Phillips Curve: Working Paper 2019-07. (2019). Chen, Yiqun. In: Working Papers. RePEc:cbo:wpaper:55501.

Full description at Econpapers || Download paper

2020Negative Interest Rates in the Five Eurozone Countries from Central and Eastern Europe. (2020). Staehr, Karsten ; Reigl, Nicolas. In: CESifo Forum. RePEc:ces:ifofor:v:21:y:2020:i:01:p:24-30.

Full description at Econpapers || Download paper

2019Monetary Policy and Shadow Banking: Trapped between a Rock and a Hard Place. (2019). Hodula, Martin. In: Working Papers. RePEc:cnb:wpaper:2019/5.

Full description at Econpapers || Download paper

2019Fluctuations in Economic Uncertainty and Transmission of Monetary Policy Shocks: Evidence Using Daily Surveys from Brazil. (2019). Timmermann, Allan ; Qu, Ritong ; Burjack, Rafael . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14097.

Full description at Econpapers || Download paper

2019R* and the Global Economy. (2019). Glick, Reuven. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_013.

Full description at Econpapers || Download paper

2019Effects of QE on sovereign bond spreads through the safe asset channel. (2019). End, Jan Willem ; van den End, Jan Willem. In: DNB Working Papers. RePEc:dnb:dnbwpp:647.

Full description at Econpapers || Download paper

2020Natural Rate Chimera and Bond Pricing Reality. (2020). Brand, Claus ; Lemke, Wolfgang ; Goy, Gavin. In: DNB Working Papers. RePEc:dnb:dnbwpp:666.

Full description at Econpapers || Download paper

2019Evaluating the Macroeconomic Effects of the ECBs Unconventional Monetary Policies. (2019). Sahuc, Jean-Guillaume ; Mouabbi, Sarah. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-2.

Full description at Econpapers || Download paper

2019Profitability and Risk-Taking Among Cooperative Banks in the Eurozone. (2019). ben Bouheni, Faten ; Sahut, Jean-Michel. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00264.

Full description at Econpapers || Download paper

2019Risk endogeneity at the lender/investor-of-last-resort. (2019). Lucas, Andre ; Zhang, Xin ; Schwaab, Bernd ; Caballero, Diego. In: Working Paper Series. RePEc:ecb:ecbwps:20192225.

Full description at Econpapers || Download paper

2019Medium term treatment and side effects of quantitative easing: international evidence. (2019). Stracca, Livio ; Duca, Ioana A ; Beck, Roland. In: Working Paper Series. RePEc:ecb:ecbwps:20192229.

Full description at Econpapers || Download paper

2020Monetary policy transmission over the leverage cycle: evidence for the euro area. (2020). Bräuer, Leonie ; Brauer, Leonie ; Runstler, Gerhard. In: Working Paper Series. RePEc:ecb:ecbwps:20202421.

Full description at Econpapers || Download paper

2019Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:1.

Full description at Econpapers || Download paper

2020The effects of conventional and unconventional monetary policy on forecasting the yield curve. (2020). Eo, Yunjong ; Ho, Kyu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s016518891930209x.

Full description at Econpapers || Download paper

2020How has empirical monetary policy analysis in the U.S. changed after the financial crisis?. (2020). Jackson Young, Laura ; Owyang, Michael T ; Francis, Neville R. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:309-321.

Full description at Econpapers || Download paper

2020Impact of the Asset Purchase Programme on euro area government bond yields using market news. (2020). de Santis, Roberto A. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:192-209.

Full description at Econpapers || Download paper

2019The role of leverage in quantitative easing decisions: Evidence from the UK. (2019). Philippas, Dionisis ; Tomuleasa, Iuliana ; Papadamou, Stephanos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:308-324.

Full description at Econpapers || Download paper

2019Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices. (2019). Rudebusch, Glenn ; Andreasen, Martin M. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:26-46.

Full description at Econpapers || Download paper

2019Unconventional monetary policy effects on output and inflation: A meta-analysis. (2019). Tzeremes, Panayiotis ; Kyriazis, Ikolaos A ; Papadamou, Stephanos. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:295-305.

Full description at Econpapers || Download paper

2019A structural break approach to analysing the impact of the QE portfolio balance channel on the US stock market. (2019). Shah, Imran Hussain ; Hatfield, Richard ; Malki, Issam ; Schmidt-Fischer, Francesca. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:204-220.

Full description at Econpapers || Download paper

2019Market risk and market-implied inflation expectations. (2019). Orlowski, Lucjan ; Soper, Carolyne. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521919301978.

Full description at Econpapers || Download paper

2019Inflation expectation, monetary policy credibility, and exchange rates. (2019). Kim, Young Min ; Lee, Seojin. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318306184.

Full description at Econpapers || Download paper

2019Global trends in interest rates. (2019). Giannone, Domenico ; Del Negro, Marco ; Tambalotti, Andrea ; Giannoni, Marc P. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:248-262.

Full description at Econpapers || Download paper

2019Non-monetary news in central bank communication. (2019). Schrimpf, Andreas ; Cieslak, Anna. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:293-315.

Full description at Econpapers || Download paper

2020Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts. (2020). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Papadamou, Stephanos ; Zopounidis, Constantin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119304093.

Full description at Econpapers || Download paper

2019Decomposing global yield curve co-movement. (2019). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph P. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:500-513.

Full description at Econpapers || Download paper

2020Government support of banks and bank lending. (2020). Demiralp, Selva ; Lloyd, Nathan ; Bassett, William. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301693.

Full description at Econpapers || Download paper

2019Expectation and duration at the effective lower bound. (2019). King, Thomas B. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:3:p:736-760.

Full description at Econpapers || Download paper

2020r* and the global economy. (2020). Glick, Reuven. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:102:y:2020:i:c:s0261560619305881.

Full description at Econpapers || Download paper

2019Natural rates across the Atlantic. (2019). Neri, Stefano ; Gerali, Andrea. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070417304652.

Full description at Econpapers || Download paper

2020How do monetary transmission channels influence inflation in the short and long run? Evidence from the QQE regime in Japan. (2020). Lau, Wee Yeap ; Yip, Tien-Ming. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300049.

Full description at Econpapers || Download paper

2019The threshold effect of market sentiment and inflation expectations on gold price. (2019). Xu, Xiangyun ; Jia, Fei ; Huang, Xiaoyong ; Shi, YU. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:77-83.

Full description at Econpapers || Download paper

2019Comovement and disintegration of EU sovereign bond markets during the crisis. (2019). Vacha, Lukas ; Baxa, Jaromir ; Molik, Filip. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:541-556.

Full description at Econpapers || Download paper

2020Do bond markets find inflation targets credible? Evidence from five inflation-targeting countries. (2020). Ka, Kook ; Ho, Kyu ; Kim, Young Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:66-84.

Full description at Econpapers || Download paper

2019The Czech Government Yield Curve Decomposition at the Lower Bound. (2019). Komarkova, Zlatuse ; Kucera, Adam ; Dvorak, Michal. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:69:y:2019:i:1:p:2-36.

Full description at Econpapers || Download paper

2019The Bumpy Road to 2 Percent: Managing Inflation in the Current Economy. (2019). Daly, Mary. In: Speech. RePEc:fip:fedfsp:193.

Full description at Econpapers || Download paper

2019Bond Risk Premiums at the Zero Lower Bound. (2019). Meldrum, Andrew C ; Joergensen, Kasper ; Andreasen, Martin M. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-40.

Full description at Econpapers || Download paper

2020An Analysis of the Literature on International Unconventional Monetary Policy. (2018). Neely, Christopher ; Bhattarai, Saroj. In: Working Papers. RePEc:fip:fedlwp:2016-021.

Full description at Econpapers || Download paper

2020Does Monetary Policy Influence the Profitability of Banks in New Zealand?. (2020). , Ly ; Acharya, Sanjeev ; Kumar, Vijay. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:2:p:35-:d:369148.

Full description at Econpapers || Download paper

2020Forecasting the Term Structure of Interest Rates with Dynamic Constrained Smoothing B-Splines. (2020). Fabris, Antonio Elias ; Moura, Marcelo ; Alencar, Airlane Pereira ; Mineo, Eduardo. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:65-:d:340878.

Full description at Econpapers || Download paper

2020The Spillover Effects of the US Unconventional Monetary Policy: New Evidence from Asian Developing Countries. (2020). Huong, Hoang Cam ; Ngoc, Thi Bich. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:165-:d:390855.

Full description at Econpapers || Download paper

2019A Study on Global Investors’ Criteria for Investment in the Local Currency Bond Markets Using AHP Methods: The Case of the Republic of Korea. (2019). Park, Min Jae ; Jang, Jae Young. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:101-:d:272823.

Full description at Econpapers || Download paper

2019New Evidence on the Effects of Quantitative Easing. (2019). Jouvanceau, Valentin. In: Working Papers. RePEc:gat:wpaper:1912.

Full description at Econpapers || Download paper

2019Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: Working Papers. RePEc:hal:wpaper:halshs-02359503.

Full description at Econpapers || Download paper

2019Risk endogeneity at the lender/investor-of-last-resort. (2019). Schwaab, Bernd ; Lucas, Andr E ; Caballero, Diego ; Zhang, Xin. In: Working Paper Series. RePEc:hhs:rbnkwp:0382.

Full description at Econpapers || Download paper

2019Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson‐Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: Working Papers. RePEc:igi:igierp:639.

Full description at Econpapers || Download paper

2019Pledged Collateral Markets Role in Transmission to Short-Term Market Rates. (2019). Goel, Rohit ; Singh, Manmohan. In: IMF Working Papers. RePEc:imf:imfwpa:19/106.

Full description at Econpapers || Download paper

2019Liquidity Ratios as Monetary Policy Tools: Some Historical Lessons for Macroprudential Policy. (2019). Vari, Miklos ; Monnet, Eric. In: IMF Working Papers. RePEc:imf:imfwpa:19/176.

Full description at Econpapers || Download paper

2019Perspectives From the Past for the Federal Reserve¡¯s Monetary Policy and Communication. (2019). Kovanen, Arto. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:10:y:2019:i:1:p:31-51.

Full description at Econpapers || Download paper

2019Stock Price Reactions to Wire News from the European Central Bank: Evidence from Changes in the Sentiment Tone and International Market Indexes. (2019). Apergis, Nicholas ; Pragidis, Ioannis. In: International Advances in Economic Research. RePEc:kap:iaecre:v:25:y:2019:i:1:d:10.1007_s11294-019-09721-y.

Full description at Econpapers || Download paper

2019The effects of Brexit on credit spreads: Evidence from UK and Eurozone corporate bond markets. (2019). Korus, Arthur ; Kadiric, Samir. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:16:y:2019:i:1:d:10.1007_s10368-018-00424-z.

Full description at Econpapers || Download paper

2020An Unconventional Approach to Evaluate the Bank of England’s Asset Purchase Program. (2020). Neuenkirch, Matthias. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:1:d:10.1007_s11079-019-09527-9.

Full description at Econpapers || Download paper

2020Central Bank Capital and Credibility: A Literature Survey. (2020). Tanaka, Atsushi. In: Discussion Paper Series. RePEc:kgu:wpaper:208.

Full description at Econpapers || Download paper

2020Estimation of a Nonparametric Model for Bond Prices from Cross-Section and Time Series Information. (2020). Linton, Oliver ; la Vecchia, Davide ; Koo, Bonsoo . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-4.

Full description at Econpapers || Download paper

2019Is a recession imminent? The signal of the yield curve. (2019). van Nieuwenhuyze, CH ; Deroose, M ; de Backer, B. In: Economic Review. RePEc:nbb:ecrart:y:2019:m:june:i:i:p:69-93.

Full description at Econpapers || Download paper

2020Fading the effects of coronavirus with monetary policy. (2020). pinshi, christian ; Malata, Alain K. In: MPRA Paper. RePEc:pra:mprapa:101526.

Full description at Econpapers || Download paper

2019Assessing the Macroeconomic Impact of the ECB’s Asset Purchase Programme in a Dynamic Nelson–Siegel Modelling Framework. (2019). Zhou, Siwen. In: MPRA Paper. RePEc:pra:mprapa:92530.

Full description at Econpapers || Download paper

2019The causal relationship between short- and long-term interest rates: an empirical assessment of the United States. (2019). Deleidi, Matteo ; Levrero, Enrico Sergio. In: MPRA Paper. RePEc:pra:mprapa:93608.

Full description at Econpapers || Download paper

2019Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis. (2019). GUPTA, RANGAN ; Torrent, Hudson S ; Suleman, Tahir ; Caldeira, Joao F. In: Working Papers. RePEc:pre:wpaper:201911.

Full description at Econpapers || Download paper

2019Monetary Policy and the Limits to Arbitrage: Insights from a New Keynesian Preferred Habitat Model. (2019). Ray, Walker. In: 2019 Meeting Papers. RePEc:red:sed019:692.

Full description at Econpapers || Download paper

2019Forecasting the Yield Curve with Dynamic Factors. (2019). Stark, Thomas ; Reschenhofer, Erhard. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2019:i:1:p:101-113.

Full description at Econpapers || Download paper

2019A survey-based estimation of the Swiss franc forward term premium. (2019). Guggenheim, Basil ; Fuhrer, Lucas ; Juttner, Matthias. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:155:y:2019:i:1:d:10.1186_s41937-019-0034-6.

Full description at Econpapers || Download paper

2020A tale of two shocks: The dynamics of international real estate markets. (2020). Bekiros, Stelios ; Jayasekera, Ranadeva ; Ege, Oskar ; Uddin, Gazi Salah ; Dahlstrom, Amanda. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:1:p:3-27.

Full description at Econpapers || Download paper

2020Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations. (2020). Swanson, Norman ; Yang, Xiye ; Xiong, Weiqi. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:5:p:587-613.

Full description at Econpapers || Download paper

2020Samuelson hypothesis, arbitrage activity, and futures term premiums. (2020). Brooks, Robert ; Teterin, Pavel . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:9:p:1420-1441.

Full description at Econpapers || Download paper

2019Evaluating the Macroeconomic Effects of the ECBs Unconventional Monetary Policies. (2019). Sahuc, Jean-Guillaume ; Mouabbi, Sarah. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:51:y:2019:i:4:p:831-858.

Full description at Econpapers || Download paper

2020Official Demand for U.S. Debt: Implications for U.S. Real Rates. (2020). Zinna, Gabriele ; Kaminska, Iryna. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:2-3:p:323-364.

Full description at Econpapers || Download paper

2020Inflation‐Indexed Bonds and Nominal Bonds: Financial Innovation and Precautionary Motives. (2020). Kang, Minwook. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:4:p:721-745.

Full description at Econpapers || Download paper

2020Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks. (2020). Tillmann, Peter ; PeterTillmann, . In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:4:p:803-833.

Full description at Econpapers || Download paper

2020A Note of Caution on Shadow Rate Estimates. (2020). Krippner, Leo. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:4:p:951-962.

Full description at Econpapers || Download paper

2020The Euro Area Bond Free Float and the Implications for QE. (2020). , Michael ; Blattner, Tobias S. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:6:p:1361-1395.

Full description at Econpapers || Download paper

2019Forecasting Bond Risk Premia with Unspanned Macroeconomic Information. (2019). Liu, Rui. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:09:y:2019:i:01:n:s2010139219400019.

Full description at Econpapers || Download paper

2019Echo over the Great Wall: Spillover Effects of QE Announcements on Chinese Yield Curve. (2019). Niu, Linlin ; Lin, Mucai. In: Working Papers. RePEc:wyi:wpaper:002405.

Full description at Econpapers || Download paper

2020Foreign exchange interventions under a one-sided target zone regime and the Swiss franc. (2020). Hertrich, Markus. In: Discussion Papers. RePEc:zbw:bubdps:212020.

Full description at Econpapers || Download paper

2020The (ir)relevance of the nominal lower bound for real yield curve analysis. (2020). Schupp, Fabian. In: Discussion Papers. RePEc:zbw:bubdps:322020.

Full description at Econpapers || Download paper

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]
article133
2012The response of interest rates to U.S. and U.K. quantitative easing.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 133
paper
2009An arbitrage-free generalized Nelson--Siegel term structure model In: Econometrics Journal.
[Full Text][Citation analysis]
article64
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: 64
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: 64
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: 64
paper
2011The affine arbitrage-free class of Nelson-Siegel term structure models In: Journal of Econometrics.
[Full Text][Citation analysis]
article146
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: 146
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: 146
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: 146
paper
2004Confidence sets for continuous-time rating transition probabilities In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article52
2014When will the Fed end its zero rate policy? In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article1
2014Stress testing the Fed In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article0
2014Financial market outlook for inflation In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article2
2014Assessing expectations of monetary policy In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article5
2015Transmission of asset purchases: the role of reserves In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article0
2015Assessing supervisory scenarios for interest rate risk In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article0
2016Differing views on long-term inflation expectations In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article1
2016TIPS Liquidity and the Outlook for Inflation In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article1
2017Do All New Treasuries Trade at a Premium? In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article0
2017Measuring Interest Rate Risk in the Very Long Term In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article0
2017How Much Has Job Matching Efficiency Declined? In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article1
2017New Evidence for a Lower New Normal in Interest Rates In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article2
2018Do Adjustment Lags Matter for Inflation-Indexed Bonds? In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article0
2018Do Foreign Funds Matter for Emerging Market Bond Liquidity? In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article0
2018The Slope of the Yield Curve and the Near-Term Outlook In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article1
2019The Risk of Returning to the Zero Lower Bound In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article0
2019Negative Interest Rates and Inflation Expectations in Japan In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article1
2019Yield Curve Responses to Introducing Negative Policy Rates In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article1
2020Coronavirus and the Risk of Deflation In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article1
2020Emerging Bond Markets and COVID-19: Evidence from Mexico In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article0
2007Internal risk models and the estimation of default probabilities In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article0
2008Treasury bond yields and long-run inflation expectations In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article0
2008The corporate bond credit spread puzzle In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article5
2009Have the Fed liquidity facilities had an effect on Libor? In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article4
2009Inflation expectations and the risk of deflation In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article3
2010TIPS and the risk of deflation In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article0
2011Has the Treasury benefited from issuing TIPS? In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article0
2011TIPS liquidity, breakeven inflation, and inflation expectations In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article1
2012Do Fed TIPS purchases affect market liquidity? In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article7
2009Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields In: Proceedings.
[Full Text][Citation analysis]
article94
2008Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 94
paper
2010Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields.(2010) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 94
article
2009Do central bank liquidity facilities affect interbank lending rates? In: Working Paper Series.
[Full Text][Citation analysis]
paper68
2014Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?.(2014) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68
article
2011Extracting deflation probability forecasts from Treasury yields In: Working Paper Series.
[Full Text][Citation analysis]
paper14
2012Extracting Deflation Probability Forecasts from Treasury Yields.(2012) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
article
2011A model-independent maximum range for the liquidity correction of TIPS yields In: Working Paper Series.
[Full Text][Citation analysis]
paper2
2012Pricing deflation risk with U.S. Treasury yields In: Working Paper Series.
[Full Text][Citation analysis]
paper7
2013Estimating Shadow-Rate Term Structure Models with Near-Zero Yields In: Working Paper Series.
[Full Text][Citation analysis]
paper41
2013Does Quantitative Easing Affect Market Liquidity? In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2015A Regime-Switching Model of the Yield Curve at the Zero Bound In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2013A Probability-Based Stress Test of Federal Reserve Assets and Income In: Working Paper Series.
[Full Text][Citation analysis]
paper24
2013Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? In: Working Paper Series.
[Full Text][Citation analysis]
paper19
2014Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? In: Working Paper Series.
[Full Text][Citation analysis]
paper3
2014Transmission of Quantitative Easing: The Role of Central Bank Reserves In: Working Paper Series.
[Full Text][Citation analysis]
paper12
2015Transmission of Quantitative Easing: The Role of Central Bank Reserves.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2017A Portfolio Model of Quantitative Easing In: Working Paper Series.
[Full Text][Citation analysis]
paper7
2016A Portfolio Model of Quantitative Easing.(2016) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2016A Portfolio Model of Quantitative Easing.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2017A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt In: Working Paper Series.
[Full Text][Citation analysis]
paper9
2017Is There an On-the-Run Premium in TIPS? In: Working Paper Series.
[Full Text][Citation analysis]
paper1
2017The TIPS Liquidity Premium In: Working Paper Series.
[Full Text][Citation analysis]
paper1
2017Term Structure Analysis with Big Data In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2018Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2019Bond Flows and Liquidity: Do Foreigners Matter? In: Working Paper Series.
[Full Text][Citation analysis]
paper1
2019Assessing Abenomics: Evidence from Inflation-Indexed Japanese Government Bonds In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2019The Safety Premium of Safe Assets In: Working Paper Series.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team