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 %)

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   Permalink: http://citec.repec.org/pch1126
   Updated: 2020-09-14    RAS profile: 2015-06-10    
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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.

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

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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.

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

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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.

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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.

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

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

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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.

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

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

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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

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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.

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

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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.

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

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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

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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.

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

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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.

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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.

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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.

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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.

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

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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

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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]		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.
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2008An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model.(2008) In: NBER Working Papers.
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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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