Jens Henrik Eggert Christensen : Citation Profile

Are you Jens Henrik Eggert Christensen?

Federal Reserve Bank of San Francisco

13

H index

13

i10 index

997

Citations

RESEARCH PRODUCTION:

39

Articles

37

Papers

RESEARCH ACTIVITY:

   17 years (2004 - 2021). See details.
   Cites by year: 58
   Journals where Jens Henrik Eggert Christensen has often published
   Relations with other researchers
   Recent citing documents: 178.    Total self citations: 42 (4.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1126
   Updated: 2022-06-22    RAS profile: 2015-06-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Lopez, Jose (7)

Rudebusch, Glenn (5)

Krogstrup, Signe (3)

Spiegel, Mark (3)

Mirkov, Nikola (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 (37)

Krippner, Leo (25)

Bauer, Michael (22)

Wu, Jing Cynthia (19)

Mouabbi, Sarah (18)

Moreno Gutiérrez, José (16)

Carriero, Andrea (13)

Belke, Ansgar (12)

Schupp, Fabian (11)

Laurini, Márcio (11)

Hamilton, James (11)

Cites to:

Rudebusch, Glenn (97)

Lopez, Jose (31)

Diebold, Francis (29)

Singleton, Kenneth (27)

Duffee, Greg (16)

Bauer, Michael (15)

Williams, John (15)

Nelson, Charles (13)

Orphanides, Athanasios (12)

Krippner, Leo (12)

Wu, Jing Cynthia (11)

Main data

Where Jens Henrik Eggert Christensen has published?

Journals with more than one article published# docs
FRBSF Economic Letter31

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco28
Working Papers / Swiss National Bank3

Recent works citing Jens Henrik Eggert Christensen (2021 and 2020)

YearTitle of citing document
2021The incremental information in the yield curve about future interest rate risk. (2021). Veliyev, Bezirgen ; Kjar, Mads Markvart ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2021-11.

Full description at Econpapers || Download paper

2020Interest Rates under Falling Stars. (2020). Rudebusch, Glenn ; Bauer, Michael. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:5:p:1316-54.

Full description at Econpapers || Download paper

2021A Multicountry Model of the Term Structures of Interest Rates with a GVAR. (2021). Moura, Rubens ; Candelon, Bertrand. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021007.

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

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

2021Pricing and Hedging of SOFR Derivatives under Differential Funding Costs and Collateralization. (2021). Bickersteth, Matthew ; Rutkowski, Marek. In: Papers. RePEc:arx:papers:2112.14033.

Full description at Econpapers || Download paper

2022Decomposing LIBOR in Transition: Evidence from the Futures Markets. (2022). Skov, Jacob Bjerre ; Skovmand, David. In: Papers. RePEc:arx:papers:2201.06930.

Full description at Econpapers || Download paper

2021Constructing the Yield Curve for Sri Lankas Government Bond Market. (2021). Pathirannehelage, Kangara ; Liyanage, Dewundara. In: International Journal of Business and Economic Affairs (IJBEA). RePEc:aya:ijbeaa:2021:p:56-69.

Full description at Econpapers || Download paper

2020Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature. (2020). Yang, Jing ; Witmer, Jonathan ; Priftis, Romanos ; Kozicki, Sharon ; Suchanek, Lena ; Johnson, Grahame. In: Discussion Papers. RePEc:bca:bocadp:20-16.

Full description at Econpapers || Download paper

2020Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields. (2020). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:20-14.

Full description at Econpapers || Download paper

2021Debt-Secular Economic Changes and Bond Yields. (2021). Fontaine, Jean-Sebastien ; Feunou, Bruno. In: Staff Working Papers. RePEc:bca:bocawp:21-14.

Full description at Econpapers || Download paper

2020Break-even inflation rates: the Italian case. (2020). Fanari, Marco ; di Iorio, Alberto. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_578_20.

Full description at Econpapers || Download paper

2021Inflation expectations in the euro area: indicators, analyses and models used at Banca d’Italia. (2021). Zizza, Roberta ; Tagliabracci, Alex ; Notarpietro, Alessandro ; Fantino, Davide ; Tiseno, Andrea ; Riggi, Marianna ; Cecchetti, Sara. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_612_21.

Full description at Econpapers || Download paper

2021Does one (unconventional) size fit all? Effects of the ECBs unconventional monetary policies on the euro area economies. (2021). Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:829.

Full description at Econpapers || Download paper

2021The relation between municipal and government bond yields in an era of unconventional monetary policy. (2021). Österholm, Pär ; Nordstrom, Martin ; Knezevic, David ; Osterholm, Par. In: Economic Notes. RePEc:bla:ecnote:v:50:y:2021:i:1:n:e12176.

Full description at Econpapers || Download paper

2021Currency hedging and quantitative easing: Evidence from global bond markets. (2021). Zhong, Rui ; Zhang, Jie ; Kryzanowski, Lawrence. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:555-597.

Full description at Econpapers || Download paper

2021Learning From Disagreement in the U.S. Treasury Bond Market. (2021). Singleton, Kenneth J ; Laursen, Kristoffer T ; Giacoletti, Marco. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:395-441.

Full description at Econpapers || Download paper

2020Market Price of Longevity Risk for a Multi‐Cohort Mortality Model With Application to Longevity Bond Option Pricing. (2020). Ziveyi, Jonathan ; Sherris, Michael ; Xu, Yajing. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:3:p:571-595.

Full description at Econpapers || Download paper

2021Monetary policy and long?term interest rates: Evidence from the U.S. economy. (2021). levrero, enrico ; Deleidi, Matteo. In: Metroeconomica. RePEc:bla:metroe:v:72:y:2021:i:1:p:121-147.

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

2020Liquidity and monetary transmission: a quasi-experimental approach. (2020). Wanengkirtyo, Boromeus ; Miller, Sam. In: Bank of England working papers. RePEc:boe:boeewp:0891.

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

2020Market-based Long-term Inflation Expectations in Japan: A Refinement on Breakeven Inflation Rates. (2020). Hirata, Wataru ; Hiraki, Kazuhiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp20e05.

Full description at Econpapers || Download paper

2020Constrained interest rates and changing dynamics at the zero lower bound. (2020). Strachan, Rodney ; Kaufmann, Daniel ; Baeurle, Gregor ; Rodney, Strachan ; Sylvia, Kaufmann ; Daniel, Kaufmann ; Gregor, Baurle. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:2:p:26:n:3.

Full description at Econpapers || Download paper

2021A Segmented and Observable Yield Curve for Colombia. (2021). Castro-Iragorri, Carlos ; Rodriguez, Cristhian ; Pea, Juan Felipe. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:10:y:2021:i:2:p:179-200.

Full description at Econpapers || Download paper

2021Measuring Market Expectations. (2021). Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9305.

Full description at Econpapers || Download paper

2021Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area. (2021). Timmer, Yannick ; Saidi, Farzad ; Rodnyansky, Alexander ; Bittner, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9363.

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

2020Unconventional Monetary Policy through Open Market Operations: A Principal Component Analysis. (2020). Nishimura, Kiyohiko G ; Heckel, Markus. In: CARF F-Series. RePEc:cfi:fseres:cf501.

Full description at Econpapers || Download paper

2021Estimating Shadow Policy Rates in a Small Open Economy and the Role of Foreign Factors. (2021). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:915.

Full description at Econpapers || Download paper

2021Forecasting Dynamic Term Structure Models with Autoencoders. (2021). Ramirez, J ; Castro-Iragorri, C. In: Documentos de Trabajo. RePEc:col:000092:019431.

Full description at Econpapers || Download paper

2021The Impact of ECB Corporate Sector Purchases on European Green Bonds. (2021). Zaklan, Aleksandar ; Schutze, Franziska ; Bremus, Franziska. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1938.

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

2021Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement. (2021). Verona, Fabio ; Vetlov, Igor ; Pisani, Massimiliano ; Papadopoulou, Niki ; Notarpietro, Alessandro ; Lozej, Matija ; Lemoine, Matthieu ; DARRACQ PARIES, Matthieu ; Alvarez, Luis ; Schmoller, Michaela ; Haertel, Thomas ; Cova, Pietro ; Angelini, Elena ; Consolo, Agostino ; Gumiel, Jose Emilio ; Paredes, Joan ; Turunen, Harri ; Ciccarelli, Matteo ; Langenus, Geert ; Dupraz, Stephane ; Montes-Galdon, Carlos ; Kuhl, Michael ; Aldama, Pierre ; Szorfi, Bela ; Christoffel, Kai ; Zhutova, Anastasia ; Zimic, Sreko ; de Walque, Gregory ; Matheron, Julien ; Julio, Paulo ; deWalque, Gregory ; Carroy, Alice ; Warne, Anders ; Kilponen, Juha ; Smadu, Andra ; Marotta, Fulvia ; Hurtado, Samuel ; Damjanovi, Milan ; Berbe
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

2020The (ir)relevance of the nominal lower bound for real yield curve analysis. (2020). Schupp, Fabian. In: Working Paper Series. RePEc:ecb:ecbwps:20202476.

Full description at Econpapers || Download paper

2021Text-based recession probabilities. (2021). Minesso Ferrari, Massimo ; le Mezo, Helena. In: Working Paper Series. RePEc:ecb:ecbwps:20212516.

Full description at Econpapers || Download paper

2021Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies. (2021). Lemke, Wolfgang ; Altavilla, Carlo ; Rostagno, Massimo ; Guilhem, Arthur Saint ; Motto, Roberto ; Carboni, Giacomo. In: Working Paper Series. RePEc:ecb:ecbwps:20212564.

Full description at Econpapers || Download paper

2021Natural rate chimera and bond pricing reality. (2021). Lemke, Wolfgang ; Goy, Gavin ; Brand, Claus. In: Working Paper Series. RePEc:ecb:ecbwps:20212612.

Full description at Econpapers || Download paper

2022Market-stabilization QE. (2022). Ozen, Kadir ; Motto, Roberto. In: Working Paper Series. RePEc:ecb:ecbwps:20222640.

Full description at Econpapers || Download paper

2021The Impact of Quantitative Easing on Cryptocurrency. (2021). Peng, Geng ; Liu, Ying ; Lv, Benfu ; Gu, Cong. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-04-4.

Full description at Econpapers || Download paper

2020ACACIA PROTOCOL – A PROPOSAL OF STRUCTURED PRODUCTS FOR AND WITHIN THE DECENTRALIZED FINANCE ECOSYSTEM. (2020). Voinea, Dan-Valeriu ; Stuceanu, Radu-Gabriel ; Popescu, Andrei-Drago ; Grant, Timothy Mark. In: Social Sciences and Education Research Review. RePEc:edt:jsserr:v:7:y:2020:i:1:p:362-387.

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

2020European spreads at the interest rate lower bound. (2020). Coroneo, Laura ; Pastorello, Sergio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301470.

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

2021Words and deeds in managing expectations: Empirical evidence from an inflation targeting economy. (2021). Stanisławska, Ewa ; Łyziak, Tomasz ; Stanisawska, Ewa ; Dory, Wirginia ; Baranowski, Pawe. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:49-67.

Full description at Econpapers || Download paper

2021A closed-form exact solution for pricing fixed-income variance swaps with affine-jump model. (2021). Zhu, Chunhui ; Zhang, Yuanyuan ; Li, Shaoyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001479.

Full description at Econpapers || Download paper

2022Monetary policy and bank performance: The role of business models. (2022). Huynh, Japan ; Dang, Van Dan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002011.

Full description at Econpapers || Download paper

2021Estimation of a nonparametric model for bond prices from cross-section and time series information. (2021). LINTON, OLIVER ; la Vecchia, Davide ; Koo, Bonsoo. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:562-588.

Full description at Econpapers || Download paper

2021Monetary policy at the zero lower bound: Information in the Federal Reserve’s balance sheet. (2021). Golinski, Adam ; Goliski, Adam. In: European Economic Review. RePEc:eee:eecrev:v:131:y:2021:i:c:s0014292120302439.

Full description at Econpapers || Download paper

2021The signaling effects of central bank tone. (2021). Labondance, Fabien ; Hubert, Paul. In: European Economic Review. RePEc:eee:eecrev:v:133:y:2021:i:c:s0014292121000374.

Full description at Econpapers || Download paper

2020Unifying Gaussian dynamic term structure models from a Heath–Jarrow–Morton perspective. (2020). Yu, Fan ; Ye, Xiaoxia ; Li, Haitao. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:3:p:1153-1167.

Full description at Econpapers || Download paper

2020The information content of the term structure of risk-neutral skewness. (2020). Wu, Yangru ; Chang, Hao ; Borochin, Paul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:247-274.

Full description at Econpapers || Download paper

2021What does a term structure model imply about very long-term interest rates?. (2021). Schotman, Peter C ; Pelsser, Antoon ; Balter, Anne G. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:202-219.

Full description at Econpapers || Download paper

2021The predictive power of Nelson–Siegel factor loadings for the real economy. (2021). Ma, Jun ; Jiao, Anqi ; Han, Yang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:95-127.

Full description at Econpapers || Download paper

2021Forecasting WTI crude oil futures returns: Does the term structure help?. (2021). O'Sullivan, Conall ; Bredin, Don ; Spencer, Simon. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002565.

Full description at Econpapers || Download paper

2021Neural network prediction of crude oil futures using B-splines. (2021). Shang, Han Lin ; Miao, Hong ; Kokoszka, Piotr ; Butler, Sunil. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304205.

Full description at Econpapers || Download paper

2021Keep the faith in banking: New evidence for the effects of negative interest rates based on the case of Finnish cooperative banks. (2021). Junttila, Juha ; Raatikainen, Juhani ; Perttunen, Jukka. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000673.

Full description at Econpapers || Download paper

2021Long-term foreign exchange risk premia and inflation risk. (2021). Moneta, Fabio ; Kim, Dae Hwan. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002271.

Full description at Econpapers || Download paper

2020Arbitrage-free relative Nelson–Siegel model. (2020). Ishii, Hokuto. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319304507.

Full description at Econpapers || Download paper

2021Overnight indexed swap-implied interest rate expectations. (2021). Lloyd, Simon. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310761.

Full description at Econpapers || Download paper

2021Global financial crisis and COVID-19: Industrial reactions. (2021). Yeh, Chia-Wei ; Chen, Hsuan-Chi. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000210.

Full description at Econpapers || Download paper

2022Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets. (2022). Zaremba, Adam ; Umar, Zaghum ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001239.

Full description at Econpapers || Download paper

2021When central banks buy corporate bonds: Target selection and impact of the European Corporate Sector Purchase Program. (2021). Lugo, Stefano ; Galema, Rients. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000413.

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

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

2020Do conventional monetary policy instruments matter in unconventional times?. (2020). Buchholz, Manuel ; Tonzer, Lena ; Schmidt, Kirsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301242.

Full description at Econpapers || Download paper

2020Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure. (2020). Lloyd, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301771.

Full description at Econpapers || Download paper

2021Monetary policy’s rising FX impact in the era of ultra-low rates. (2021). Ferrari, Massimo ; Schrimpf, Andreas ; Kearns, Jonathan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s037842662100100x.

Full description at Econpapers || Download paper

2022Dissecting the yield curve: The international evidence. (2022). Plazzi, Alberto ; Berardi, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002429.

Full description at Econpapers || Download paper

2022Does quantitative easing affect market liquidity?. (2022). Gillan, James M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003009.

Full description at Econpapers || Download paper

2021Term structure of interest rates: Modelling the risk premium using a two horizons framework. (2021). Uctum, Remzi ; Prat, Georges. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:421-436.

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

2021Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve. (2021). Niu, Linlin ; Lin, Mucai. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:111:y:2021:i:c:s0261560620302503.

Full description at Econpapers || Download paper

2021Quantitative easing and the hot potato effect: Evidence from euro area banks. (2021). Whelan, Karl ; Ryan, Ellen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000036.

Full description at Econpapers || Download paper

2021Bond flows and liquidity: Do foreigners matter?. (2021). Shultz, Patrick J ; Fischer, Eric. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:117:y:2021:i:c:s0261560621000462.

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

2021Liquidity injection, bank lending, and security holdings: The asymmetric effects in Vietnam. (2021). Dang, Van Cuong. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000177.

Full description at Econpapers || Download paper

2021Zero Lower Bound and negative interest rates: Choices for monetary policy in the UK. (2021). Nasir, Muhammad Ali. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:200-229.

Full description at Econpapers || Download paper

2021Monetary transmission: Are emerging market and low-income countries different?. (2021). Vlek, Jan ; Buli, Ale . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:95-108.

Full description at Econpapers || Download paper

2020A large central bank balance sheet? Floor vs corridor systems in a New Keynesian environment. (2020). Thomas, Carlos ; Thaler, Dominik ; Nuo, Galo ; Arce, Oscar. In: Journal of Monetary Economics. RePEc:eee:moneco:v:114:y:2020:i:c:p:350-367.

Full description at Econpapers || Download paper

2020Risk endogeneity at the lender/investor-of-last-resort. (2020). Schwaab, Bernd ; Lucas, Andre ; Zhang, Xin ; Caballero, Diego. In: Journal of Monetary Economics. RePEc:eee:moneco:v:116:y:2020:i:c:p:283-297.

Full description at Econpapers || Download paper

2021Monetary policy surprises and their transmission through term premia and expected interest rates. (2021). Ustek, Roman ; Mumtaz, Haroon ; Kaminska, Iryna. In: Journal of Monetary Economics. RePEc:eee:moneco:v:124:y:2021:i:c:p:48-65.

Full description at Econpapers || Download paper

2020Quantitative easing in the Euro Area – An event study approach. (2020). Watzka, Sebastian ; Urbschat, Florian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:14-36.

Full description at Econpapers || Download paper

2021US quantitative easing and firm’s default risk: The role of Corporate Social Responsibility (CSR). (2021). Chen, Sheng-Hung ; Hsu, Feng-Jui. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:650-664.

Full description at Econpapers || Download paper

2021The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation. (2021). Tzavalis, Elias ; Argyropoulos, Efthymios. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:785-796.

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

2022Non-linear cointegration between oil and stock prices: The role of interest rates. (2022). Perez-Soba, Ines ; Marquez-De, Elena ; Martinez-Caete, Ana R. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001343.

Full description at Econpapers || Download paper

2020To decrease or not to decrease: The impact of zero and negative interest rates on investment decisions. (2020). Rosenboim, Mosi ; Galil, Koresh ; David-Pur, Lior. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:87:y:2020:i:c:s2214804319304197.

Full description at Econpapers || Download paper

2021A preferred-habitat model of the term structure of interest rates. (2020). Vila, Jean-Luc ; Vayanos, Dimitri. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:106509.

Full description at Econpapers || Download paper

2020Keynesian economics: can it return if it never died?. (2020). Eichengreen, Barry. In: Review of Keynesian Economics. RePEc:elg:rokejn:v:8:y:2020:i:1:p23-35.

Full description at Econpapers || Download paper

2020Evolving Monetary Policy in the Aftermath of the Great Recession. (2020). Ortmans, Aymeric. In: Documents de recherche. RePEc:eve:wpaper:20-01.

Full description at Econpapers || Download paper

2021Forecasting with Shadow-Rate VARs. (2021). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:91780.

Full description at Econpapers || Download paper

2021Climate Change Costs Rise as Interest Rates Fall. (2021). Rudebusch, Glenn ; Bauer, Michael. In: FRBSF Economic Letter. RePEc:fip:fedfel:93257.

Full description at Econpapers || Download paper

2020The Rising Cost of Climate Change: Evidence from the Bond Market. (2020). Rudebusch, Glenn ; Bauer, Michael. In: Working Paper Series. RePEc:fip:fedfwp:88357.

Full description at Econpapers || Download paper

2022Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds. (2022). Williams, John C ; Mertens, Thomas M ; Bok, Brandyn. In: Working Paper Series. RePEc:fip:fedfwp:94005.

Full description at Econpapers || Download paper

2020Monetary Policy Tradeoffs and the Federal Reserves Dual Mandate. (2020). Lubik, Thomas ; Cúrdia, Vasco ; Ajello, Andrea ; Queralto, Albert ; Cairo, Isabel. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-66.

Full description at Econpapers || Download paper

2021Macroeconomic Implications of Inequality and Income Risk. (2021). Peterman, William ; Gagnon, Etienne ; Aladangady, Aditya ; Johannsen, Benjamin K. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-73.

Full description at Econpapers || Download paper

2020Fiscal Implications of Interest Rate Normalization in the United States. (2020). Yang, Shu-Chun ; Bi, Huixin ; Shen, Wenyi. In: Research Working Paper. RePEc:fip:fedkrw:88850.

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

More than 100 citations found, this list is not complete...

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]		article196
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: 196		paper
2009An arbitrage-free generalized Nelson--Siegel term structure model In: Econometrics Journal.
[Full Text][Citation analysis]		article70
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: 70		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: 70		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: 70		paper
2011The affine arbitrage-free class of Nelson-Siegel term structure models In: Journal of Econometrics.
[Full Text][Citation analysis]		article185
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: 185		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: 185		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: 185		paper
2004Confidence sets for continuous-time rating transition probabilities In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article54
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]		article3
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]		article3
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]		article2
2019The Risk of Returning to the Zero Lower Bound In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2019Negative Interest Rates and Inflation Expectations in Japan In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article3
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]		article2
2020Emerging Bond Markets and COVID-19: Evidence from Mexico In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2021Exploring the Safety Premium of Safe Assets In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2021What Would It Cost to Issue 50-year Treasury Bonds? 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]		article6
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]		article1
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]		article8
2009Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields In: Proceedings.
[Full Text][Citation analysis]		article125
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: 125		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: 125		article
2009Do central bank liquidity facilities affect interbank lending rates? In: Working Paper Series.
[Full Text][Citation analysis]		paper72
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: 72		article
2011Extracting deflation probability forecasts from Treasury yields In: Working Paper Series.
[Full Text][Citation analysis]		paper17
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: 17		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]		paper57
2013Does Quantitative Easing Affect Market Liquidity? In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2013A 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]		paper35
2013Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? In: Working Paper Series.
[Full Text][Citation analysis]		paper42
2014Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2014Transmission of Quantitative Easing: The Role of Central Bank Reserves In: Working Paper Series.
[Full Text][Citation analysis]		paper27
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: 27		paper
2016A Portfolio Model of Quantitative Easing In: Working Paper Series.
[Full Text][Citation analysis]		paper16
2016A Portfolio Model of Quantitative Easing.(2016) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2016A Portfolio Model of Quantitative Easing.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2017A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt In: Working Paper Series.
[Full Text][Citation analysis]		paper24
2017Is There an On-the-Run Premium in TIPS? In: Working Paper Series.
[Full Text][Citation analysis]		paper3
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]		paper8
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]		paper1
2019The Safety Premium of Safe Assets In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2021The safety premium of safe assets.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2020Accounting for Low Long-Term Interest Rates: Evidence from Canada In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2021Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2021Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico.(2021) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2021International Evidence on Extending Sovereign Debt Maturities In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2021Central Bank Credibility During COVID-19: Evidence from Japan 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 March, 30 2022. Contact: CitEc Team