Jens Henrik Eggert Christensen : Citation Profile

Federal Reserve Bank of San Francisco

14

H index

16

i10 index

1392

Citations

RESEARCH PRODUCTION:

44

Articles

47

Papers

RESEARCH ACTIVITY:

   21 years (2004 - 2025). See details.
   Cites by year: 66
   Journals where Jens Henrik Eggert Christensen has often published
   Relations with other researchers
   Recent citing documents: 102.    Total self citations: 51 (3.53 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1126
   Updated: 2026-02-21    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

Spiegel, Mark (4)

Mouabbi, Sarah (3)

Zhang, Xin (3)

Lopez, Jose (2)

Mirkov, Nikola (2)

Romero, Damian (2)

Ceballos, Luis (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)

Mouabbi, Sarah (34)

Krippner, Leo (25)

Bauer, Michael (24)

Wu, Jing Cynthia (19)

Lopez, Jose (16)

Carriero, Andrea (16)

Spiegel, Mark (14)

Hubert, Paul (13)

Lemke, Wolfgang (13)

Romero, Damian (13)

Cites to:

Rudebusch, Glenn (137)

Lopez, Jose (42)

Singleton, Kenneth (37)

Diebold, Francis (36)

Duffee, Greg (22)

Orphanides, Athanasios (17)

Bauer, Michael (16)

Williams, John (16)

Swanson, Eric (15)

Nelson, Charles (14)

Krippner, Leo (12)

Main data

Where Jens Henrik Eggert Christensen has published?

Journals with more than one article published# docs
FRBSF Economic Letter36

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco38
Working Papers / Swiss National Bank3
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Jens Henrik Eggert Christensen (2025 and 2024)

YearTitle of citing document
2024La medición de las expectativas de inflación en Argentina: consultoras económicas versus mercados financieros. (2024). Temperley, Patricio. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4766.

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2024Quantitative easing and its implications for contingent convertible triggers: an analytical perspective. (2024). Vid, Alin Ioan ; Chepti, Alexandra ; Cotescu, Rzvan ; Vasilca, Miruna-Mihaela. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:357-373.

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2025Pricing and hedging of SOFR derivatives. (2025). Bickersteth, Matthew ; Rutkowski, Marek. In: Papers. RePEc:arx:papers:2112.14033.

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2025Dynamics of Liquidity Surfaces in Uniswap v3. (2025). Risk, Jimmy ; Wang, Tai-Ho ; Tung, Shen-Ning. In: Papers. RePEc:arx:papers:2509.05013.

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2024Central Bank Liquidity Policy in Modern Times. (2024). Brooks, Skylar. In: Discussion Papers. RePEc:bca:bocadp:24-06.

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2025On-the-run Premia, Settlement Fails, and Central Bank Access. (2025). Schneider, Fabienne. In: Staff Working Papers. RePEc:bca:bocawp:25-19.

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2025Money Talks: Transaction Costs, the Value of Convenience, and the Cross-Section of Safe Asset Returns. (2025). Nenov, Plamen ; Schneider, Fabienne ; Syrstad, Olav ; Juelsrud, Ragnar. In: Staff Working Papers. RePEc:bca:bocawp:25-34.

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2025Monetary policy with persistent supply shocks. (2025). Nuo, Galo ; Scheidegger, Simon ; Renner, Philipp. In: Working Papers. RePEc:bde:wpaper:2529.

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2025German Inflation-Linked Bonds: Overpriced, yet Undervalued. (2025). Mouabbi, Sarah ; Paulson, Caroline ; Christensen, Jens. In: Working papers. RePEc:bfr:banfra:1012.

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2025The Shadow Rate Model: Let’s Make it Real!. (2025). Renne, Jean-Paul ; Guilloux-Nefussi, Sophie ; Golinski, Adam. In: Working papers. RePEc:bfr:banfra:1014.

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2025When does Monetary Policy Matter? Policy Stance vs. Term Premium News. (2025). Herbert, Sylvrie ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:1017.

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2025Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2025). Levieuge, Grgory ; Sahuc, Jean-Guillaume ; Revelo, Jos Garca. In: Working papers. RePEc:bfr:banfra:1018.

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2024The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds. (2024). Mouabbi, Sarah ; Christensen, Jens. In: Working papers. RePEc:bfr:banfra:948.

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2024Unwinding Quantitative Easing: State Dependency and Household Heterogeneity. (2024). Meichtry, Pascal ; Cantore, Cristiano. In: Working papers. RePEc:bfr:banfra:955.

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2024Inflation (De-)Anchoring in the Euro Area. (2024). De Backer, Bruno ; Vladu, Andreea Liliana ; Burban, Valentin. In: Working papers. RePEc:bfr:banfra:965.

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2025The Signaling Effects of Tightening and Easing Monetary Policy. (2025). Hubert, Paul ; Portier, Rose. In: Working papers. RePEc:bfr:banfra:999.

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2025Inflation and the joint bond-FX spanning puzzle. (2025). Mehrotra, Aaron ; Gambacorta, Leonardo ; Sihvonen, Markus ; Schrimpf, Andreas. In: BIS Working Papers. RePEc:bis:biswps:1320.

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2024Approaches to Default Probability Estimation of Credit Rating Agencies Rating Scales. (2024). Ozerov, Kirill ; Kutenko, Sergey. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:4:p:98-118.

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2024Quantitative easing and quantitative tightening: the money channel. (2024). Kumhof, Michael ; Salgado-Moreno, Mauricio. In: Bank of England working papers. RePEc:boe:boeewp:1090.

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2025QT versus QE: who is in when the central bank is out?. (2025). Kontoghiorghes, Alex ; Kaminska, Iryna ; Ray, Walker. In: Bank of England working papers. RePEc:boe:boeewp:1108.

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2024Effects and Side Effects of Unconventional Monetary Policy: A Shadow Rate Approach. (2024). Kaihatsu, Sohei ; Kasai, Yoshiyasu ; Yamamoto, Hiroki ; Hirata, Atsuki ; Nakajima, Jouchi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e21.

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2024Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area. (2024). Timmer, Yannick ; Saidi, Farzad ; Bittner, Christian ; Rodnyansky, Alexander. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_552.

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2025Star-struck; Monetary Policy and the Neutral Rate. (2025). Garabedian, Garo. In: Research Technical Papers. RePEc:cbi:wpaper:4/rt/25.

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2024Revisiting the Relationship Between Debt and Long-Term Interest Rates: Working Paper 2024-05. (2024). Schafer, Jeffrey. In: Working Papers. RePEc:cbo:wpaper:60314.

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2025A Survey-Based Shifting-Endpoint Dynamic Term Structure Model of Interest Rates: Working Paper 2025-03. (2025). McGrane, Michael. In: Working Papers. RePEc:cbo:wpaper:60888.

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2025Three Theories of Natural Rate Dynamics. (2025). Nuño Barrau, Galo ; Nuo, Galo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11878.

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2025Quantitative easing and preferred habitat investors in the euro area bond market. (2025). Vermeulen, Robert ; Boermans, Martijn ; de Souza, Tomaas Carrera. In: Working Papers. RePEc:dnb:dnbwpp:826.

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2024Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2024). Sahuc, Jean-Guillaume ; Garcia-Revelo, Jose ; Levieuge, Gregory. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-13.

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2024Measuring market-based core inflation expectations. (2024). Jorgensen, Kasper ; Schupp, Fabian ; Gronlund, Asger Munch. In: Working Paper Series. RePEc:ecb:ecbwps:20242908.

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2024Inflation (de-)anchoring in the euro area. (2024). De Backer, Bruno ; Burban, Valentin ; Vladu, Andreea Liliana. In: Working Paper Series. RePEc:ecb:ecbwps:20242964.

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2025When banks hold back: credit and liquidity provision. (2025). Altavilla, Carlo ; Schumacher, Julian ; Rostagno, Massimo. In: Working Paper Series. RePEc:ecb:ecbwps:20253009.

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2025Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012.

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2025Estimating the natural rate of interest in a macro-finance yield curve model. (2025). Lemke, Wolfgang ; Goy, Gavin ; Brand, Claus. In: Working Paper Series. RePEc:ecb:ecbwps:20253160.

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2024Do financial markets react to emerging economies’ asset purchase program? Evidence from the COVID-19 pandemic period. (2024). Padhan, Rakesh ; Prabheesh, K P ; Bhat, Javed Ahmad. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000982.

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2025The inflationary impact of oil price shock in Korea: The role of inflation expectations. (2025). Kim, Young Min ; Lee, Seojin. In: Journal of Asian Economics. RePEc:eee:asieco:v:96:y:2025:i:c:s1049007824001568.

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2024Reserves regulation and the risk-taking channel. (2024). Kokas, Sotirios ; Delis, Manthos ; Kontonikas, Alexandros. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s0929119924001512.

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2024Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries. (2024). Lau, Wee Yeap ; Brooks, Robert ; Yip, Pick Schen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001505.

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2024The asymmetric effects of quantitative tightening and easing on financial markets. (2024). Ostry, Daniel ; Lloyd, Simon. In: Economics Letters. RePEc:eee:ecolet:v:238:y:2024:i:c:s0165176524002052.

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2025Bond risk premiums at the zero lower bound. (2025). Meldrum, Andrew ; Jrgensen, Kasper ; Andreasen, Martin M. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002902.

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2025The term structure of macroeconomic risks at the effective lower bound. (2025). Roussellet, Guillaume. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623000143.

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2024Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies. (2024). Pagliari, Maria Sole. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001466.

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2024Unwinding quantitative easing: State dependency and household heterogeneity. (2024). Meichtry, Pascal ; Cantore, Cristiano. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001946.

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2025The role of investor participation on sovereign debt markets: Evidence from an emerging economy. (2025). Villamizar-Villegas, mauricio ; Orozco-Vanegas, Camilo ; Botero-Ramrez, Oscar ; Fajardo-Baquero, Nicols ; Orbegozo-Rodrguez, Germn ; Ocampo, Jos Antonio. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000330.

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2024Time-varying variance decomposition of macro-finance term structure models. (2024). Hansen, Anne Lundgaard. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000975.

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2024Chinas monetary policy framework and global commodity prices. (2024). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324004754.

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2024The impact of macroeconomic news sentiment on interest rates. (2024). Audrino, Francesco ; Offner, Eric A. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002254.

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2025Geopolitical risk and Taiwan’s government bond yields: Evidence from Nancy Pelosi’s visit. (2025). Hong, Zhiwu ; Bai, Haoran ; Niu, Linlin. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325004374.

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2024Sudden yield reversals and financial intermediation in emerging markets. (2024). Sarmiento, Miguel. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308922000729.

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2024Inflation expectations and risk premia in emerging bond markets: Evidence from Mexico. (2024). Zhu, Simon ; Beauregard, Remy ; Fischer, Eric. In: Journal of International Economics. RePEc:eee:inecon:v:151:y:2024:i:c:s0022199624000886.

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2025Quantitative easing and the supply of safe assets: Evidence from international bond safety premia. (2025). Zhang, Xin ; Mirkov, Nikola N. In: Journal of International Economics. RePEc:eee:inecon:v:157:y:2025:i:c:s0022199625001035.

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2025Ex ante bond returns and time-varying monotonicity. (2025). Yahyaei, Hamid ; Singh, Abhay ; Smith, Tom. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000046.

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2024The reserve supply channel of unconventional monetary policy. (2024). Jiang, Zhengyang ; Ma, Yiming ; Diamond, William. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001107.

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2024Modeling volatility in dynamic term structure models. (2024). Liu, Rui ; Jacobs, Kris ; Doshi, Hitesh. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001491.

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2025The SOFR discount. (2025). Syrstad, Olav ; Klingler, Sven. In: Journal of Financial Economics. RePEc:eee:jfinec:v:164:y:2025:i:c:s0304405x24002125.

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2025Central Bank–Driven Mispricing. (2025). Pelizzon, Loriana ; Subrahmanyam, Marti G ; Tomio, Davide. In: Journal of Financial Economics. RePEc:eee:jfinec:v:166:y:2025:i:c:s0304405x25000121.

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2025Macroeconomic drivers and the pricing of uncertainty, inflation, and bonds. (2025). Williams, John ; Bok, Brandyn ; Mertens, Thomas M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001382.

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2024Estimating shadow policy rates in a small open economy and the role of foreign factors. (2024). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001730.

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2024International evidence on extending sovereign debt maturities. (2024). Lopez, Jose ; Mussche, Paul L. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560623002103.

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2025A post-pandemic new normal for interest rates in emerging bond markets? Evidence from Chile. (2025). Romero, Damian ; Ceballos, Luis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002213.

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2025Measuring transitory inflation: Implications for monetary policy and stock market volatility. (2025). Bonaparte, Yosef ; Fabozzi, Frank J ; Peron, Matt. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:153:y:2025:i:c:s0261560625000191.

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2025Information content in yield curve dynamics: Implications for monetary policy. (2025). Hwang, Youngjin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:83:y:2025:i:c:s0164070424000727.

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2024Navigating high inflation: A joint analysis of inflation dynamics and long-term inflation expectations in Latin America. (2024). Gimeno, Ricardo ; Garcia, Juan Angel. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:4:s2666143824000152.

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2024Same actions, different effects: The conditionality of monetary policy instruments. (2024). Hubert, Paul ; Creel, Jerome ; Bozou, Caroline ; Blot, Christophe. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:s:s0304393224000497.

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2024What drives jumps in the secured Overnight Financing Rate? Evidence from the arbitrage-free Nelson–Siegel model with jump diffusion. (2024). Yeh, Zong-Wei ; Lin, Shih-Kuei ; He, Jie-Cao ; Fang, Dong-Jie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001434.

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2024Does unconventional monetary policy improve credit support for the industry chain? The mechanism of trade credit. (2024). Li, Zhongfei ; Du, Zhidi ; Ding, Zengcai ; Zhou, Tao ; Huang, Jinbo ; Bai, Hengrui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:180-192.

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2024Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR. (2024). Szafranek, Karol ; Szafraski, Grzegorz ; Leszczyska-Paczesna, Agnieszka. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:789-810.

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2024Spillover effects of multidimensional information in Fed statements on Chinas bond market. (2024). Chen, Xiaoli ; Liu, Chunzi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:712-741.

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2024The term structure of yield curve and connectedness among ESG investments. (2024). Umar, Zaghum ; Jiang, Shaohua ; Iqbal, Najaf ; Ruman, Asif M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002714.

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2024Foreign trade and China’s yield curve during the COVID-19 pandemic: An analysis based on an extended arbitrage-free Nelson–Siegel model. (2024). Hong, Zhiwu ; Wang, Zhenhan ; Li, Xinda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001624.

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2025Monetary Policy and The Medium-Run Natural Rate. (2025). Cúrdia, Vasco. In: Working Paper Series. RePEc:fip:fedfwp:101956.

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2025Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds. (2022). Williams, John ; Mertens, Thomas ; Bok, Brandyn. In: Working Paper Series. RePEc:fip:fedfwp:94005.

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2025German Inflation-Linked Bonds: Overpriced, Yet Undervalued. (2025). Mouabbi, Sarah ; Paulson, Caroline M. In: Working Paper Series. RePEc:fip:fedfwp:99506.

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2024Tale About Inflation Tails. (2024). Grishchenko, Olesya ; Wilcox, Laura. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-28.

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2025How Stable are Inflation Expectations in the Euro Area? Evidence from the Euro-Area Financial Markets. (2025). Grishchenko, Olesya ; Moraux, Franck ; Pakulyak, Olga. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-41.

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2024Downward Nominal Rigidities and Bond Premia. (2024). Ngo, Phuong ; Gourio, Francois. In: Working Paper Series. RePEc:fip:fedhwp:98104.

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2025Fed-Driven Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications. (2025). Yang, Xiye ; Neely, Christopher ; Erdemlioglu, Deniz. In: Working Papers. RePEc:fip:fedlwp:96490.

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2024Approximate Closed-Form Solutions for Pricing Zero-Coupon Bonds in the Zero Lower Bound Framework. (2024). Rakotondratsimba, Yves ; Jun, Jae-Yun. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:17:p:2690-:d:1466771.

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2024Calibration of the Ueno’s Shadow Rate Model of Interest Rates. (2024). Stehlkov, Beta ; Kotov, Lenka. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:22:p:3564-:d:1521265.

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2024Back to normal? Assessing the Effects of the Federal Reserves Quantitative Tightening. (2024). Casalena, Francesco. In: IHEID Working Papers. RePEc:gii:giihei:heidwp14-2024.

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2025Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy. (2024). Zhang, Xin. In: Working Paper Series. RePEc:hhs:rbnkwp:0434.

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2024Quantitative Easing and the Supply of Safe Assets: Evidence from International Bond Safety Premia. (2024). Zhang, Xin ; Mirkov, Nikola. In: Working Paper Series. RePEc:hhs:rbnkwp:0440.

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2025Impact of US Monetary Policy Spillovers and Yield Curve Control Policy. (2025). Nakajima, Jouchi. In: Discussion Paper Series. RePEc:hit:hituec:760.

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2025Zero-Coupon Yield Curve Estimation with the Package termstrc. (2010). Ferstl, Robert ; Hayden, Josef . In: Journal of Statistical Software. RePEc:jss:jstsof:36:i01.

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2024Stock Market Response to Quantitative Easing: Evidence from the Novel Rolling Windows Nonparametric Causality-in-Quantiles Approach. (2024). Ozkan, Oktay ; Olanipekun, Ifedola ; Olasehinde-Williams, Godwin. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10450-y.

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2024Multiperiod Bankruptcy Prediction Models with Interpretable Single Models. (2024). Santos, Jos ; Rodrguez, Manuel ; Beade, Ngel. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10479-z.

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2025Optimal Time Varying Parameters in Yield Curve Modeling and Forecasting: A Simulation Study on BRICS Countries. (2025). Resta, Marina ; Castello, Oleksandr. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10619-z.

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2025What is the Effect of Restrictions Imposed by Principal Components Analysis on the Empirical Performance of Dynamic Term Structure Models?. (2025). Juneja, Januj. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10644-y.

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2025An Alternative Approach for Determining the Time-Varying Decay Parameter of the Nelson-Siegel Model. (2025). Lee, Sang-Heon. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10653-x.

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2025Stochastic volatility for factor Heath–Jarrow–Morton framework. (2025). Sepp, Artur ; Rakhmonov, Parviz. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:3:d:10.1007_s11147-025-09217-4.

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2025Interest rate risk of central banks in Central and Eastern European countries and its impact on profitability and credibility in a turbulent socio-economic environment. (2025). Kara, Piotr ; Kil, Krzysztof. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:56:y:2025:i:3:p:269-308.

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2024Navigating by Falling Stars:Monetary Policy with Fiscally Driven Natural Rates. (2024). Paz, Peter ; Nuño Barrau, Galo ; Fernandez-Villaverde, Jesus ; Campos, Rodolfo ; Nuno, Galo. In: PIER Working Paper Archive. RePEc:pen:papers:24-007.

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2025International spillovers of unconventional monetary policy: A meta-analysis. (2025). Sochirca, Elena ; Arajo, Tiago ; Afonso, Scar ; Neves, Pedro Cunha. In: Portuguese Economic Journal. RePEc:spr:portec:v:24:y:2025:i:2:d:10.1007_s10258-024-00263-8.

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2024On-the-run Premia, Settlement Fails, and Central Bank Access. (2024). Schneider, Fabienne. In: Working Papers. RePEc:szg:worpap:2405.

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2025Measuring and Explaining the CDS-Bond Basis Term-Structure Shape and Dynamics. (2025). Seeger, Norman ; Lucas, Andrae ; Khanna, Yonas. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250037.

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2024Inventory information arrival and the crude oil futures market. (2024). Hmedat, Waleed ; Chebbi, Tarek. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1513-1533.

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2025Can Modern Monetary Theory fit the post‐Crisis US facts? Evidence from a full DSGE model. (2025). Ou, Zhirong ; Minford, A. Patrick ; Liu, Chunping. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:983-1006.

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2025Effects of QE on sovereign bond spreads through the safe asset channel. (2025). End, Jan Willem ; van den End, Jan Willem. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1143-1162.

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2025Negative interest rate policy and bank risk‐taking: Search for yield or de‐leverage?. (2025). Tang, Wenjin ; Chen, Weichang ; Ma, Xiaorui ; Fu, Chengbo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2450-2469.

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2024Unconventional Monetary Policy and the Behavior of Shorts. (2024). Neely, Christopher ; McInish, Thomas ; Planchon, Jade. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:4:p:805-835.

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2024Unconventional Monetary Policy and Long‐Term Interest Rates. (2024). Wu, Tao. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:8:p:2061-2104.

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2025Forecasting with shadow rate VARs. (2025). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Quantitative Economics. RePEc:wly:quante:v:16:y:2025:i:3:p:795-822.

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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]		article276
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 nother version. Agregated cites: 276		paper
2009An arbitrage-free generalized Nelson--Siegel term structure model In: Econometrics Journal.
[Full Text][Citation analysis]		article88
2008An arbitrage-free generalized Nelson-Siegel term structure model.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 88		paper
2008An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 88		paper
2008An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model.(2008) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 88		paper
2011The affine arbitrage-free class of Nelson-Siegel term structure models In: Journal of Econometrics.
[Full Text][Citation analysis]		article240
2007The affine arbitrage-free class of Nelson-Siegel term structure models.(2007) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 240		paper
2007The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 240		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 nother version. Agregated cites: 240		paper
2004Confidence sets for continuous-time rating transition probabilities In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article59
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]		article5
2014Assessing expectations of monetary policy In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article7
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]		article2
2017Do All New Treasuries Trade at a Premium? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article3
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]		article6
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]		article4
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]		article4
2019Yield Curve Responses to Introducing Negative Policy Rates In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article3
2020Coronavirus and the Risk of Deflation In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article3
2020Emerging Bond Markets and COVID-19: Evidence from Mexico In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article3
2021Exploring the Safety Premium of Safe Assets In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article2
2021What Would It Cost to Issue 50-year Treasury Bonds? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2022The Increase in Inflation Compensation: What’s Up? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2022COVID-19 Fiscal Expansion and Inflation Expectations in Japan In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2023Are Inflation Expectations Well Anchored in Mexico? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article2
2024What’s Up with Inflation Expectations in Japan? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2025A Rising Star: The Natural Interest Rate in the Euro Area 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]		article10
2009Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields In: Proceedings.
[Full Text][Citation analysis]		article15
2008Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields In: Working Paper Series.
[Full Text][Citation analysis]		paper147
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 nother version. Agregated cites: 147		article
2009Do central bank liquidity facilities affect interbank lending rates? In: Working Paper Series.
[Full Text][Citation analysis]		paper108
2014Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?.(2014) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 108		article
2011Extracting deflation probability forecasts from Treasury yields In: Working Paper Series.
[Full Text][Citation analysis]		paper23
2012Extracting Deflation Probability Forecasts from Treasury Yields.(2012) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2011A model-independent maximum range for the liquidity correction of TIPS yields In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2012Pricing deflation risk with U.S. Treasury yields In: Working Paper Series.
[Full Text][Citation analysis]		paper10
2013Estimating Shadow-Rate Term Structure Models with Near-Zero Yields In: Working Paper Series.
[Full Text][Citation analysis]		paper84
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]		paper44
2013Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? In: Working Paper Series.
[Full Text][Citation analysis]		paper54
2014Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? In: Working Paper Series.
[Full Text][Citation analysis]		paper6
2014Transmission of Quantitative Easing: The Role of Central Bank Reserves In: Working Paper Series.
[Full Text][Citation analysis]		paper55
2015Transmission of Quantitative Easing: The Role of Central Bank Reserves.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		paper
2016A Portfolio Model of Quantitative Easing In: Working Paper Series.
[Full Text][Citation analysis]		paper21
2016A Portfolio Model of Quantitative Easing.(2016) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2016A Portfolio Model of Quantitative Easing.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2018A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt In: Working Paper Series.
[Full Text][Citation analysis]		paper48
2017Is There an On-the-Run Premium in TIPS? In: Working Paper Series.
[Full Text][Citation analysis]		paper6
2020The 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
2019Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement In: Working Paper Series.
[Full Text][Citation analysis]		paper3
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
2021The Safety Premium of Safe Assets In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2021The safety premium of safe assets.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		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]		paper3
2021Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico.(2021) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2021International Evidence on Extending Sovereign Debt Maturities In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2022Central Bank Credibility During COVID-19: Evidence from Japan In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2024The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2024Quantitative Easing and the Supply of Safe Assets: Evidence from International Bond Safety Premia In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2024Passive Quantitative Easing: Bond Supply Effects through a Halt to Debt Issuance In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2023Market-Based Estimates of the Natural Real Rate: Evidence from Latin American Bond Markets In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2024A Post-Pandemic New Normal for Interest Rates in Emerging Bond Markets? Evidence from Chile In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2024The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2024Inflation Expectations, Liquidity Premia and Global Spillovers in Japanese Bond Markets In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2024Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2025Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2025German Inflation-Linked Bonds: Overpriced, Yet Undervalued In: Working Paper Series.
[Full Text][Citation analysis]		paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team