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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~subject:"Estimation"
~subject:"Index-linked bond"
~subject:"Niedrigzinspolitik"
~subject:"Theory"
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Estimation
Index-linked bond
Niedrigzinspolitik
Theory
Yield curve
133
Zinsstruktur
133
Theorie
83
Option pricing theory
33
Optionspreistheorie
33
Geldpolitik
24
Monetary policy
24
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21
United States
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14
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term structure modeling
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Rudebusch, Glenn D.
19
Christensen, Jens H. E.
18
Swanson, Eric T.
5
Bauer, Michael D.
4
Filipović, Damir
4
López, José A.
4
Diebold, Francis X.
3
Eberlein, Ernst
3
Rutkowski, Marek
3
Wu, Tao
3
Björk, Tomas
2
Brace, Alan
2
Gouriéroux, Christian
2
Jarrow, Robert A.
2
Kennedy, D. P.
2
Kou, Steven
2
Levendorskij, Sergej Z.
2
Lopez, Jose A.
2
Mirkov, Nikola
2
Monfort, Alain
2
Musiela, Marek
2
Mussche, Paul L.
2
Rogers, Leonard C. G.
2
Scaillet, Olivier
2
Teichmann, Josef
2
Williams, John C.
2
Aihara, Shin Ichi
1
Akahori, Jirô
1
Alessandri, Piergiorgio
1
Andreasen, Martin Møller
1
Aquilina, J.
1
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1
Bacchetta, Philippe
1
Bagchi, Arunabha
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Bielecki, Tomasz R.
1
Boyarchenko, Nina
1
Cairns, Andrew
1
Carverhill, Andrew
1
Chan, Jiun Hong
1
Chen, Li
1
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Federal Reserve Bank of San Francisco
5
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working papers series / Federal Reserve Bank of San Francisco
NBER working paper series
130
Working paper / National Bureau of Economic Research, Inc.
122
NBER Working Paper
109
Journal of banking & finance
106
The journal of fixed income
73
Journal of financial economics
63
Finance and economics discussion series
57
International journal of theoretical and applied finance
57
Discussion paper / Centre for Economic Policy Research
56
Working paper
53
Journal of international money and finance
50
The journal of finance : the journal of the American Finance Association
50
Journal of economic dynamics & control
49
Journal of money, credit and banking : JMCB
48
The review of financial studies
45
Economics letters
43
Journal of empirical finance
43
International review of economics & finance : IREF
41
Working paper series / European Central Bank
40
Finance research letters
39
Finance and stochastics
38
Journal of financial and quantitative analysis : JFQA
38
Applied economics
32
Discussion paper
32
Economic modelling
32
Journal of monetary economics
32
Journal of econometrics
31
Applied financial economics
30
CESifo working papers
30
Applied economics letters
29
Discussion papers / CEPR
29
Applied mathematical finance
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Staff reports / Federal Reserve Bank of New York
26
Management science : journal of the Institute for Operations Research and the Management Sciences
25
The European journal of finance
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
FEDS Working Paper
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ECONIS (ZBW)
98
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1
Quantitative easing and safe asset scarcity : evidence from international bond safety premia
Christensen, Jens H. E.
;
Mirkov, Nikola
;
Zhang, Xin
-
2023
-
This version: August 15, 2023
Persistent link: https://www.econbiz.de/10014391221
Saved in:
2
Passive quantitative easing: bond supply effects through a halt to debt issuance
Christensen, Jens H. E.
;
Hetland, Simon Thinggaard
-
2023
-
This version: August 24, 2023
Persistent link: https://www.econbiz.de/10014391260
Saved in:
3
The benefit of inflation-indexed debt : evidence from an mmerging bond market
Ruiz Cardozo, Cristhian Hernando
;
Eggert Christensen, …
-
2023
Persistent link: https://www.econbiz.de/10014287812
Saved in:
4
Decomposing the monetary policy multiplier
Alessandri, Piergiorgio
;
Jordà, Òscar
;
Venditti, Fabrizio
-
2023
Persistent link: https://www.econbiz.de/10014288036
Saved in:
5
International evidence on extending sovereign debt maturities
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
-
2021
Persistent link: https://www.econbiz.de/10012626232
Saved in:
6
The safety premium of safe assets
Christensen, Jens H. E.
;
Mirkov, Nikola
-
2019
Persistent link: https://www.econbiz.de/10012181910
Saved in:
7
Assessing abenomics : evidence from inflation-indexed Japanese government bonds
Christensen, Jens H. E.
;
Spiegel, Mark
-
2019
-
This version: May 7, 2019
Persistent link: https://www.econbiz.de/10012057488
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8
Extrapolating long-maturity bond yields for financial risk measurement
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
-
2018
Persistent link: https://www.econbiz.de/10011898966
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9
A new normal for interest Rates? : evidence from inflation-indexed debt
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
-
2017
Persistent link: https://www.econbiz.de/10011733640
Saved in:
10
The TIPS liquidity premium
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
-
2017
Persistent link: https://www.econbiz.de/10011733683
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