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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:"Geldpolitik"
~subject:"Niedrigzinspolitik"
~subject:"Theory"
~subject:"Zinsderivat"
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Geldpolitik
Niedrigzinspolitik
Theory
Zinsderivat
Yield curve
137
Zinsstruktur
137
Theorie
85
Option pricing theory
33
Optionspreistheorie
33
Monetary policy
28
USA
21
United States
21
Risikoprämie
18
Risk premium
18
Anleihe
14
Bond
14
CAPM
14
Stochastic process
13
Stochastischer Prozess
13
Volatility
11
Volatilität
11
Estimation
10
Public bond
10
Schätzung
10
Öffentliche Anleihe
10
Financial market
9
Finanzmarkt
9
Interest rate derivative
9
Credit risk
8
Kreditrisiko
8
Swap
8
affine arbitrage-free term structure model
8
financial market frictions
8
term structure modeling
8
Bond market
7
Impact assessment
7
Rentenmarkt
7
Wirkungsanalyse
7
Euro area
6
Eurozone
6
Index-linked bond
6
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Free
44
Undetermined
1
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Article
64
Book / Working Paper
44
Type of publication (narrower categories)
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Article in journal
64
Aufsatz in Zeitschrift
64
Arbeitspapier
44
Graue Literatur
44
Non-commercial literature
44
Working Paper
44
Language
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English
108
Author
All
Christensen, Jens H. E.
22
Rudebusch, Glenn D.
17
Swanson, Eric T.
6
Eberlein, Ernst
4
Filipović, Damir
4
López, José A.
4
Wu, Tao
4
Bauer, Michael D.
3
Rutkowski, Marek
3
Spiegel, Mark
3
Teichmann, Josef
3
Williams, John C.
3
Björk, Tomas
2
Brace, Alan
2
Ceballos, Luis
2
Diebold, Francis X.
2
Gouriéroux, Christian
2
Jarrow, Robert A.
2
Kennedy, D. P.
2
Kou, Steven
2
Levendorskij, Sergej Z.
2
Mirkov, Nikola
2
Monfort, Alain
2
Musiela, Marek
2
Mussche, Paul L.
2
Rogers, Leonard C. G.
2
Romero, Damian
2
Scaillet, Olivier
2
Zhang, Xin
2
Aihara, Shin Ichi
1
Akahori, Jirô
1
Alessandri, Piergiorgio
1
Aquilina, J.
1
Bacchetta, Philippe
1
Bagchi, Arunabha
1
Beauregard, Remy
1
Bielecki, Tomasz R.
1
Boyarchenko, Nina
1
Cairns, Andrew
1
Carverhill, Andrew
1
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Institution
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Federal Reserve Bank of San Francisco
6
Published in...
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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
136
Working paper / National Bureau of Economic Research, Inc.
125
NBER Working Paper
110
Journal of banking & finance
104
The journal of fixed income
70
International journal of theoretical and applied finance
69
Discussion paper / Centre for Economic Policy Research
64
Journal of financial economics
62
Working paper
58
Working paper series / European Central Bank
58
Economics letters
54
Journal of international money and finance
54
Finance and economics discussion series
50
Journal of money, credit and banking : JMCB
48
Journal of monetary economics
47
The journal of finance : the journal of the American Finance Association
47
Journal of economic dynamics & control
46
The review of financial studies
46
Finance and stochastics
40
Applied economics
37
Discussion papers / CEPR
36
Journal of empirical finance
34
Staff reports / Federal Reserve Bank of New York
34
Applied mathematical finance
33
Economic modelling
33
Finance research letters
33
Discussion paper
32
Journal of financial and quantitative analysis : JFQA
31
The journal of derivatives : the official publication of the International Association of Financial Engineers
31
International review of economics & finance : IREF
30
IMF working papers
29
Working papers / Bank for International Settlements
29
ECB Working Paper
28
CESifo working papers
26
Journal of econometrics
26
The journal of futures markets
26
Working papers / The Levy Economics Institute
26
International review of financial analysis
24
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ECONIS (ZBW)
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A post-pandemic new normal for interest rates in emerging bond markets? : evidence from Chile
Ceballos, Luis
;
Christensen, Jens H. E.
;
Romero, Damian
-
2024
Persistent link: https://www.econbiz.de/10014533411
Saved in:
2
The natural rate of interest in the euro area : evidence from inflation-indexed bonds
Christensen, Jens H. E.
;
Mouabbi, Sarah
-
2024
Persistent link: https://www.econbiz.de/10014533441
Saved in:
3
Inflation expectations, liquidity premia and global spillovers in Japanese bond markets
Christensen, Jens H. E.
;
Spiegel, Mark
-
2024
Persistent link: https://www.econbiz.de/10014533476
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4
Quantitative easing, bond risk premia and the exchange rate in a small open economy
Christensen, Jens H. E.
;
Zhang, Xin
-
2024
-
This version: April 4, 2024
Persistent link: https://www.econbiz.de/10014533490
Saved in:
5
Market-based estimates of the natural real rate : evidence from Latin American bond markets
Ceballos, Luis
;
Christensen, Jens H. E.
;
Romero, Damian
-
2024
Persistent link: https://www.econbiz.de/10014467441
Saved in:
6
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:
7
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:
8
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:
9
Decomposing the monetary policy multiplier
Alessandri, Piergiorgio
;
Jordà, Òscar
;
Venditti, Fabrizio
-
2023
Persistent link: https://www.econbiz.de/10014288036
Saved in:
10
Central bank credibility during COVID-19 : evidence from Japan
Christensen, Jens H. E.
;
Spiegel, Mark
-
2022
Persistent link: https://www.econbiz.de/10012807300
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