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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:"Index-linked bond"
~subject:"Niedrigzinspolitik"
~subject:"Theory"
~subject:"USA"
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Index-linked bond
Niedrigzinspolitik
Theory
USA
Yield curve
137
Zinsstruktur
137
Theorie
85
Option pricing theory
33
Optionspreistheorie
33
Geldpolitik
28
Monetary policy
28
United States
21
Risikoprämie
18
Risk premium
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Anleihe
14
Bond
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affine arbitrage-free term structure model
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financial market frictions
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term structure modeling
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Bond market
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106
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Christensen, Jens H. E.
19
Rudebusch, Glenn D.
19
Swanson, Eric T.
6
Wu, Tao
6
López, José A.
5
Filipović, Damir
4
Bauer, Michael D.
3
Eberlein, Ernst
3
Rutkowski, Marek
3
Williams, John C.
3
Björk, Tomas
2
Brace, Alan
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
Scaillet, Olivier
2
Spiegel, Mark
2
Teichmann, Josef
2
Zhang, Xin
2
Aihara, Shin Ichi
1
Akahori, Jirô
1
Alessandri, Piergiorgio
1
Andreasen, Martin Møller
1
Aquilina, J.
1
Bacchetta, Philippe
1
Bagchi, Arunabha
1
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
9
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working papers series / Federal Reserve Bank of San Francisco
Working paper / National Bureau of Economic Research, Inc.
165
NBER working paper series
126
Journal of banking & finance
109
NBER Working Paper
99
The journal of fixed income
86
Discussion paper / Centre for Economic Policy Research
79
The review of financial studies
72
The journal of finance : the journal of the American Finance Association
69
Finance and economics discussion series
67
Journal of financial economics
64
Journal of money, credit and banking : JMCB
61
Working paper
57
Economics letters
56
International journal of theoretical and applied finance
53
Journal of international money and finance
50
Journal of economic dynamics & control
49
Journal of monetary economics
48
Journal of financial and quantitative analysis : JFQA
47
Working paper series / European Central Bank
41
Finance and stochastics
38
Journal of empirical finance
36
The journal of futures markets
33
International review of economics & finance : IREF
31
International review of financial analysis
31
Staff reports / Federal Reserve Bank of New York
30
Applied financial economics
29
Discussion paper
29
Journal of econometrics
29
Applied mathematical finance
28
Applied economics
27
Discussion papers / CEPR
27
Finance research letters
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
27
CESifo working papers
26
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26
Management science : journal of the Institute for Operations Research and the Management Sciences
24
IMF working papers
23
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ECONIS (ZBW)
106
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1
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
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Decomposing the monetary policy multiplier
Alessandri, Piergiorgio
;
Jordà, Òscar
;
Venditti, Fabrizio
-
2023
Persistent link: https://www.econbiz.de/10014288036
Saved in:
7
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:
8
The safety premium of safe assets
Christensen, Jens H. E.
;
Mirkov, Nikola
-
2019
Persistent link: https://www.econbiz.de/10012181910
Saved in:
9
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
Saved in:
10
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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