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person:"Campbell, John Y."
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The quarterly journal of finance"
~isPartOf:"Working papers / Financial Institutions Center"
~isPartOf:"Working papers / Penn Institute for Economic Research"
~person:"Christensen, Jens H. E."
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Search: subject_exact:"Internationale Zinsdifferenz"
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Campbell, John Y.
Christensen, Jens H. E.
Rudebusch, Glenn D.
8
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
The quarterly journal of finance
Working papers / Financial Institutions Center
Working papers / Penn Institute for Economic Research
Working papers series / Federal Reserve Bank of San Francisco
31
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ECONIS (ZBW)
7
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1
Is there an on-the-run premium in TIPS?
Christensen, Jens H. E.
;
López, José A.
;
Shultz, …
- In:
The quarterly journal of finance
10
(
2020
)
2
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012423565
Saved in:
2
Estimating shadow-rate term structure models with near-zero yields
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 226-259
Persistent link: https://www.econbiz.de/10011339339
Saved in:
3
Do central bank liquidity facilities affect interbank lending rates?
Christensen, Jens H. E.
;
López, José A.
;
Rudebusch, …
-
2009
Persistent link: https://www.econbiz.de/10003861334
Saved in:
4
An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003790653
Saved in:
5
An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003769409
Saved in:
6
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields
Christensen, Jens H. E.
;
López, José A.
;
Rudebusch, …
-
2008
Persistent link: https://www.econbiz.de/10003861257
Saved in:
7
The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003586276
Saved in:
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