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~subject:"Niedrigzinspolitik"
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Niedrigzinspolitik
Yield curve
66
Zinsstruktur
66
Monetary policy
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Geldpolitik
39
Theorie
28
Theory
28
Risikoprämie
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Risk premium
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term structure modeling
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Central bank
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United States
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financial market frictions
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unconventional monetary policy
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affine arbitrage-free term structure model
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Christensen, Jens H. E.
10
Rudebusch, Glenn D.
6
López, José A.
2
Mirkov, Nikola
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Archer, David J.
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Hetland, Simon Thinggaard
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Working papers series / Federal Reserve Bank of San Francisco
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Journal of monetary economics
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Dynamic factor models
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
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:
2
The safety premium of safe assets
Christensen, Jens H. E.
;
Mirkov, Nikola
-
2021
Persistent link: https://www.econbiz.de/10012486010
Saved in:
3
Monetary reforms and inflation expectations in Japan : evidence from inflation-indexed bonds
Christensen, Jens H. E.
;
Spiegel, Mark
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 410-431
Persistent link: https://www.econbiz.de/10013464829
Saved in:
4
The safety premium of safe assets
Christensen, Jens H. E.
;
Mirkov, Nikola
-
2019
Persistent link: https://www.econbiz.de/10012181910
Saved in:
5
Modeling yields at the zero lower bound : are shadow rates the solution?
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
-
2013
Persistent link: https://www.econbiz.de/10010233356
Saved in:
6
Modeling yields at the zero lower bound : are shadow rates the solution?
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
-
2013
Persistent link: https://www.econbiz.de/10010223575
Saved in:
7
Modeling yields at the zero lower bound : are shadow rates the solution?
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
- In:
Dynamic factor models
,
(pp. 75-125)
.
2016
Persistent link: https://www.econbiz.de/10011448657
Saved in:
8
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:
9
A probability-based stress test of Federal Reserve assets and income
Christensen, Jens H. E.
;
López, José A.
;
Rudebusch, …
- In:
Journal of monetary economics
73
(
2015
),
pp. 26-43
Persistent link: https://www.econbiz.de/10011381692
Saved in:
10
Comment on: "A probability-based stress test of Federal Reserve assets and income"
Archer, David J.
- In:
Journal of monetary economics
73
(
2015
),
pp. 44-47
Persistent link: https://www.econbiz.de/10011381697
Saved in:
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