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Search: person:"Christensen, Jens H. E."
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Yield curve
66
Zinsstruktur
66
Monetary policy
41
Geldpolitik
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Theorie
28
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28
Risikoprämie
20
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affine arbitrage-free term structure model
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English
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Christensen, Jens H. E.
93
Rudebusch, Glenn D.
62
Diebold, Francis X.
21
López, José A.
18
Christensen, Jens H.E.
16
Lopez, Jose A.
12
Krogstrup, Signe
7
Andreasen, Martin Møller
6
Fischer, Eric
5
Spiegel, Mark
5
Gillan, James M.
4
Mussche, Paul L.
4
Zhang, Xin
4
Beauregard, Remy
3
Hansen, Ernst
3
Lando, David
3
Mirkov, Nikola
3
Riddell, Simon
3
Shultz, Patrick J.
3
Zhu, Simon
3
Ceballos, Luis
2
Diebold, Francis
2
Romero, Damian
2
Rudebusch, Glenn
2
Shultz, Patrick
2
Archer, David J.
1
CHRISTENSEN, JENS H. E.
1
Hetland, Simon Thinggaard
1
LOPEZ, JOSE A.
1
Mouabbi, Sarah
1
RUDEBUSCH, GLENN D.
1
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Federal Reserve Bank of San Francisco
11
Department of Economics, University of Pennsylvania
2
National Bureau of Economic Research
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Working papers series / Federal Reserve Bank of San Francisco
37
Working Paper Series / Federal Reserve Bank of San Francisco
11
Working papers / Financial Institutions Center
5
Journal of econometrics
4
Journal of international money and finance
3
SNB working papers
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3
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2
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Dynamic factor models
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Econometrics Journal
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Economic Journal
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International Journal of Central Banking
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Journal of Banking & Finance
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Journal of Business & Economic Statistics
1
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ECONIS (ZBW)
78
RePEc
23
OLC EcoSci
7
EconStor
2
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21
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21
Extrapolating long-maturity bond yields for financial risk measurement
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8286-8300
Persistent link: https://www.econbiz.de/10014280151
Saved in:
22
Bond flows and liquidity : do foreigners matter?
Christensen, Jens H. E.
;
Fischer, Eric
;
Shultz, Patrick
-
2019
-
This version: March 1, 2019
Persistent link: https://www.econbiz.de/10011980536
Saved in:
23
The safety premium of safe assets
Christensen, Jens H. E.
;
Mirkov, Nikola
-
2019
Persistent link: https://www.econbiz.de/10012181910
Saved in:
24
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:
25
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
Saved in:
26
The TIPS liquidity premium
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1639-1675
Persistent link: https://www.econbiz.de/10012694409
Saved in:
27
Bond flows and liquidity : do foreigners matter?
Christensen, Jens H. E.
;
Fischer, Eric
;
Shultz, Patrick J.
- In:
Journal of international money and finance
117
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013284870
Saved in:
28
The TIPS liquidity premium
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
-
2017
Persistent link: https://www.econbiz.de/10011706202
Saved in:
29
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:
30
The TIPS liquidity premium
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
-
2017
Persistent link: https://www.econbiz.de/10011733683
Saved in:
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