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~person:"Christensen, Jens H. E."
~subject:"Geldpolitik"
~subject:"Zinsstruktur"
~type:"article"
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Christensen, Jens H. E.
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Term structure analysis with big data : one-step estimation using bond prices
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 26-46
Persistent link: https://www.econbiz.de/10012303862
Saved in:
2
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:
3
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:
4
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:
5
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:
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