Jens Henrik Eggert Christensen
Names
| first: |
Jens |
| middle: |
Henrik Eggert |
| last: |
Christensen |
Identifer
Contact
Affiliations
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Federal Reserve Bank of San Francisco
/ Economic Research
Research profile
author of:
- The Response of Interest Rates to US and UK Quantitative Easing (RePEc:ecj:econjl:v:122:y:2012:i:564:p:f385-f414)
by Jens H. E. Christensen & Glenn D. Rudebusch - An arbitrage-free generalized Nelson--Siegel term structure model (RePEc:ect:emjrnl:v:12:y:2009:i:3:p:c33-c64)
by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch - The affine arbitrage-free class of Nelson-Siegel term structure models (RePEc:eee:econom:v:164:y:2011:i:1:p:4-20)
by Christensen, Jens H.E. & Diebold, Francis X. & Rudebusch, Glenn D. - Confidence sets for continuous-time rating transition probabilities (RePEc:eee:jbfina:v:28:y:2004:i:11:p:2575-2602)
by Christensen, Jens H.E. & Hansen, Ernst & Lando, David - When will the Fed end its zero rate policy? (RePEc:fip:fedfel:00006)
by Jens H. E. Christensen - Stress testing the Fed (RePEc:fip:fedfel:00010)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch - Financial market outlook for inflation (RePEc:fip:fedfel:00016)
by Michael D. Bauer & Jens H. E. Christensen - Assessing expectations of monetary policy (RePEc:fip:fedfel:00028)
by Jens H. E. Christensen & Simon H. Kwan - Transmission of asset purchases: the role of reserves (RePEc:fip:fedfel:00060)
by Jens H. E. Christensen & Signe Krogstrup - Assessing supervisory scenarios for interest rate risk (RePEc:fip:fedfel:00069)
by Jens H. E. Christensen & Jose A. Lopez - Differing views on long-term inflation expectations (RePEc:fip:fedfel:00089)
by Jens H. E. Christensen & Jose A. Lopez - TIPS Liquidity and the Outlook for Inflation (RePEc:fip:fedfel:00113)
by Martin M. Andreasen & Jens H. E. Christensen - Do All New Treasuries Trade at a Premium? (RePEc:fip:fedfel:00118)
by Jens H. E. Christensen & Jose A. Lopez & Patrick Shultz - Measuring Interest Rate Risk in the Very Long Term (RePEc:fip:fedfel:00127)
by Jens H. E. Christensen & Jose A. Lopez & Paul Mussche - How Much Has Job Matching Efficiency Declined? (RePEc:fip:fedfel:00132)
by Andreas Hornstein & Marianna Kudlyak - New Evidence for a Lower New Normal in Interest Rates (RePEc:fip:fedfel:00140)
by Jens H. E. Christensen & Glenn D. Rudebusch - Do Adjustment Lags Matter for Inflation-Indexed Bonds? (RePEc:fip:fedfel:00159)
by Jens H. E. Christensen - Do Foreign Funds Matter for Emerging Market Bond Liquidity? (RePEc:fip:fedfel:00167)
by Jens H. E. Christensen & Eric Fischer & Patrick Shultz - The Slope of the Yield Curve and the Near-Term Outlook (RePEc:fip:fedfel:00174)
by Jens H. E. Christensen - The Risk of Returning to the Zero Lower Bound (RePEc:fip:fedfel:00194)
by Jens H. E. Christensen - Negative Interest Rates and Inflation Expectations in Japan (RePEc:fip:fedfel:00202)
by Jens H. E. Christensen & Mark M. Spiegel - Yield Curve Responses to Introducing Negative Policy Rates (RePEc:fip:fedfel:00207)
by Jens H. E. Christensen - Coronavirus and the Risk of Deflation (RePEc:fip:fedfel:87948)
by Jens H. E. Christensen & James M. Gamble & Simon Zhu - Emerging Bond Markets and COVID-19: Evidence from Mexico (RePEc:fip:fedfel:88600)
by Jens H. E. Christensen & Eric Fischer & Patrick Shultz - Exploring the Safety Premium of Safe Assets (RePEc:fip:fedfel:91528)
by Jens H. E. Christensen & Nikola Mirkov - What Would It Cost to Issue 50-year Treasury Bonds? (RePEc:fip:fedfel:93332)
by Jens H. E. Christensen & Jose A. Lopez & Paul Mussche - The Increase in Inflation Compensation: What’s Up? (RePEc:fip:fedfel:94460)
by Jens H. E. Christensen - COVID-19 Fiscal Expansion and Inflation Expectations in Japan (RePEc:fip:fedfel:94546)
by Jens H. E. Christensen & Mark M. Spiegel - Are Inflation Expectations Well Anchored in Mexico? (RePEc:fip:fedfel:95484)
by Remy Beauregard & Jens H. E. Christensen & Eric Fischer & Simon Zhu - What’s Up with Inflation Expectations in Japan? (RePEc:fip:fedfel:98261)
by Jens H. E. Christensen & Mark M. Spiegel - A Rising Star: The Natural Interest Rate in the Euro Area (RePEc:fip:fedfel:99956)
by Jens H. E. Christensen & Sarah Mouabbi - Internal risk models and the estimation of default probabilities (RePEc:fip:fedfel:y:2007:i:sep28:n:2007-29)
by Jens H. E. Christensen - Treasury bond yields and long-run inflation expectations (RePEc:fip:fedfel:y:2008:i:aug15:n:2008-25)
by Jens H. E. Christensen - The corporate bond credit spread puzzle (RePEc:fip:fedfel:y:2008:i:mar14:n:2008-10)
by Jens H. E. Christensen - Have the Fed liquidity facilities had an effect on Libor? (RePEc:fip:fedfel:y:2009:i:aug10:n:2009-25)
by Jens H. E. Christensen - Inflation expectations and the risk of deflation (RePEc:fip:fedfel:y:2009:i:nov2:n:2009-34)
by Jens H. E. Christensen - TIPS and the risk of deflation (RePEc:fip:fedfel:y:2010:i:oct25:n:2010-32)
by Jens H. E. Christensen - Has the Treasury benefited from issuing TIPS? (RePEc:fip:fedfel:y:2011:i:apr18:n:2011-12)
by Jens H. E. Christensen & James M. Gillan - TIPS liquidity, breakeven inflation, and inflation expectations (RePEc:fip:fedfel:y:2011:i:june20:n:2011-19)
by Jens H. E. Christensen & James M. Gillan - Do Fed TIPS purchases affect market liquidity? (RePEc:fip:fedfel:y:2012:i:mar5:n:2012-07)
by Jens H. E. Christensen & James M. Gillan - Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields (RePEc:fip:fedfpr:y:2009:i:jan:x:4)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch - The affine arbitrage-free class of Nelson-Siegel term structure models (RePEc:fip:fedfwp:2007-20)
by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch - An arbitrage-free generalized Nelson-Siegel term structure model (RePEc:fip:fedfwp:2008-07)
by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch - Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields (RePEc:fip:fedfwp:2008-34)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch - Do central bank liquidity facilities affect interbank lending rates? (RePEc:fip:fedfwp:2009-13)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch - Extracting deflation probability forecasts from Treasury yields (RePEc:fip:fedfwp:2011-10)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch - A model-independent maximum range for the liquidity correction of TIPS yields (RePEc:fip:fedfwp:2011-16)
by Jens H. E. Christensen & James M. Gillan - The response of interest rates to U.S. and U.K. quantitative easing (RePEc:fip:fedfwp:2012-06)
by Jens H. E. Christensen & Glenn D. Rudebusch - Pricing deflation risk with U.S. Treasury yields (RePEc:fip:fedfwp:2012-07)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch - Estimating Shadow-Rate Term Structure Models with Near-Zero Yields (RePEc:fip:fedfwp:2013-07)
by Jens H. E. Christensen & Glenn D. Rudebusch - Does Quantitative Easing Affect Market Liquidity? (RePEc:fip:fedfwp:2013-26)
by Jens H. E. Christensen & James M. Gillan - A Regime-Switching Model of the Yield Curve at the Zero Bound (RePEc:fip:fedfwp:2013-34)
by Jens H. E. Christensen - A Probability-Based Stress Test of Federal Reserve Assets and Income (RePEc:fip:fedfwp:2013-38)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch - Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? (RePEc:fip:fedfwp:2013-39)
by Jens H. E. Christensen & Glenn D. Rudebusch - Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? (RePEc:fip:fedfwp:2014-03)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch - Transmission of Quantitative Easing: The Role of Central Bank Reserves (RePEc:fip:fedfwp:2014-18)
by Jens H. E. Christensen & Signe Krogstrup - A Portfolio Model of Quantitative Easing (RePEc:fip:fedfwp:2016-12)
by Jens H. E. Christensen & Signe Krogstrup - A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt (RePEc:fip:fedfwp:2017-07)
by Jens H. E. Christensen & Glenn D. Rudebusch - Is There an On-the-Run Premium in TIPS? (RePEc:fip:fedfwp:2017-10)
by Jens H. E. Christensen & Jose A. Lopez & Patrick Shultz - The TIPS Liquidity Premium (RePEc:fip:fedfwp:2017-11)
by Martin M. Andreasen & Jens H. E. Christensen & Simon Riddell - Term Structure Analysis with Big Data (RePEc:fip:fedfwp:2017-21)
by Martin M. Andreasen & Jens H. E. Christensen & Glenn D. Rudebusch - Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement (RePEc:fip:fedfwp:2018-09)
by Jens H. E. Christensen & Jose A. Lopez & Paul Mussche - Bond Flows and Liquidity: Do Foreigners Matter? (RePEc:fip:fedfwp:2019-08)
by Jens H. E. Christensen & Eric Fischer & Patrick Shultz - Assessing Abenomics: Evidence from Inflation-Indexed Japanese Government Bonds (RePEc:fip:fedfwp:2019-15)
by Jens H. E. Christensen & Mark M. Spiegel - The Safety Premium of Safe Assets (RePEc:fip:fedfwp:2019-28)
by Jens H. E. Christensen & Nikola Mirkov - Accounting for Low Long-Term Interest Rates: Evidence from Canada (RePEc:fip:fedfwp:89093)
by Jens H. E. Christensen & Glenn D. Rudebusch & Patrick Shultz - Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico (RePEc:fip:fedfwp:90161)
by Remy Beauregard & Jens H. E. Christensen & Eric Fischer & Simon Zhu - International Evidence on Extending Sovereign Debt Maturities (RePEc:fip:fedfwp:92921)
by Jens H. E. Christensen & Jose A. Lopez & Paul Mussche - Central Bank Credibility During COVID-19: Evidence from Japan (RePEc:fip:fedfwp:93581)
by Jens H. E. Christensen & Mark M. Spiegel - The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market (RePEc:fip:fedfwp:95617)
by Cristhian Hernando Ruiz Cardozo & Jens H. E. Christensen - Quantitative Easing and Safe Asset Scarcity: Evidence from International Bond Safety Premia (RePEc:fip:fedfwp:96602)
by Jens H. E. Christensen & Nikola Mirkov & Xin Zhang - Passive Quantitative Easing: Bond Supply Effects through a Halt to Debt Issuance (RePEc:fip:fedfwp:96604)
by Jens H. E. Christensen & Simon Thinggaard Hetland - Market-Based Estimates of the Natural Real Rate: Evidence from Latin American Bond Markets (RePEc:fip:fedfwp:97578)
by Luis Ceballos & Jens H. E. Christensen & Damian Romero - A Post-Pandemic New Normal for Interest Rates in Emerging Bond Markets? Evidence from Chile (RePEc:fip:fedfwp:97796)
by Luis Ceballos & Jens H. E. Christensen & Damian Romero - The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds (RePEc:fip:fedfwp:97927)
by Jens H. E. Christensen & Sarah Mouabbi - Inflation Expectations, Liquidity Premia and Global Spillovers in Japanese Bond Markets (RePEc:fip:fedfwp:98059)
by Jens H. E. Christensen & Mark M. Spiegel - Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy (RePEc:fip:fedfwp:98075)
by Jens H. E. Christensen & Xin Zhang - Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy (RePEc:fip:fedfwp:98076)
by Jens H. E. Christensen & Xin Zhang - German Inflation-Linked Bonds: Overpriced, Yet Undervalued (RePEc:fip:fedfwp:99506)
by Jens H. E. Christensen & Sarah Mouabbi & Caroline M. Paulson - Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico (RePEc:fip:fednsr:90325)
by Remy Beauregard & Jens H. E. Christensen & Eric Fischer & Simon Zhu - A Portfolio Model of Quantitative Easing (RePEc:iie:wpaper:wp16-7)
by Jens H. E. Christensen & Signe Krogstrup - Extracting Deflation Probability Forecasts from Treasury Yields (RePEc:ijc:ijcjou:y:2012:q:4:a:2)
by Jens H.E. Christensen & Jose A. Lopez & Glenn D. Rudebusch - Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields (RePEc:mcb:jmoncb:v:42:y:2010:i:s1:p:143-178)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch - The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models (RePEc:nbr:nberwo:13611)
by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch - An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model (RePEc:nbr:nberwo:14463)
by Jens H.E. Christensen & Francis X. Diebold & Glenn D. Rudebusch - The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models (RePEc:pen:papers:07-029)
by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch - An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model (RePEc:pen:papers:08-030)
by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch - Transmission of Quantitative Easing: The Role of Central Bank Reserves (RePEc:snb:snbwpa:2015-06)
by Jens H. E. Christensen & Signe Krogstrup - A Portfolio Model of Quantitative Easing (RePEc:snb:snbwpa:2016-19)
by Jens H. E. Christensen & Signe Krogstrup - The safety premium of safe assets (RePEc:snb:snbwpa:2021-02)
by Jens H. E. Christensen & Nikola Mirkov - Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? (RePEc:taf:jnlbes:v:32:y:2014:i:1:p:136-151)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch