Jens Henrik Eggert Christensen
Names
first:  Jens 
middle:  Henrik Eggert 
last:  Christensen 
Contact
email:  
homepage:  http://www.frbsf.org/economics/economists/staff.php?jchristensen 
Affiliations

Federal Reserve Bank of San Francisco
→ Economic Research
 website
 location: San Francisco, California (United States)
Research profile
author of:

Have the Fed liquidity facilities had an effect on Libor?
by Jens H. E. Christensen 
Has the Treasury benefited from issuing TIPS?
by Jens H. E. Christensen & James M. Gillan 
The corporate bond credit spread puzzle
by Jens H. E. Christensen 
TIPS liquidity, breakeven inflation, and inflation expectations
by Jens H. E. Christensen & James M. Gillan 
Inflation expectations and the risk of deflation
by Jens H. E. Christensen 
Do Fed TIPS purchases affect market liquidity?
by Jens H. E. Christensen & James M. Gillan 
The Affine ArbitrageFree Class of NelsonSiegel Term Structure Models
by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch 
TIPS and the risk of deflation
by Jens H. E. Christensen 
Internal risk models and the estimation of default probabilities
by Jens H. E. Christensen 
Treasury bond yields and longrun inflation expectations
by Jens H. E. Christensen 
An ArbitrageFree Generalized NelsonSiegel Term Structure Model
by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch 
The affine arbitragefree class of NelsonSiegel term structure models
by Christensen, Jens H. E. & Diebold, Francis X. & Rudebusch, Glenn D. 
Confidence sets for continuoustime rating transition probabilities
by Christensen, Jens H. E. & Hansen, Ernst & Lando, David 
Pricing deflation risk with U.S. Treasury yields
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch 
Do central bank liquidity facilities affect interbank lending rates?
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch 
Estimating ShadowRate Term Structure Models with NearZero Yields
by Jens H. E. Christensen & Glenn D. Rudebusch 
An arbitragefree generalized NelsonSiegel term structure model
by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch 
A RegimeSwitching Model of the Yield Curve at the Zero Bound
by Jens H. E. Christensen 
The response of interest rates to U.S. and U.K. quantitative easing
by Jens H. E. Christensen & Glenn D. Rudebusch 
Inflation expectations and risk premiums in an arbitragefree model of nominal and real bond yields
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch 
An arbitragefree generalized NelsonSiegel term structure model
by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch 
The Response of Interest Rates to US and UK Quantitative Easing
by Jens H. E. Christensen & Glenn D. Rudebusch 
Inflation Expectations and Risk Premiums in an ArbitrageFree Model of Nominal and Real Bond Yields
by JENS H. E. CHRISTENSEN & JOSE A. LOPEZ & GLENN D. RUDEBUSCH 
The affine arbitragefree class of NelsonSiegel term structure models
by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch 
A modelindependent maximum range for the liquidity correction of TIPS yields
by Jens H. E. Christensen & James M. Gillan 
Extracting deflation probability forecasts from Treasury yields
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch 
The Affine ArbitrageFree Class of: NelsonSiegel Term Structure Models
by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch 
Does Quantitative Easing Affect Market Liquidity?
by Jens H. E. Christensen & James M. Gillan 
Extracting Deflation Probability Forecasts from Treasury Yields
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch 
An ArbitrageFree Generalized NelsonSiegel Term Structure Model
by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch 
Inflation expectations and risk premiums in an arbitragefree model of nominal and real bond yields
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch 
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?
by Jens H. E. Christensen & Glenn D. Rudebusch 
A ProbabilityBased Stress Test of Federal Reserve Assets and Income
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch 
Can Spanned Term Structure Factors Drive Stochastic Yield Volatility?
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch 
When will the Fed end its zero rate policy?
by Jens H. E. Christensen 
Stress testing the Fed
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch 
Financial market outlook for inflation
by Michael D. Bauer & Jens H. E. Christensen 
Transmission of Quantitative Easing: The Role of Central Bank Reserves
by Jens H. E. Christensen & Signe Krogstrup 
Assessing expectations of monetary policy
by Jens H. E. Christensen & Simon H. Kwan 
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch 
Transmission of asset purchases: the role of reserves
by Jens H. E. Christensen & Signe Krogstrup 
Transmission of Quantitative Easing: The Role of Central Bank Reserves
by Jens H. E. Christensen & Signe Krogstrup 
Assessing supervisory scenarios for interest rate risk
by Jens H. E. Christensen & Jose A. Lopez 
Differing views on longterm inflation expectations
by Jens H. E. Christensen & Jose A. Lopez 
A Portfolio Model of Quantitative Easing
by Jens H. E. Christensen & Signe Krogstrup 
A Portfolio Model of Quantitative Easing
by Jens H. E. Christensen & Signe Krogstrup 
TIPS Liquidity and the Outlook for Inflation
by Martin M. Andreasen & Jens H. E. Christensen 
A Portfolio Model of Quantitative Easing
by Jens H. E. Christensen & Signe Krogstrup 
Do All New Treasuries Trade at a Premium?
by Jens H. E. Christensen & Jose A. Lopez & Patrick Shultz 
A New Normal for Interest Rates? Evidence from InflationIndexed Debt
by Jens H. E. Christensen & Glenn D. Rudebusch 
Measuring Interest Rate Risk in the Very Long Term
by Jens H. E. Christensen & Jose A. Lopez & Paul Mussche 
Is There an OntheRun Premium in TIPS?
by Jens H. E. Christensen & Jose A. Lopez & Patrick Shultz 
The TIPS Liquidity Premium
by Martin M. Andreasen & Jens H. E. Christensen & Simon Riddell 
How Much Has Job Matching Efficiency Declined?
by Andreas Hornstein & Marianna Kudlyak 
New Evidence for a Lower New Normal in Interest Rates
by Jens H. E. Christensen & Glenn D. Rudebusch 
Term Structure Analysis with Big Data
by Martin M. Andreasen & Jens H. E. Christensen & Glenn D. Rudebusch 
Do Adjustment Lags Matter for InflationIndexed Bonds?
by Jens H. E. Christensen 
Do Foreign Funds Matter for Emerging Market Bond Liquidity?
by Jens H. E. Christensen & Eric Fischer & Patrick Shultz 
Extrapolating LongMaturity Bond Yields for Financial Risk Measurement
by Jens H. E. Christensen & Jose A. Lopez & Paul Mussche 
The Slope of the Yield Curve and the NearTerm Outlook
by Jens H. E. Christensen 
Bond Flows and Liquidity: Do Foreigners Matter?
by Jens H. E. Christensen & Eric Fischer & Patrick Shultz 
Assessing Abenomics: Evidence from InflationIndexed Japanese Government Bonds
by Jens H. E. Christensen & Mark M. Spiegel 
The Risk of Returning to the Zero Lower Bound
by Jens H. E. Christensen 
Negative Interest Rates and Inflation Expectations in Japan
by Jens H. E. Christensen & Mark M. Spiegel 
Yield Curve Responses to Introducing Negative Policy Rates
by Jens H. E. Christensen 
The Safety Premium of Safe Assets
by Jens H. E. Christensen & Nikola Mirkov 
Coronavirus and the Risk of Deflation
by Jens H. E. Christensen & Simon Zhu 
Emerging Bond Markets and COVID19: Evidence from Mexico
by Jens H. E. Christensen & Eric Fischer & Patrick Shultz 
Accounting for Low LongTerm Interest Rates: Evidence from Canada
by Jens H. E. Christensen & Glenn D. Rudebusch & Patrick Shultz 
The safety premium of safe assets
by Jens H. E. Christensen & Nikola Mirkov 
Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico
by Remy Beauregard & Jens H. E. Christensen & Eric Fischer & Simon Zhu 
Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico
by Remy Beauregard & Jens H. E. Christensen & Eric Fischer & Simon Zhu 
Exploring the Safety Premium of Safe Assets
by Jens H. E. Christensen & Nikola Mirkov