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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~subject:"Index-linked bond"
~subject:"Niedrigzinspolitik"
~subject:"Theory"
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Index-linked bond
Niedrigzinspolitik
Theory
Yield curve
133
Zinsstruktur
133
Theorie
83
Option pricing theory
33
Optionspreistheorie
33
Geldpolitik
24
Monetary policy
24
USA
21
United States
21
Risikoprämie
14
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Anleihe
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term structure modeling
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Financial market
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English
93
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Christensen, Jens H. E.
16
Rudebusch, Glenn D.
15
Swanson, Eric T.
5
Filipović, Damir
4
López, José A.
4
Eberlein, Ernst
3
Rutkowski, Marek
3
Wu, Tao
3
Bauer, Michael D.
2
Björk, Tomas
2
Brace, Alan
2
Diebold, Francis X.
2
Gouriéroux, Christian
2
Jarrow, Robert A.
2
Kennedy, D. P.
2
Kou, Steven
2
Levendorskij, Sergej Z.
2
Mirkov, Nikola
2
Monfort, Alain
2
Musiela, Marek
2
Mussche, Paul L.
2
Rogers, Leonard C. G.
2
Scaillet, Olivier
2
Teichmann, Josef
2
Williams, John C.
2
Aihara, Shin Ichi
1
Akahori, Jirô
1
Alessandri, Piergiorgio
1
Andreasen, Martin Møller
1
Aquilina, J.
1
Bacchetta, Philippe
1
Bagchi, Arunabha
1
Bielecki, Tomasz R.
1
Boyarchenko, Nina
1
Cairns, Andrew
1
Carverhill, Andrew
1
Chan, Jiun Hong
1
Chen, Li
1
Chen, Nan
1
Cheng, Peng
1
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Federal Reserve Bank of San Francisco
4
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working papers series / Federal Reserve Bank of San Francisco
NBER working paper series
106
Working paper / National Bureau of Economic Research, Inc.
97
NBER Working Paper
89
Journal of banking & finance
80
The journal of fixed income
62
International journal of theoretical and applied finance
51
Journal of financial economics
51
Discussion paper / Centre for Economic Policy Research
43
Working paper
43
The journal of finance : the journal of the American Finance Association
42
The review of financial studies
41
Economics letters
39
Journal of economic dynamics & control
39
Finance and stochastics
38
Finance and economics discussion series
37
Journal of money, credit and banking : JMCB
35
Journal of empirical finance
32
Journal of international money and finance
31
Working paper series / European Central Bank
31
Journal of financial and quantitative analysis : JFQA
30
Journal of monetary economics
29
Applied mathematical finance
27
Discussion papers / CEPR
24
Journal of econometrics
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
Discussion paper
23
Staff reports / Federal Reserve Bank of New York
23
Finance research letters
22
Management science : journal of the Institute for Operations Research and the Management Sciences
22
The European journal of finance
22
International review of economics & finance : IREF
21
CESifo working papers
19
Economic modelling
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
CREATES research paper
18
ECB Working Paper
18
Applied economics
17
Discussion papers in economics
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ECONIS (ZBW)
93
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1
Quantitative easing and safe asset scarcity : evidence from international bond safety premia
Christensen, Jens H. E.
;
Mirkov, Nikola
;
Zhang, Xin
-
2023
-
This version: August 15, 2023
Persistent link: https://www.econbiz.de/10014391221
Saved in:
2
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:
3
The benefit of inflation-indexed debt : evidence from an mmerging bond market
Ruiz Cardozo, Cristhian Hernando
;
Eggert Christensen, …
-
2023
Persistent link: https://www.econbiz.de/10014287812
Saved in:
4
Decomposing the monetary policy multiplier
Alessandri, Piergiorgio
;
Jordà, Òscar
;
Venditti, Fabrizio
-
2023
Persistent link: https://www.econbiz.de/10014288036
Saved in:
5
International evidence on extending sovereign debt maturities
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
-
2021
Persistent link: https://www.econbiz.de/10012626232
Saved in:
6
The safety premium of safe assets
Christensen, Jens H. E.
;
Mirkov, Nikola
-
2019
Persistent link: https://www.econbiz.de/10012181910
Saved in:
7
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:
8
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:
9
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:
10
The TIPS liquidity premium
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
-
2017
Persistent link: https://www.econbiz.de/10011733683
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