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person:"Campbell, John Y."
~isPartOf:"Journal of econometrics"
~isPartOf:"Working papers / Penn Institute for Economic Research"
~person:"Christensen, Jens H. E."
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Search: subject_exact:"Internationale Zinsdifferenz"
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Campbell, John Y.
Christensen, Jens H. E.
Diebold, Francis X.
5
Rudebusch, Glenn D.
4
Monfort, Alain
3
Wu, Jing Cynthia
3
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ECONIS (ZBW)
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Monetary reforms and inflation expectations in Japan : evidence from inflation-indexed bonds
Christensen, Jens H. E.
;
Spiegel, Mark
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 410-431
Persistent link: https://www.econbiz.de/10013464829
Saved in:
2
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:
3
The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 4-20
Persistent link: https://www.econbiz.de/10009270418
Saved in:
4
An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003769409
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