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  • Search: subject:"Arbitrage-free term structure"
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Year of publication
Subject
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Yield curve 17 Zinsstruktur 17 Public bond 11 Öffentliche Anleihe 11 CAPM 10 Geldpolitik 10 Monetary policy 10 affine arbitrage-free term structure model 10 Risikoprämie 9 Risk premium 9 Anleihe 7 Bond 7 Estimation 7 Financial market 7 Finanzmarkt 7 Schätzung 7 financial market frictions 6 Deflation 5 Impact assessment 5 Japan 5 Low-interest-rate policy 5 Niedrigzinspolitik 5 Wirkungsanalyse 5 Affine arbitrage-free term structure model 4 Bond market 4 Inflation expectations 4 Inflationserwartung 4 Rentenmarkt 4 Theorie 4 Theory 4 rstar 4 Arbitrage-free term structure dynamics 3 Euro area 3 Eurozone 3 Heath–Jarrow–Morton theory 3 Market models 3 monetary policy 3 negative interest rates 3 Arbitrage Pricing 2 Arbitrage pricing 2
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Online availability
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Free 14 Undetermined 8
Type of publication
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Book / Working Paper 14 Article 8
Type of publication (narrower categories)
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Arbeitspapier 13 Graue Literatur 13 Non-commercial literature 13 Working Paper 13 Article in journal 4 Aufsatz in Zeitschrift 4
Language
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English 17 Undetermined 5
Author
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Christensen, Jens H. E. 15 Spiegel, Mark 5 Ceballos, Luis 3 Romero, Damian 3 Carmona, René 2 Imakubo, Kei 2 Mirkov, Nikola 2 Mouabbi, Sarah 2 Nadtochiy, Sergey 2 Nakajima, Jouchi 2 Buehler, Hans 1 Eo, Yunjong 1 Hetland, Simon Thinggaard 1 Hughston, Lane 1 Kang, Kyu Ho 1 Paulson, Caroline 1 Rafailidis, Avraam 1 Rudebusch, Glenn D. 1 Shultz, Patrick J. 1 Steenkamp, Daan 1
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Institution
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Bank of Japan 1
Published in...
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Working papers series / Federal Reserve Bank of San Francisco 10 Finance and Stochastics 4 Journal of international money and finance 2 Bank of Japan Working Paper Series 1 Bank of Japan working paper series 1 Journal of econometrics 1 Journal of economic dynamics & control 1 SNB working papers 1 South African Reserve Bank working paper series 1
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Source
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ECONIS (ZBW) 17 RePEc 5
Showing 1 - 10 of 22
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German inflation-linked bonds : overpriced, yet undervalued
Christensen, Jens H. E.; Mouabbi, Sarah; Paulson, Caroline - 2025 - This version: January 30, 2025
Persistent link: https://www.econbiz.de/10015210558
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Joint estimation of liquidity and credit risk premia in bond prices with an application
Christensen, Jens H. E.; Steenkamp, Daan - 2025
Persistent link: https://www.econbiz.de/10015406262
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A post-pandemic new normal for interest rates in emerging bond markets? : evidence from Chile
Ceballos, Luis; Christensen, Jens H. E.; Romero, Damian - 2024
Persistent link: https://www.econbiz.de/10014533411
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The natural rate of interest in the euro area : evidence from inflation-indexed bonds
Christensen, Jens H. E.; Mouabbi, Sarah - 2024
Persistent link: https://www.econbiz.de/10014533441
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Inflation expectations, liquidity premia and global spillovers in Japanese bond markets
Christensen, Jens H. E.; Spiegel, Mark - 2024
Persistent link: https://www.econbiz.de/10014533476
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Cover Image
Market-based estimates of the natural real rate : evidence from Latin American bond markets
Ceballos, Luis; Christensen, Jens H. E.; Romero, Damian - 2024
Persistent link: https://www.econbiz.de/10014467441
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Cover Image
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
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Cover Image
A post-pandemic new normal for interest rates in emerging bond markets? : evidence from Chile
Ceballos, Luis; Christensen, Jens H. E.; Romero, Damian - In: Journal of international money and finance 150 (2025), pp. 1-23
Persistent link: https://www.econbiz.de/10015184964
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Central bank credibility during COVID-19 : evidence from Japan
Christensen, Jens H. E.; Spiegel, Mark - 2022
Persistent link: https://www.econbiz.de/10012807300
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The safety premium of safe assets
Christensen, Jens H. E.; Mirkov, Nikola - 2021
Persistent link: https://www.econbiz.de/10012486010
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