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ECONIS (ZBW)
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1
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
Saved in:
2
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:
3
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:
4
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:
5
Decomposing the monetary policy multiplier
Alessandri, Piergiorgio
;
Jordà, Òscar
;
Venditti, Fabrizio
-
2023
Persistent link: https://www.econbiz.de/10014288036
Saved in:
6
Central bank credibility during COVID-19 : evidence from Japan
Christensen, Jens H. E.
;
Spiegel, Mark
-
2022
Persistent link: https://www.econbiz.de/10012807300
Saved in:
7
Inflation expectations and risk premia in emerging bond markets : evidence from Mexico
Beauregard, Remy
;
Christensen, Jens H. E.
;
Fischer, Eric
; …
-
2021
Persistent link: https://www.econbiz.de/10012548541
Saved in:
8
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:
9
Monetary policy and the term structure of inflation expectations with information frictions
McNeil, James
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478538
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10
The risk premium in New Keynesian DSGE models : the cost of inflation channel
Iania, Leonardo
;
Tretiakov, Pavel
;
Wouters, Rafael
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014479642
Saved in:
11
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
12
Banks, maturity transformation, and monetary policy
Paul, Pascal
-
2020
Persistent link: https://www.econbiz.de/10012182209
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13
Accounting for low long-term interest rates : evidence from Canada
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
;
Shultz, …
-
2020
Persistent link: https://www.econbiz.de/10012391368
Saved in:
14
The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises
Shang, Fei
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013464713
Saved in:
15
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013394035
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16
Bond flows and liquidity : do foreigners matter?
Christensen, Jens H. E.
;
Fischer, Eric
;
Shultz, Patrick
-
2019
-
This version: March 1, 2019
Persistent link: https://www.econbiz.de/10011980536
Saved in:
17
Corporate yields and sovereign yields
Bevilaqua, Julia
;
Hale, Galina
;
Tallman, Eric
-
2019
Persistent link: https://www.econbiz.de/10012123481
Saved in:
18
The safety premium of safe assets
Christensen, Jens H. E.
;
Mirkov, Nikola
-
2019
Persistent link: https://www.econbiz.de/10012181910
Saved in:
19
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:
20
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:
21
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:
22
The TIPS liquidity premium
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
-
2017
Persistent link: https://www.econbiz.de/10011733683
Saved in:
23
Is there an on-the-run premium in TIPS?
Christensen, Jens H. E.
;
López, José A.
;
Shultz, Patrick
-
2017
Persistent link: https://www.econbiz.de/10011733685
Saved in:
24
Interest rates under falling stars
Bauer, Michael D.
;
Rudebusch, Glenn D.
-
2017
Persistent link: https://www.econbiz.de/10011734560
Saved in:
25
Term structure analysis with big data
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
-
2017
Persistent link: https://www.econbiz.de/10011734626
Saved in:
26
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-42
Persistent link: https://www.econbiz.de/10012502563
Saved in:
27
European spreads at the interest rate lower bound
Coroneo, Laura
;
Pastorello, Sergio
- In:
Journal of economic dynamics & control
119
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012503797
Saved in:
28
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
Saved in:
29
The effects of conventional and unconventional monetary policy on forecasting the yield curve
Eo, Yunjong
;
Kang, Kyu Ho
- In:
Journal of economic dynamics & control
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012501422
Saved in:
30
Robust bond risk premia
Bauer, Michael D.
;
Hamilton, James D.
-
2016
-
Revised: January 20, 2016
Persistent link: https://www.econbiz.de/10011529375
Saved in:
31
Credit frictions and optimal monetary policy
Cúrdia, Vasco
;
Woodford, Michael
-
2015
Persistent link: https://www.econbiz.de/10011529415
Saved in:
32
Resolving the spanning puzzle in macro-finance term structure models
Bauer, Michael D.
;
Rudebusch, Glenn D.
-
2015
Persistent link: https://www.econbiz.de/10010504116
Saved in:
33
A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US
Fernandes, Marcelo
;
Vieira, Fausto
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012132004
Saved in:
34
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models
Guidolin, Massimo
;
Pedio, Manuela
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012312634
Saved in:
35
How does government spending news affect interest rates? : evidence from the United States
Chen, Yong
;
Liu, Dingming
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012312666
Saved in:
36
Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR
Strub, Moris S.
;
Li, Duan
;
Cui, Xiangyu
;
Gao, Jianjun
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012313656
Saved in:
37
Reexamining time-varying bond risk premia in the post-financial crisis era
Zhang, Han
;
Fan, Xiaoyun
;
Guo, Bin
;
Zhang, Wei
- In:
Journal of economic dynamics & control
109
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012314108
Saved in:
38
Inflation expectations and the news
Bauer, Michael D.
-
2014
Persistent link: https://www.econbiz.de/10010340289
Saved in:
39
Swiss unconventional monetary policy: lessons for the transmission of quantitative easing
Christensen, Jens H. E.
;
Krogstrup, Signe
-
2014
Persistent link: https://www.econbiz.de/10010400179
Saved in:
40
Can spanned term structure factors drive stochastic yield volatility?
Christensen, Jens H. E.
;
Lopez, Jose A.
;
Rudebusch, Glenn D.
-
2014
Persistent link: https://www.econbiz.de/10010256285
Saved in:
41
Equilibrium variance risk premium in a cost-free production economy
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of economic dynamics & control
96
(
2018
),
pp. 42-60
Persistent link: https://www.econbiz.de/10012004952
Saved in:
42
A hybrid spline-based parametric model for the yield curve
Faria, Adriano
;
Almeida, Caio
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 72-94
Persistent link: https://www.econbiz.de/10011973855
Saved in:
43
Threshold-based forward guidance
Boneva, Lena
;
Harrison, Richard
;
Waldron, Matt
- In:
Journal of economic dynamics & control
90
(
2018
),
pp. 138-155
Persistent link: https://www.econbiz.de/10011974034
Saved in:
44
Financial factors and monetary policy : determinacy and learnability of equilibrium
Kitney, Paul
- In:
Journal of economic dynamics & control
90
(
2018
),
pp. 194-207
Persistent link: https://www.econbiz.de/10011974060
Saved in:
45
Optimal debt management in a liquidity trap
Bouakez, Hafedh
;
Oikonomou, Rigas
;
Priftis, Romanos
- In:
Journal of economic dynamics & control
93
(
2018
),
pp. 5-21
Persistent link: https://www.econbiz.de/10011974451
Saved in:
46
Modeling yields at the zero lower bound : are shadow rates the solution?
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
-
2013
Persistent link: https://www.econbiz.de/10010233356
Saved in:
47
A regime-switching model of the yield curve at the zero bound
Christensen, Jens H. E.
-
2013
Persistent link: https://www.econbiz.de/10010200902
Saved in:
48
Measuring the effect of the zero lower bound on yields and exchange rates in the U.K. and Germany
Swanson, Eric T.
;
Williams, John C.
-
2013
Persistent link: https://www.econbiz.de/10009791698
Saved in:
49
Modeling yields at the zero lower bound : are shadow rates the solution?
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
-
2013
Persistent link: https://www.econbiz.de/10010223575
Saved in:
50
Estimating shadow-rate term structure models with Near-Zero Yields
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
-
2013
Persistent link: https://www.econbiz.de/10009733985
Saved in:
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