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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
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Extrapolating long-maturity bond yields for financial risk measurement
Christensen, Jens H. E.; López, José A.; Mussche, Paul L. - In: Management science : journal of the Institute for … 68 (2022) 11, pp. 8286-8300
Persistent link: https://www.econbiz.de/10014280151
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The TIPS liquidity premium
Andreasen, Martin Møller; Christensen, Jens H. E.; … - In: Review of finance : journal of the European Finance … 25 (2021) 6, pp. 1639-1675
Persistent link: https://www.econbiz.de/10012694409
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Is there an on-the-run premium in TIPS?
Christensen, Jens H. E.; López, José A.; Shultz, … - In: The quarterly journal of finance 10 (2020) 2, pp. 1-42
Persistent link: https://www.econbiz.de/10012423565
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Bond flows and liquidity : do foreigners matter?
Christensen, Jens H. E.; Fischer, Eric; Shultz, Patrick J. - In: Journal of international money and finance 117 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10013284870