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A regime-switching model of th...
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Confidence sets for continuous-time rating transition probabilities
Christensen, Jens H. E.
;
Hansen, Ernst
;
Lando, David
- In:
Journal of banking & finance
28
(
2004
)
11
,
pp. 2575-2602
Persistent link: https://www.econbiz.de/10002361860
Saved in:
2
A portfolio model of quantitative easing
Christensen, Jens H. E.
;
Krogstrup, Signe
- In:
The Quarterly Journal of Finance : QJF
12
(
2022
)
4
,
pp. 1-39
Persistent link: https://www.econbiz.de/10014234575
Saved in:
3
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:
4
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:
5
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
Saved in:
6
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
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7
A model-independent maximum range for the liquidity correction of TIPS yields
Christensen, Jens H. E.
;
Gillan, James M.
-
2011
Persistent link: https://www.econbiz.de/10009156475
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8
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:
9
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:
10
A Probability-Based Stress Test of Federal Reserve Assets and Income
Christensen, Jens H. E.
;
López, José A.
;
Rudebusch, …
-
2013
Persistent link: https://www.econbiz.de/10010233358
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