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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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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
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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
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Estimating shadow-rate term structure models with near-zero yields
Christensen, Jens H. E.; Rudebusch, Glenn D. - In: Journal of financial econometrics : official journal of … 13 (2015) 2, pp. 226-259
Persistent link: https://www.econbiz.de/10011339339
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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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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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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
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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