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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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The TIPS liquidity premium
Andreasen, Martin Møller; Christensen, Jens H. E.; … - 2017
Persistent link: https://www.econbiz.de/10011706202
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Pricing deflation risk with US treasury yields
Christensen, Jens H. E.; López, José A.; Rudebusch, … - In: Review of finance : journal of the European Finance … 20 (2016) 3, pp. 1107-1152
Persistent link: https://www.econbiz.de/10011590714
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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
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The TIPS liquidity premium
Andreasen, Martin Møller; Christensen, Jens H. E.; … - 2017
Persistent link: https://www.econbiz.de/10011733683
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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
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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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A new normal for interest rates? : evidence from inflation-indexed debt
Christensen, Jens H. E.; Rudebusch, Glenn D. - In: The review of economics and statistics 101 (2019) 5, pp. 933-949
Persistent link: https://www.econbiz.de/10012208849
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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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Pricing Deflation Risk with US Treasury Yields
Christensen, Jens H. E.; López, José A.; Rudebusch, … - 2012
Persistent link: https://www.econbiz.de/10009546063