Jens H. E. Christensen

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?
Journal of Business and Economic Statistics
2025-01-20Paper
Monetary reforms and inflation expectations in Japan: evidence from inflation-indexed bonds
Journal of Econometrics
2022-12-14Paper
The TIPS liquidity premium
Review of Finance
2022-01-19Paper
Term structure analysis with big data: one-step estimation using bond prices
Journal of Econometrics
2019-09-02Paper
Pricing deflation risk with US treasury yields
Review of Finance
2018-11-20Paper
The affine arbitrage-free class of Nelson-Siegel term structure models
Journal of Econometrics
2016-08-12Paper
An arbitrage‐free generalized Nelson–Siegel term structure model
Econometrics Journal
2009-12-22Paper


Research outcomes over time


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