Concepedia

Jens H. E. Christensen

JH

31

Publications

2.4K

Citations

20

H-Index

2004

Active since

Affiliations

Federal Reserve Bank of San Francisco(Current)

University of Pennsylvania

Aarhus University

Copenhagen Business School

University of Copenhagen

Jens H. E. Christensen is an author at Federal Reserve Bank of San Francisco specializing in finance, business, and economics.

Top concepts

FinanceBusinessEconomicsFinancial EconomicsMonetary PolicyAsset PricingManagementEmpirical FinanceFinancial CrisisQuantitative Easing

Publications per year

2004–2022

31

Publications

31

The affine arbitrage-free class of Nelson–Siegel term structure models

Jens H. E. Christensen, Francis X. Diebold, Glenn D. Rudebusch · Journal of Econometrics · 2011 · 430 citations

Affine Arbitrage-free Class, Term Structure Model, Financial Mathematics

The Response of Interest Rates to US and UK Quantitative Easing

Jens H. E. Christensen, Glenn D. Rudebusch · The Economic Journal · 2012 · 323 citations

Empirical Finance, Economics, Monetary Policy +15

Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields

Jens H. E. Christensen, Jose A. Lopez, Glenn D. Rudebusch · Journal of money credit and banking · 2010 · 260 citations

Empirical Finance, Economics, Term Structure Model +12

An arbitrage‐free generalized Nelson–Siegel term structure model

Jens H. E. Christensen, Francis X. Diebold, Glenn D. Rudebusch · Econometrics Journal · 2009 · 157 citations

Economics, Term Structure Model, Financial Economics +10

The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models

Jens H. E. Christensen, Francis X. Diebold, Glenn D. Rudebusch · SSRN Electronic Journal · 2007 · 151 citations · Full text

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