Jens H. E. Christensen

Author

Federal Reserve Bank of San Francisco ORCID

Also Known As

Christensen, Jens H. E., Cristhian Hernando Ruiz Cardozo, Federal Reserve Bank of San Francisco, JENS H. E. CHRISTENSEN, Jens H E Christensen, Jens H. E. Christensen, Jens H.E. Christensen, Jens Henrik Eggert Christensen, John B. Taylor

122

Publications

3.3K

Citations

H-Index

Concepts

All Affiliations

Federal Reserve Bank of San Francisco University of Pennsylvania Aarhus University Copenhagen Business School University of Copenhagen

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	15	16	1.3K
2	Economics	12	13	1.2K
3	Management	7	7	313
4	Engineering	3	3	227
5	Accounting	2	2	43

Jens H. E. Christensen

Publications

2.4K

Citations

H-Index

Page 1

	Year	Citations
The affine arbitrage-free class of Nelson–Siegel term structure models Jens H. E. Christensen, Francis X. Diebold, Glenn D. Rudebusch Journal of Econometrics Affine Arbitrage-free ClassTerm Structure ModelFinancial Mathematics	2011	430
The Response of Interest Rates to US and UK Quantitative Easing Jens H. E. Christensen, Glenn D. Rudebusch The Economic Journal Empirical FinanceEconomicsMonetary PolicyFinancial EconomicsInternational Finance	2012	323
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 Empirical FinanceEconomicsTerm Structure ModelFinancial EconomicsAsset Pricing	2010	260
An arbitrage‐free generalized Nelson–Siegel term structure model Jens H. E. Christensen, Francis X. Diebold, Glenn D. Rudebusch Econometrics Journal EconomicsTerm Structure ModelFinancial EconomicsAsset PricingFinancial Econometrics	2009	157
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
Confidence sets for continuous-time rating transition probabilities Jens H. E. Christensen, Ernst Albin Hansen, David Lando Journal of Banking & Finance EngineeringUncertainty QuantificationImprecise ProbabilityStatistical FoundationConfidence Sets	2004	119
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? Jens H. E. Christensen, Jose A. Lopez, Glenn D. Rudebusch Journal of Business and Economic Statistics	2013	106
A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt Jens H. E. Christensen, Glenn D. Rudebusch The Review of Economics and Statistics New NormalMonetary PolicyEconomicsTerm Structure ModelMacroeconomics	2019	101
Transmission of Quantitative Easing: The Role of Central Bank Reserves Jens H. E. Christensen, Signe Krogstrup The Economic Journal EconomicsMonetary PolicyFinancial EconomicsInternational FinanceReserve Expansions	2018	81
A probability-based stress test of Federal Reserve assets and income Jens H. E. Christensen, Jose A. Lopez, Glenn D. Rudebusch Journal of Monetary Economics Empirical FinanceEconomicsMonetary PolicyFinancial EconomicsAsset Pricing	2015	70

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