| . |
Christensen, Jens Henrik Eggert's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
930 |
Total
Citations
95 |
|
|
|
|
|
1.
|
|
|
Christensen, Jens Henrik Eggert
FRB of San Francisco - Financial Research Lando, David
Copenhagen Business School - Department of Finance Hansen, Ernst
University of Copenhagen - Department of Applied Mathematics and Statistics
|
|
393
(35,214)
|
35
|
|
| |
|
| |
|
|
|
2.
|
|
The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models
|
Show Abstracts |
Hide Abstracts |
Versions (3)
|
hide multiple versions |
Export Bibliographic Info |
|
Christensen, Jens Henrik Eggert
FRB of San Francisco - Financial Research Diebold, Francis X.
University of Pennsylvania - Department of Economics Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
|
|
Posted:
|
|
01 Oct 07
|
|
Last Revised:
|
|
11 Sep 10
|
|
390
(35,547)
|
37
|
|
|
|
|
Christensen, Jens Henrik Eggert
FRB of San Francisco - Financial Research Diebold, Francis X.
University of Pennsylvania - Department of Economics Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
|
|
47
|
37
|
|
| |
|
| |
|
|
|
|
|
|
|
Christensen, Jens Henrik Eggert
FRB of San Francisco - Financial Research Diebold, Francis X.
University of Pennsylvania - Department of Economics Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
|
|
109
|
37
|
|
| |
|
| |
interest rates, econometric models
|
|
|
|
|
|
|
Diebold, Francis X.
University of Pennsylvania - Department of Economics Christensen, Jens Henrik Eggert
FRB of San Francisco - Financial Research Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
|
|
234
|
37
|
|
| |
|
| |
arbitrage, Nelson-Siegel, term structure, factor models, forecast accuracy
|
|
|
|
|
|
3.
|
|
|
Christensen, Jens Henrik Eggert
FRB of San Francisco - Financial Research Diebold, Francis X.
University of Pennsylvania - Department of Economics Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
|
|
122
(117,736)
|
7
|
|
| |
|
| |
Yield Curve, Interest Rate, Bond Market, Svensson Model
|
|
|
4.
|
|
|
Christensen, Jens Henrik Eggert
FRB of San Francisco - Financial Research Diebold, Francis X.
University of Pennsylvania - Department of Economics Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
|
|
23
(267,410)
|
7
|
|
| |
|
| |
|
|
|
5.
|
|
|
Christensen, Jens Henrik Eggert
FRB of San Francisco - Financial Research Diebold, Francis X.
University of Pennsylvania - Department of Economics Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
|
|
2
(339,165)
|
7
|
|
| |
|
| |
|
|
|
6.
|
|
|
Christensen, Jens Henrik Eggert
FRB of San Francisco - Financial Research Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
|
|
0
(353,049)
|
1
|
|
| |
|
| |
|
|
