Kristy A.E. Jansen

University of Southern California - Marshall School of Business

De Nederlandsche Bank

PO Box 98

1000 AB Amsterdam

Amsterdam, 1000 AB

Netherlands

  • University of Southern California - Marshall School of Business

  • De Nederlandsche Bank

SCHOLARLY PAPERS

9

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17

Scholarly Papers (9)

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1.

Long-term Investors, Demand Shifts, and Yields

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Citation 1

Long-term Investors, Demand Shifts, and Yields

Number of pages: 112 Posted: 11 Aug 2021 Last Revised: 08 Dec 2024
Kristy A.E. Jansen
University of Southern California - Marshall School of Business
Downloads 1,325 (32,254)
Citation 1

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demand shifts, insurance companies, pension funds, price elasticity of demand, regulatory constraints, yield curve

Long-term Investors, Demand Shifts, and Yields

De Nederlandsche Bank Working Paper No. 769
Number of pages: 88 Posted: 08 Mar 2023 Last Revised: 11 Apr 2023
Kristy A.E. Jansen
University of Southern California - Marshall School of Business
Downloads 120 (501,476)

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demand shifts, insurance companies, pension funds, price elasticity of demand, regulatory constraints, yield curve

2.

Do Teams Alleviate or Exacerbate Overreaction in Beliefs?

Number of pages: 129 Posted: 11 Feb 2021 Last Revised: 28 Jan 2025
Ricardo Barahona, Stefano Cassella, Kristy A.E. Jansen and Vincenzo Pezone
Banco de España, Tilburg University- School of Economics and Management, University of Southern California - Marshall School of Business and Tilburg University - Department of Finance
Downloads 934 (54,277)
Citation 2

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Expectation Formation, Extrapolation, Teams, Lab Experiment, Behavioral Finance, Performance

3.

Granular Treasury Demand with Arbitrageurs

USC Marshall School of Business Research Paper Sponsored by iORB
Number of pages: 88 Posted: 30 Sep 2024 Last Revised: 31 Mar 2025
Kristy A.E. Jansen, Wenhao Li and Lukas Schmid
University of Southern California - Marshall School of Business, University of Southern California - Marshall School of Business and University of Southern California - Marshall School of Business
Downloads 899 (57,269)
Citation 1

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Treasury demand, financial intermediaries, arbitrage, monetary policy, quantitative easing

4.

Pension Liquidity Risk *

Number of pages: 96 Posted: 25 Jun 2023 Last Revised: 20 Jan 2025
Kristy A.E. Jansen, Sven Klingler, Angelo Ranaldo and Patty Duijm
University of Southern California - Marshall School of Business, BI Norwegian Business School, University of Basel - Faculty of Business and Economics and De Nederlandsche Bank
Downloads 862 (60,454)

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Pension funds, fixed income, interest rate swaps, liability hedging, liquidity risk, margin calls, price impact. JEL: E43, G12, G18

5.

Pension Funds and Drivers of Heterogeneous Investment Strategies

Number of pages: 69 Posted: 06 Sep 2019 Last Revised: 16 Apr 2021
Dirk Broeders and Kristy A.E. Jansen
European Central Bank (ECB) and University of Southern California - Marshall School of Business
Downloads 618 (93,419)
Citation 1

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factor exposures, liabilities, pension funds, portfolio choice, retirement income

6.

The Shadow Costs of Illiquidity

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 49 Posted: 25 Aug 2020 Last Revised: 25 Jan 2021
Kristy A.E. Jansen and Bas J. M. Werker
University of Southern California - Marshall School of Business and Tilburg University - Center for Economic Research (CentER)
Downloads 394 (161,087)

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illiquid assets, infrequent trades, portfolio choice, shadow costs, transaction costs

7.

Pension Fund's Illiquid Assets Allocation Under Liquidity and Capital Requirements

Journal of Pension Economics & Finance, Volume 20, Issue 1, January 2021, pp. 102 - 124.
Number of pages: 44 Posted: 19 Apr 2017 Last Revised: 11 Jan 2021
Dirk Broeders, Kristy A.E. Jansen and Bas J. M. Werker
European Central Bank (ECB), University of Southern California - Marshall School of Business and Tilburg University - Center for Economic Research (CentER)
Downloads 378 (168,671)
Citation 11

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asset allocation, asset liability management, capital requirements, illiquid assets, liquidity requirements, pension funds

8.

Which Exchange Rate Matters to Global Investors?

Number of pages: 60 Posted: 11 Dec 2023 Last Revised: 18 Dec 2024
Kristy A.E. Jansen, Hyun Song Shin and Goetz von Peter
University of Southern California - Marshall School of Business, Bank for International Settlements (BIS) and Bank for International Settlements - Research and Policy Analysis
Downloads 349 (184,249)
Citation 1

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currency mismatch, balance sheet effects, emerging markets, exchange rates, institutional investors, sovereign bonds

9.

A Survey of Institutional Investors’ Investment and Management Decisions on Illiquid Assets

Forthcoming: The Journal of Portfolio Management, Netspar Survey Paper 56, 2019
Posted: 18 Oct 2019 Last Revised: 24 Jan 2021
Kristy A.E. Jansen and Patrick Tuijp
University of Southern California - Marshall School of Business and Ortec Finance

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illiquid assets, institutional investors, liquidity management, survey