Jacob Ejsing

European Central Bank (ECB)

Kaiserstrasse 29

D-60311 Frankfurt am Main

Germany

SCHOLARLY PAPERS

6

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2,038

SSRN CITATIONS
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Top 10,413

in Total Papers Citations

12

CROSSREF CITATIONS

106

Scholarly Papers (6)

1.

The Impact of the Eurosystem's Covered Bond Purchase Programme on the Primary and Secondary Markets

ECB Occasional Paper No. 122
Number of pages: 36 Posted: 19 Jan 2011
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 877 (38,142)
Citation 16

Abstract:

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covered bonds, liquidity, primary market, secondary market

2.

The Term Structure of Euro Area Break-Even Inflation Rates: The Impact of Seasonality

ECB Working Paper No. 830
Number of pages: 43 Posted: 05 Dec 2007
Jacob Ejsing, Juan A. Garcia and Thomas Werner
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 352 (118,760)
Citation 3

Abstract:

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term structure, break-even inflation rates, inflation-linked bonds, inflation seasonality

3.

Liquidity and Credit Risk Premia in Government Bond Yields

ECB Working Paper No. 1440
Number of pages: 42 Posted: 09 Jul 2012
Jacob Ejsing, Magdalena Grothe and Oliver Grothe
European Central Bank (ECB), European Central Bank (ECB) and KIT
Downloads 325 (129,474)
Citation 9

Abstract:

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Liquidity premium, sovereign credit risk, yield curve modeling, bond markets, state space models

4.

Liquidity Premia in German Government Bonds

ECB Working Paper No. 1081
Number of pages: 61 Posted: 24 Aug 2009
Jacob Ejsing and Jukka Sihvonen
European Central Bank (ECB) and Aalto University
Downloads 257 (164,797)

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Government bond, liquidity, liquidity premium, futures market

5.

How Do Euro Area Inflation Expectations Evolve Over Time?

Number of pages: 20 Posted: 06 Mar 2008
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 119 (318,297)
Citation 4

Abstract:

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Monetary policy, learning

6.

The Janus-Headed Salvation: Sovereign and Bank Credit Risk Premia during 2008-09

ECB Working Paper No. 1127
Number of pages: 34 Posted: 09 Dec 2009
Jacob Ejsing and Wolfgang Lemke
European Central Bank (ECB) and European Central Bank
Downloads 108 (340,356)
Citation 4

Abstract:

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Financial crisis, risk transfer, credit default swaps