| The affine arbitrage-free class of Nelson–Siegel term structure models JHE Christensen, FX Diebold, GD Rudebusch Journal of Econometrics 164 (1), 4-20, 2011 | 777 | 2011 |
| The response of interest rates to US and UK quantitative easing JHE Christensen, GD Rudebusch The Economic Journal 122 (564), F385-F414, 2012 | 579 | 2012 |
| Inflation expectations and risk premiums in an arbitrage‐free model of nominal and real bond yields JHE Christensen, JA Lopez, GD Rudebusch Journal of Money, Credit and Banking 42, 143-178, 2010 | 287 | 2010 |
| An arbitrage‐free generalized Nelson–Siegel term structure model JHE Christensen, FX Diebold, GD Rudebusch The Econometrics Journal 12 (3), C33-C64, 2009 | 277 | 2009 |
| Estimating shadow-rate term structure models with near-zero yields JHE Christensen, GD Rudebusch Journal of Financial Econometrics 13 (2), 226-259, 2015 | 246 | 2015 |
| Do central bank liquidity facilities affect interbank lending rates? JHE Christensen, JA Lopez, GD Rudebusch Journal of Business & Economic Statistics 32 (1), 136-151, 2014 | 218 | 2014 |
| Confidence sets for continuous-time rating transition probabilities JHE Christensen, E Hansen, D Lando Journal of Banking & Finance 28 (11), 2575-2602, 2004 | 206 | 2004 |
| Modeling yields at the zero lower bound: Are shadow rates the solution? JHE Christensen, GD Rudebusch Dynamic Factor Models 35, 75-125, 2016 | 163 | 2016 |
| Does quantitative easing affect market liquidity? JHE Christensen, JM Gillan Journal of Banking & Finance 134, 106349, 2022 | 162 | 2022 |
| Transmission of quantitative easing: The role of central bank reserves JHE Christensen, S Krogstrup The Economic Journal 129 (617), 249-272, 2019 | 151 | 2019 |
| A new normal for interest rates? Evidence from inflation-indexed debt JHE Christensen, GD Rudebusch Review of Economics and Statistics 101 (5), 933-949, 2019 | 111 | 2019 |
| A probability-based stress test of Federal Reserve assets and income JHE Christensen, JA Lopez, GD Rudebusch Journal of Monetary Economics 73, 26-43, 2015 | 93 | 2015 |
| The TIPS liquidity premium MM Andreasen, JHE Christensen, S Riddell Review of Finance 25 (6), 1639-1675, 2021 | 91 | 2021 |
| A portfolio model of quantitative easing JHE Christensen, S Krogstrup Peterson Institute for International Economics Working Paper, 2016 | 64 | 2016 |
| Term structure analysis with big data: one-step estimation using bond prices MM Andreasen, JHE Christensen, GD Rudebusch Journal of Econometrics 212 (1), 26-46, 2019 | 52 | 2019 |
| Extracting deflation probability forecasts from treasury yields JHE Christensen, JA Lopez, GD Rudebusch 31st issue (November 2012) of the International Journal of Central Banking, 2018 | 52 | 2018 |
| Inflation of polymer melts into elliptic and circular cylinders HK Rasmussen, JH Christensen, S Gøttsche Journal of non-newtonian fluid mechanics 93 (2-3), 245-263, 2000 | 45 | 2000 |
| Could the US Treasury benefit from issuing more TIPS? JHE Christensen, JM Gillan Federal Reserve Bank of San Francisco, 2012 | 40 | 2012 |
| Pricing deflation risk with US Treasury yields JHE Christensen, JA Lopez, GD Rudebusch Review of Finance 20 (3), 1107-1152, 2016 | 39 | 2016 |
| A regime-switching model of the yield curve at the zero bound JHE Christensen Federal Reserve Bank of San Francisco, 2013 | 34 | 2013 |
