Transmission of Quantitative Easing: The Role of Central Bank Reserves von Christensen, Jens H E, Krogstrup, Signe

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Future Global Meteorological Drought Hot Spots: A Study Based on CORDEX Data von Spinoni, Jonathan, Barbosa, Paulo, Bucchignani, Edoardo, Cassano, John, Cavazos, Tereza, Christensen, Jens H., Christensen, Ole B., Coppola, Erika, Evans, Jason, Geyer, Beate, Giorgi, Filippo, Hadjinicolaou, Panos, Jacob, Daniela, Katzfey, Jack, Koenigk, Torben, Laprise, René, Lennard, Christopher J., Kurnaz, M. Levent, Li, Delei, Llopart, Marta, McCormick, Niall, Naumann, Gustavo, Nikulin, Grigory, Ozturk, Tugba, Panitz, Hans-Juergen, da Rocha, Rosmeri Porfirio, Rockel, Burkhardt, Solman, Silvina A., Syktus, Jozef, Tangang, Fredolin, Teichmann, Claas, Vautard, Robert, Vogt, Jürgen V., Winger, Katja, Zittis, George, Dosio, Alessandro

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The Response of Interest Rates to US and UK Quantitative Easing von Christensen, Jens H. E., Rudebusch, Glenn D.

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The affine arbitrage-free class of Nelson–Siegel term structure models von Christensen, Jens H.E., Diebold, Francis X., Rudebusch, Glenn D.

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On the need for bias correction of regional climate change projections of temperature and precipitation von Christensen, Jens H., Boberg, Fredrik, Christensen, Ole B., Lucas‐Picher, Philippe

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Evaluating the performance and utility of regional climate models: the PRUDENCE project von Christensen, Jens H, Carter, Timothy R, Rummukainen, Markku, Amanatidis, Georgios

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A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt von Christensen, Jens H. E., Rudebusch, Glenn D.

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Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement von Christensen, Jens H. E., Lopez, Jose A., Mussche, Paul L.

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Arctic sea ice reduction and European cold winters in CMIP5 climate change experiments von Yang, Shuting, Christensen, Jens H.

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Temperature dependent climate projection deficiencies in CMIP5 models von Christensen, Jens H., Boberg, Fredrik

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International evidence on extending sovereign debt maturities von Christensen, Jens H.E., Lopez, Jose A., Mussche, Paul L.

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Estimating Shadow-Rate Term Structure Models with Near-Zero Yields von Christensen, J. H. E., Rudebusch, G. D.

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A probability-based stress test of Federal Reserve assets and income von Christensen, Jens H.E., Lopez, Jose A., Rudebusch, Glenn D.

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Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields von CHRISTENSEN, JENS H. E., LOPEZ, JOSE A., RUDEBUSCH, GLENN D.

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Very high resolution regional climate model simulations over Greenland: Identifying added value von Lucas-Picher, Philippe, Wulff-Nielsen, Maria, Christensen, Jens H., Aðalgeirsdóttir, Guðfinna, Mottram, Ruth, Simonsen, Sebastian B.

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Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices von Andreasen, Martin M., Christensen, Jens H.E., Rudebusch, Glenn D.

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Global Climate Model Performance over Alaska and Greenland von Walsh, John E., Chapman, William L., Romanovsky, Vladimir, Christensen, Jens H., Stendel, Martin

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Improved confidence in climate change projections of precipitation further evaluated using daily statistics from ENSEMBLES models von Boberg, Fredrik, Berg, Peter, Thejll, Peter, Gutowski, William J, Christensen, Jens H

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Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? von Christensen, Jens H. E., Lopez, Jose A., Rudebusch, Glenn D.

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An intercomparison of regional climate model data for hydrological impact studies in Denmark von van Roosmalen, Lieke, Christensen, Jens H., Butts, Michael B., Jensen, Karsten H., Refsgaard, Jens C.

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