Using a novel arbitrage-free dynamic term structure model of nominal and real bond prices that accounts for bond-specific liquidity risk premia, this paper provides estimates of bond investors’ ...
This data series is part of the Center for Monetary Research. The Treasury yield premium model by Jens H.E. Christensen and Glenn D. Rudebusch (CR) decomposes the nominal yield curve into three ...
The National Sports Media Association named Christensen as the 2003 Maryland Sportswriter of the Year and 2014 Minnesota Sportswriter of the Year. To balance the number of teams in the small-school ...
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