EABCN Training School on "Term structure models and the zero lower bound"

EABCN Training School on

"Term structure models and the zero lower bound"

7-9 September 2015, European University Institute, Florence

By Jens Christensen (Federal Reserve Bank of San Francisco)

 

Course Syllabus

Recommended Reading List

Course Schedule

Codes and slides

List of Participants (as of 04.09.2015)

Logistical Information

 

About the instructor:

Jens Christensen is a senior economist in the Financial Research Section of the Federal Reserve Bank of San Francisco, which he joined in 2006 after receiving his PhD in finance from Copenhagen Business School. He also holds an MSc in economics from the University of Copenhagen. His research interests include credit risk modeling, credit risk management, and interest rate term structure modeling. His research in this area is widely cited and has been published in leading academic journals such as the Economic Journal, the Journal of Business and Economic Statistics, the Journal of Econometrics, the Journal of Financial Econometrics, and the Journal of Money, Credit, and Banking amongst others. Finally, he is a frequent presenter at international conferences on issues related to sovereign bond markets and monetary policy.