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Estimating the spot rate curve using the Nelson–Siegel model
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References

  • 1987Parsimonious Modeling of Yield Curves2,918 cited
  • 2003Forecasting the Term Structure of Government Bond Yields1,838 cited
  • 1991Common Factors Affecting Bond Returns1,796 cited
  • 1987The Information in Long-Maturity Forward Rates1,552 cited
  • 1975THE TAX‐ADJUSTED YIELD CURVE548 cited
  • 1971Measuring the Term Structure of Interest Rates542 cited
  • 1994Estimating and Interpreting Foreward Interest Rates: Sweden 1992-1994426 cited
  • 1982Term Structure Modeling Using Exponential Splines323 cited
  • 2006The U.S. Treasury Yield Curve: 1961 to the Present305 cited
  • 2008Global yield curve dynamics and interactions: A dynamic Nelson–Siegel approach261 cited
  • 1982Term Structure Modeling Using Exponential Splines251 cited
  • 1994Estimating and Interpreting Forward Interest Rates232 cited
  • 2006The U.S. Treasury Yield Curve: 1961 to the Present211 cited
  • 1984Pitfalls in Smoothing Interest Rate Term Structure Data: Equilibrium Models and Spline Approximations188 cited
  • 2008Zero-Coupon Yield Curves: Technical Documentation149 cited
  • 1994Estimating and Interpreting Forward Interest Rates: Sweden 1992-1994

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  • 2014Price determinants for remanufactured electronic products: a case study on eBay UK46 cited