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Interest Rate Term Structure Estimation with Exponential Splines: A Note

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References

1975THE TAX‐ADJUSTED YIELD CURVE548 cited
1971Measuring the Term Structure of Interest Rates542 cited
1982Term Structure Modeling Using Exponential Splines323 cited
1982Term Structure Modeling Using Exponential Splines251 cited
1984Pitfalls in Smoothing Interest Rate Term Structure Data: Equilibrium Models and Spline Approximations188 cited

Cited by

1991ESTIMATING THE GILT‐EDGED TERM STRUCTURE: BASIS SPLINES AND CONFIDENCE INTERVALS111 cited
1996Estimating the Term Structure of Interest Rates for Monetary Policy Analysis96 cited
1987The Case of the Negative Nominal Interest Rates: New Estimates of the Term Structure of Interest Rates During the Great Depression81 cited
2004Estimating the Interest Rate Term Structure of Corporate Debt With a Semiparametric Penalized Spline Model60 cited
2008Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada54 cited
2001Term Structure Estimation in Illiquid Markets35 cited
2001The joint estimation of term structures and credit spreads32 cited
2009The Term Structure of Interest Rates28 cited

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