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Using Treasury STRIPS to Measure the Yield Curve

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References

1987Parsimonious Modeling of Yield Curves2,918 cited
1996Special Repo Rates461 cited
1993Liquidity, Reconstitution, and the Value of U.S. Treasury Strips96 cited
1999The Treasury Securities Market: Overview and Recent Developments59 cited
2000The relative pricing of U.S. Treasury STRIPS: empirical evidence44 cited

Cited by

2007The U.S. Treasury yield curve: 1961 to the present1,337 cited
2010Affine Term Structure Models384 cited
2006The U.S. Treasury Yield Curve: 1961 to the Present331 cited
2000Deriving Inflation Expectations from Nominal and Inflation-Indexed Treasury Yields17 cited

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