Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Explaining and Forecasting Bond Risk Premiums

16 references·16 citing·39 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

1988Statistical analysis of cointegration vectors17,038 cited
1985A Theory of the Term Structure of Interest Rates8,333 cited
1977An equilibrium characterization of the term structure6,104 cited
2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
1987Parsimonious Modeling of Yield Curves2,918 cited
1996A YIELD‐FACTOR MODEL OF INTEREST RATES2,498 cited
1989A Test of the Efficiency of a Given Portfolio2,369 cited
1991Common Factors Affecting Bond Returns1,796 cited
2000Specification Analysis of Affine Term Structure Models1,708 cited
2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables1,705 cited
2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
2002Term Premia and Interest Rate Forecasts in Affine Models1,581 cited
2005Bond Risk Premia1,546 cited
2002Has the Business Cycle Changed and Why?1,515 cited
2003Measuring the Natural Rate of Interest1,062 cited
2001Evolving Post-World War II U.S. Inflation Dynamics

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

914 cited

Cited by

2016Relationship and Transaction Lending in a Crisis650 cited
2011Housing, consumption and monetary policy: How different are the US and the euro area?358 cited
2015The Economic Costs of Organised Crime: Evidence from Southern Italy342 cited
2012Simple Banking: Profitability and the Yield Curve333 cited
2011Policies for Local Development: An Evaluation of Italy's 'Patti Territoriali'330 cited
2012The Impact of Monetary Policy Shocks on Commodity Prices314 cited
2011Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy311 cited
2012Evidence on the impact of R&D and ICT investments on innovation and productivity in Italian firms304 cited
2010The Rise of Risk-Based Pricing of Mortgage Interest Rates in Italy300 cited
2011Credit Availability and Investment in Italy: Lessons from the 'Great Recession'295 cited
2013Industry Dynamics and Competition from Low‐Wage Countries: Evidence on Italy281 cited
2011Imperfect Information, Real‐Time Data and Monetary Policy in the Euro Area270 cited
2014Collaboration Between Firms and Universities in Italy: The Role of a Firm’s Proximity to Top-Rated Departments252 cited
2012How Sticky are Local Expenditures in Italy? Assessing the Relevance of the 'Flypaper Effect' Through Municipal Data248 cited
2015Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility243 cited
2017The predictive power of Google searches in forecasting US unemployment241 cited