SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

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

Reconstructing the yield curve · Study

ArticleShelves

ArticleReconstructing the yield curve

Yan Liu2021

Article2021

Reconstructing the yield curve

Yan Liu · Jing Cynthia Wu

123 citations·0/0 files stored·Journal of Financial Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Monetary Policy and Economic Impact Financial Markets and Investment Strategies

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 123 citations exist upstream.

References

1987Parsimonious Modeling of Yield Curves 2012Credit Spreads and Business Cycle Fluctuations 1990Pricing Interest-Rate-Derivative Securities 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables 2002Term Premia and Interest Rate Forecasts in Affine Models 1987The Information in Long-Maturity Forward Rates 2005Bond Risk Premia

Cited by

2021Learning About the Long Run 2023Dynamics of subjective risk premia 2023Are bond returns predictable with real-time macro data?2022Dynamics of Subjective Risk Premia

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2012International Bond Risk Premiaarticle · 15 shared references 2016Resolving the Spanning Puzzle in Macro-Finance Term Structure Modelsarticle · 15 shared references 2010Determinants of Bond Risk Premiapreprint · 15 shared references 2020The Banking View of Bond Risk Premiaarticle · 14 shared references 2016Decomposing real and nominal yield curvesarticle · 13 shared references 2017Bond Return Predictability: Economic Value and Links to the Macroeconomyarticle · 13 shared references

Details

Year2021

Typearticle

Published2021-06-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations123

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/j.jfineco.2021.05.059

openalex_workW2948864351

Links

Imported from OpenAlex (CC0) — nothing here is generated.