Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

Reconstructing the yield curve

16 references·7 citing·40 second hop

FromToDepth

this work references cited by second hop

References

1987Parsimonious Modeling of Yield Curves2,918 cited
2012Credit Spreads and Business Cycle Fluctuations2,209 cited
1990Pricing Interest-Rate-Derivative Securities2,168 cited
2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,840 cited
2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables1,687 cited
2002Term Premia and Interest Rate Forecasts in Affine Models1,581 cited
1987The Information in Long-Maturity Forward Rates1,552 cited
2005Bond Risk Premia1,546 cited
2007The U.S. Treasury yield curve: 1961 to the present1,337 cited
2009Macro Factors in Bond Risk Premia1,043 cited
2005The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models1,004 cited
2012Monetary Policy and Long-Term Real Rates680 cited
2014Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates595 cited
1994Estimating and Interpreting Forward Interest Rates: Sweden 1992 - 1994588 cited
2013Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks587 cited

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

2004Conducting Monetary Policy at Very Low Short-Term Interest Rates554 cited

Cited by

2021Learning About the Long Run110 cited
2023Dynamics of subjective risk premia73 cited
2023Are bond returns predictable with real-time macro data?37 cited
2022Dynamics of Subjective Risk Premia32 cited
2024Predicting bond return predictability22 cited
2025Stripping the Discount Curve—A Robust Machine Learning Approach22 cited
2021The predictive power of Nelson–Siegel factor loadings for the real economy11 cited