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Term Structure Modeling Using Exponential Splines

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1985A Theory of the Term Structure of Interest Rates8,333 cited
2017Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders From Naïve and Optimal Strategies*305 cited

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2013

Yield Curve Modeling and Forecasting

66 cited

2004Estimating the Interest Rate Term Structure of Corporate Debt With a Semiparametric Penalized Spline Model60 cited

1984Tax Effects in Term Structure Estimation59 cited

2002A comparison of yield curve estimation techniques using UK data55 cited