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A Hybrid Spline-Based Parametric Model for the Yield Curve

https://doi.org/10.2139/ssrn.2898306
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1 of 33 checkable references need attention · checked 2026-08-27

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

10 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

References needing attention

does not resolve to a known work10.2307/1392185
The 32 checked references that resolve
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Forecasting Bond Yields with Segmented Term Structure Models*
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The great moderation of the term structure of UK interest rates
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The macroeconomy and the yield curve: a dynamic latent factor approach
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Measuring Market Risk
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An Overview of Value at Risk
resolves10.2307/1912773
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.1111/0022-1082.75591
Real Rates, Expected Inflation, and Inflation Risk Premia
resolves10.1198/073500105000000018
Evaluation and Combination of Conditional Quantile Forecasts
resolves10.1111/j.1468-0262.2006.00718.x
Tests of Conditional Predictive Ability
resolves10.1257/aer.100.2.585
Price Pressure in the Government Bond Market
resolves10.1093/rfs/hht133
Bond Supply and Excess Bond Returns
resolves10.1111/j.1540-6261.1996.tb02693.x
Idiosyncratic Variation of Treasury Bill Yields
resolves10.1016/j.jmoneco.2007.06.029
The U.S. Treasury yield curve: 1961 to the present
resolves10.1257/mac.2.1.70
The TIPS Yield Curve and Inflation Compensation
resolves10.1257/jel.50.2.331
Macroeconomics and the Term Structure
resolves10.21314/JOR.1998.001
Incorporating volatility updating into the historical simulation method for value-at-risk
resolves10.1198/016214504000000070
Estimating the Interest Rate Term Structure of Corporate Debt With a Semiparametric Penalized Spline Model
resolves10.1111/j.1540-6261.1994.tb04784.x
Explorations Into Factors Explaining Money Market Returns
resolves10.1086/666526
The Aggregate Demand for Treasury Debt
resolves10.1086/295329
Measuring the Term Structure of Interest Rates
resolves10.1111/j.1540-6261.1975.tb01852.x
THE TAX‐ADJUSTED YIELD CURVE
resolves10.2139/ssrn.2625107
Notes on Bonds: Liquidity at All Costs in the Great Recession
resolves10.1086/296409
Parsimonious Modeling of Yield Curves
resolves10.1086/427466
Bond Yields and the Federal Reserve
resolves10.5089/9781451853759.001
Estimating and Interpreting Forward Interest Rates
resolves10.1111/j.1540-6261.1982.tb03555.x
Term Structure Modeling Using Exponential Splines
resolves10.2139/ssrn.86789
Spline Methods for Extracting Interest Rate Curves from Coupon Bond Prices
The 10 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedZero-coupon Yield Curves: Technical Documentation. Bank for International Settlements
no DOI — not checkedref6
no DOI — not checkedQuality control
no DOI — not checkedA Practical Guide to Splines
no DOI — not checkedref11
no DOI — not checkedref13
no DOI — not checkedThe Term Structure of Euro Area Breakeven Inflation Rates: the Impact of Seasonality
no DOI — not checkedref22
no DOI — not checkedref35
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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