On the public citation graph
Term Structure of Interest Rates
0 signed · 123 inferred · view as graph
Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.
Is this your work? Sign in with ORCID and put your name on the
claims that are yours.
Reference health. See whether every reference in this work resolves to a
known work and none has been retracted — and get a dated CiteStamped
badge you can embed.
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.411584openalex-extracted
Estimating Risk Premia in Money Market Rates
inferred← citeshttps://doi.org/10.1007/3-540-28344-7_2openalex-snapshot
The Term Structure of Interest Rates
inferred← citeshttps://doi.org/10.1007/978-1-349-00278-8_1openalex-snapshot
Monetary Theory and Policy
inferred← citeshttps://doi.org/10.1007/978-1-349-07728-1_10openalex-snapshot
Investment Theory in an Islamic Perspective
inferred← citeshttps://doi.org/10.1007/978-1-349-20213-3_30openalex-snapshot
Term Structure of Interest Rates
inferred← citeshttps://doi.org/10.1007/978-94-011-1366-3_6openalex-snapshot
Does Economics Need Theories?
inferred← citeshttps://doi.org/10.1007/bf00426761openalex-snapshot
On the construction of monthly term structures of U.S. interest rates, 1919?1930
inferred← citeshttps://doi.org/10.1007/bf00939018openalex-snapshot
The difference between the local and unbiased expectations hypotheses
inferred← citeshttps://doi.org/10.1007/bf02299156openalex-snapshot
Long- and short-term interest rates in 19 countries: Tests of cointegration and parameter instability
inferred← citeshttps://doi.org/10.1007/s40953-016-0065-0openalex-snapshot
Fisher’s Effect: An Empirical Examination Using India’s Time Series Data
inferred← citeshttps://doi.org/10.1016/0148-6195(84)90030-4openalex-snapshot
The error learning hypothesis: The evidence reexamined
inferred← citeshttps://doi.org/10.1016/0148-6195(91)90008-kopenalex-snapshot
The expectations hypothesis of the term structure: More evidence
inferred← citeshttps://doi.org/10.1016/0165-1889(90)90034-eopenalex-snapshot
On the term structure of interest rates
inferred← citeshttps://doi.org/10.1016/0261-5606(89)90033-8openalex-snapshot
Consistency of short-term and long-term expectations
inferred← citeshttps://doi.org/10.1016/0304-3932(75)90017-3openalex-snapshot
Some evidence on the formation, efficiency and accuracy of anticipations of nominal yields
inferred← citeshttps://doi.org/10.1016/0304-3932(76)90014-3openalex-snapshot
Extrapolations of yields over the short run
inferred← citeshttps://doi.org/10.1016/0304-3932(77)90037-xopenalex-snapshot
Spectral analysis of the structure of interest rates in the Netherlands
inferred← citeshttps://doi.org/10.1016/0304-405x(78)90019-3openalex-snapshot
An arbitrage model of the term structure of interest rates
inferred← citeshttps://doi.org/10.1016/0304-405x(84)90013-8openalex-snapshot
The information in the term structure
inferred← citeshttps://doi.org/10.1016/0304-405x(84)90014-xopenalex-snapshot
Term premiums in bond returns
inferred← citeshttps://doi.org/10.1016/0378-4266(77)90016-4openalex-snapshot
An option model approach to firm liquidity management
inferred← citeshttps://doi.org/10.1016/0378-4266(78)90036-5openalex-snapshot
Stochastic cash flow constraints and the term structure of interest
inferred← citeshttps://doi.org/10.1016/0378-4266(79)90019-0openalex-snapshot
On the term structure of interest rates and the risk of default
inferred← citeshttps://doi.org/10.1016/0378-4266(90)90065-aopenalex-snapshot
A characteristics definition of financial markets
inferred← citeshttps://doi.org/10.1016/b978-075065163-9.50012-1openalex-snapshot
Information content of the gilt yield curve
inferred← citeshttps://doi.org/10.1016/s0378-4266(81)80007-6openalex-snapshot
Liquidity premiums and the expectations hypothesis
inferred← citeshttps://doi.org/10.1016/s1058-3300(97)90017-3openalex-snapshot
Riding the yield curve: Term premiums and excess returns
inferred← citeshttps://doi.org/10.1016/s1573-4498(05)80016-5openalex-snapshot
Chapter 13 The term structure of interest rates
inferred← citeshttps://doi.org/10.1016/s1574-0706(05)01014-1openalex-snapshot
Chapter 14 Survey Expectations
inferred← citeshttps://doi.org/10.1017/s0770451800027469openalex-snapshot
La structure des taux d'intérêt d'après les termes
inferred← citeshttps://doi.org/10.1017/s077045180002981xopenalex-snapshot
Les déterminants des taux d'intérêts.
inferred← citeshttps://doi.org/10.1023/b:real.0000011157.78122.6copenalex-snapshot
Real Estate Rental Payments: Application of Stock-Inventory Modeling
inferred← citeshttps://doi.org/10.1057/9780230627260_6openalex-snapshot
Understanding and appreciating the yield curve
inferred← citeshttps://doi.org/10.1080/01969727708927551openalex-snapshot
TIME VARIATION IN THE TERM STRUCTURE OF TREASURY BILLS
inferred← citeshttps://doi.org/10.1080/07350015.1992.10509910openalex-snapshot
Benchmarking the Expectations Hypothesis of the Interest-Rate Term Structure: An Analysis of Cointegration Vectors
inferred← citeshttps://doi.org/10.1080/09603100500056742openalex-snapshot
The term structure of interest rates in Australia: an application of long run structural modelling
inferred← citeshttps://doi.org/10.1080/09672567.2014.972425openalex-snapshot
A reconsideration of the role of forward-market arbitrage in Keynes’ and Hicks’ theories of the term structure of interest rates
inferred← citeshttps://doi.org/10.1080/1331677x.2015.1041777openalex-snapshot
Does the Fisher hypothesis hold for the G7? Evidence from the panel cointegration test
inferred← citeshttps://doi.org/10.1080/758522005openalex-snapshot
The term structure of interest rates under rational expectations: some international evidence
inferred← citeshttps://doi.org/10.1080/758522753openalex-snapshot
The expectations theory of the term structure: a cointegration/causality analysis of US interest rates
inferred← citeshttps://doi.org/10.1086/259237openalex-snapshot
Interest Rates, the Meiselman Model and Random Numbers
inferred← citeshttps://doi.org/10.1086/259334openalex-snapshot
Debt Management and the Term Structure of Interest Rates: An Empirical Analysis of Recent Experience
inferred← citeshttps://doi.org/10.1086/259378openalex-snapshot
Liquidity Traps for Money, Bank Credit, and Interest Rates
inferred← citeshttps://doi.org/10.1086/259445openalex-snapshot
The Effects of Monetary and Credit Policies on the Structure of the Economy
inferred← citeshttps://doi.org/10.1086/259532openalex-snapshot
Expectations and Interest Rates: A Cross-sectional Test of the Error-learning Hypothesis
inferred← citeshttps://doi.org/10.1086/259540openalex-snapshot
A Stock-Adjustment Analysis of Capital Movements: The United States-Canadian Case
inferred← citeshttps://doi.org/10.1086/259668openalex-snapshot
A Critique of Some Recent Empirical Research on the Explanation of the Term Structure of Interest Rates: Comment
inferred← citeshttps://doi.org/10.1086/259969openalex-snapshot
Testing a Model of the Term Structure of Interest Rates in an Error-learning Framework
inferred← citeshttps://doi.org/10.1086/260595openalex-snapshot
Financial Flow Variables and the Short-Run Determination of Long-Term Interest Rates
inferred← citeshttps://doi.org/10.1086/260672openalex-snapshot
On Testing for Rationality: Another Look at the Livingston Price Expectations Data
inferred← citeshttps://doi.org/10.1086/260874openalex-snapshot
Is the Preferred-Habitat Model of the Term Structure Inconsistent with Financial Market Efficiency?
inferred← citeshttps://doi.org/10.1086/260933openalex-snapshot
Expectations Models of the Term Structure and Implied Variance Bounds
inferred← citeshttps://doi.org/10.1111/j.1540-6261.1967.tb00298.xopenalex-snapshot
THE EFFECT OF CALL RISK ON CORPORATE* BOND YIELDS
inferred← citeshttps://doi.org/10.1111/j.1540-6261.1968.tb02998.xopenalex-snapshot
THE CONSENSUS AND ACCURACY OF SOME PREDICTIONS OF THE GROWTH OF CORPORATE EARNINGS
inferred← citeshttps://doi.org/10.1111/j.1540-6261.1970.tb00514.xopenalex-snapshot
THE TERM STRUCTURE OF INTEREST RATES: AN ATTEMPT TO RECONCILE TEACHING WITH PRACTICE
inferred← citeshttps://doi.org/10.1111/j.1540-6261.1970.tb00577.xopenalex-snapshot
THE EFFECT OF ECONOMIC POLICY ON THE TERM STRUCTURE OF INTEREST RATES*
inferred← citeshttps://doi.org/10.1111/j.1540-6261.1971.tb00588.xopenalex-snapshot
INVESTMENT DIVERSIFICATION AND BOND MATURITY
inferred← citeshttps://doi.org/10.1111/j.1540-6261.1974.tb03069.xopenalex-snapshot
THE PRICE ADJUSTMENT PROCESS OF BONDS TO RATING RECLASSIFICATIONS: A TEST OF BOND MARKET EFFICIENCY
inferred← citeshttps://doi.org/10.1111/j.1540-6261.1975.tb01814.xopenalex-snapshot
THE USE OF AVERAGE MATURITY AS A RISK PROXY IN INVESTMENT PORTFOLIOS
inferred← citeshttps://doi.org/10.1111/j.1540-6261.1975.tb01848.xopenalex-snapshot
THE TERM STRUCTURE OF INTEREST RATES: A TEST OF THE EXPECTATIONS HYPOTHESIS
inferred← citeshttps://doi.org/10.1111/j.1540-6261.1976.tb01959.xopenalex-snapshot
AN EVALUATION OF ALTERNATIVE EMPIRICAL MODELS OF THE TERM STRUCTURE OF INTEREST RATES*
inferred← citeshttps://doi.org/10.1111/j.1540-6261.1976.tb03193.xopenalex-snapshot
ON CORPORATE DEBT MATURITY STRATEGIES
inferred← citeshttps://doi.org/10.1111/j.1540-6261.1978.tb03393.xopenalex-snapshot
MONETARY POLICY, INFLATION FORECASTING AND THE TERM STRUCTURE OF INTEREST RATES
inferred← citeshttps://doi.org/10.1111/j.1540-6261.1979.tb02079.xopenalex-snapshot
Bond Taxation and the Shape of the Yield-To-Maturity Curve
inferred← citeshttps://doi.org/10.1111/j.1540-6261.1980.tb03472.xopenalex-snapshot
A Multivariate Model of the Term Structure
inferred← citeshttps://doi.org/10.1111/j.1540-6261.1981.tb01079.xopenalex-snapshot
The Determinants of the Treasury Security Yield Curve
inferred← citeshttps://doi.org/10.1111/j.1540-6261.1981.tb04884.xopenalex-snapshot
A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates
inferred← citeshttps://doi.org/10.1111/j.1540-6261.1982.tb01101.xopenalex-snapshot
Flattening of Bond Yield Curves for Long Maturities
inferred← citeshttps://doi.org/10.1215/00182702-7551876openalex-snapshot
Bank Behavior in Large-Scale Macroeconometric Models of the 1960s
inferred← citeshttps://doi.org/10.1257/jep.9.3.129openalex-snapshot
Some Lessons from the Yield Curve
inferred← citeshttps://doi.org/10.12775/cjfa.2020.011openalex-snapshot
INTEREST RATE PREDICTABILITY IN SOME SELECTED AFRICAN COUNTRIES
inferred← citeshttps://doi.org/10.1287/mnsc.13.7.511openalex-snapshot
Optimal Timing of Bond Refunding
inferred← citeshttps://doi.org/10.1504/ijicbm.2008.017787openalex-snapshot
Dynamic interaction among stock returns, short-term interest rates, spread and expected inflation
inferred← citeshttps://doi.org/10.1515/9781400845415openalex-snapshot
Yield Curve Modeling and Forecasting
inferred← citeshttps://doi.org/10.1590/s0034-75902007000200014openalex-snapshot
Teoria da estrutura a termo das taxas de juros
inferred← citeshttps://doi.org/10.18070/euiibfd.00065openalex-snapshot
TÜRKİYE’DE FISHER ETKİSİNİN GEÇERLİLİĞİ: DOĞRUSAL OLMAYAN EŞBÜTÜNLEŞME YAKLAŞIMI
inferred← citeshttps://doi.org/10.20955/r.74.36-50openalex-snapshot
Understanding the Term Structure of Interest Rates: The Expectations Theory
inferred← citeshttps://doi.org/10.22004/ag.econ.32581openalex-snapshot
A DEBT SELECTION MODEL FOR BANKS OF THE COOPERATIVE FARM CREDIT SYSTEM
inferred← citeshttps://doi.org/10.2307/1056020openalex-snapshot
On the Treatment of Uncertainty in Term Structure Theory
inferred← citeshttps://doi.org/10.2307/1056180openalex-snapshot
Financial Intermediation and the Theory of the Firm: An Analysis of Savings and Loan Association Behavior
inferred← citeshttps://doi.org/10.2307/1056208openalex-snapshot
The Relative Impact of Expectations and Investor Preferences on the Structure of Government Yields
inferred← citeshttps://doi.org/10.2307/1058041openalex-snapshot
The Term Structure of Interest Rates and the Demand for Money: British Results from a Portfolio Model
inferred← citeshttps://doi.org/10.2307/1911242openalex-snapshot
A Theory of the Term Structure of Interest Rates
inferred← citeshttps://doi.org/10.2307/1924841openalex-snapshot
Market Liquidity, Security Trading, and the Estimation of Empirical Yield Curves
inferred← citeshttps://doi.org/10.2307/1926192openalex-snapshot
Interest Rates in the Nineteen-Fifties
inferred← citeshttps://doi.org/10.2307/1926313openalex-snapshot
The Fundamental Determinants of the Interest Rates
inferred← citeshttps://doi.org/10.2307/1991161openalex-snapshot
Market Transaction Costs, Asset Demand Functions, and the Relative Potency of Monetary and Fiscal Policy
inferred← citeshttps://doi.org/10.2307/1991403openalex-snapshot
Rational Expectations and the Term Structure of Interest Rates
inferred← citeshttps://doi.org/10.2307/1991827openalex-snapshot
Substitution and Expectation Effects on Long-Term Borrowing Behavior and Long-Term Interest Rates
inferred← citeshttps://doi.org/10.2307/1991885openalex-snapshot
Maturity-Specific Disturbances and the Term Structure of Interest Rates
inferred← citeshttps://doi.org/10.2307/2296689openalex-snapshot
A General Equilibrium Model of the Term Structure Under Transaction Costs
inferred← citeshttps://doi.org/10.2307/2297674openalex-snapshot
A Simple Competitive Model with Production and Storage
inferred← citeshttps://doi.org/10.2307/2329597openalex-snapshot
Commercial Bank Maturity Demand for United States Government Securities and the Determinants of the Term Structure of Interest Rates
inferred← citeshttps://doi.org/10.2307/2329704openalex-snapshot
Target Rates of Return and Corporate Asset and Liability Structure Under Uncertainty
inferred← citeshttps://doi.org/10.2307/2329739openalex-snapshot
Reply: "The Dynamics of Corporate Debt Management, Decision Rules and Some Empirical Evidence"
inferred← citeshttps://doi.org/10.2307/2329900openalex-snapshot
Portfolio Selection in Financial Intermediaries: A New Approach
inferred← citeshttps://doi.org/10.2307/2329959openalex-snapshot
Treasury Advanced Refundings: An Empirical Investigation
inferred← citeshttps://doi.org/10.2307/2329996openalex-snapshot
A Model of Information Diffusion, Stock Market Behavior, and Equilibrium Price
inferred← citeshttps://doi.org/10.2307/2330231openalex-snapshot
A Quantitative Yield Curve Model for Estimating the Term Structure of Interest Rates
inferred← citeshttps://doi.org/10.2307/2330252openalex-snapshot
Asset Values, Interest-Rate Changes, and Duration
inferred← citeshttps://doi.org/10.2307/2330412openalex-snapshot
A Model for Corporate Debt Maturity Decisions
inferred← citeshttps://doi.org/10.2307/2330489openalex-snapshot
Error-Learning in the Eurodollar Market
inferred← citeshttps://doi.org/10.2307/2330773openalex-snapshot
Hedging Interest Rate Risk with Futures Portfolios Under Full-Rank Assumptions
inferred← citeshttps://doi.org/10.2307/2490508openalex-snapshot
Adaptive Expectations, Time-Series Models, and Analyst Forecast Revision
inferred← citeshttps://doi.org/10.2307/2525658openalex-snapshot
A Note on the `Traditional Theory' of the Term Structure of Interest Rates and Rates on Three- and Six-Month Treasury Bills: Comment
inferred← citeshttps://doi.org/10.2307/2550926openalex-snapshot
Meiselman on the Structure of Interest Rates: A British Test
inferred← citeshttps://doi.org/10.2307/2552679openalex-snapshot
Inflation, Rational Expectations and the Term Structure of Interest Rates
inferred← citeshttps://doi.org/10.2307/2979019openalex-snapshot
Nonspeculative Behavior and the Term Structure
inferred← citeshttps://doi.org/10.2307/3665245openalex-snapshot
Some Practical Applications of the Efficient-Market Concept
inferred← citeshttps://doi.org/10.2478/jcbtp-2018-0019openalex-snapshot
Re-Visiting Fisher Effect for Fragile Five Economies
inferred← citeshttps://doi.org/10.31274/rtd-180813-3801openalex-snapshot
Determinants of interest rate expectations
inferred← citeshttps://doi.org/10.3386/w0093openalex-snapshot
Rational Expectations and the Dynamic Structure of Macroeconomic Models:A Critical Review
inferred← citeshttps://doi.org/10.3386/w0261openalex-snapshot
Survey Evidence on The Rationality of Interest Rate Expectations
inferred← citeshttps://doi.org/10.3386/w0426openalex-snapshot
The Term Structure of the Forward Premium
inferred← citeshttps://doi.org/10.3406/reco.1973.408093openalex-snapshot
Sur les taux d'intérêt en France
inferred← citeshttps://doi.org/10.3905/jfi.2006.627836openalex-snapshot
Profiting from Mean-Reverting Yield Curve Trading Strategies
Editorial review for independent work. ICSAC — the Institute for Complexity
Science and Advanced Computing — runs a structured editorial panel for researchers
publishing outside journals, and publishes on CiteStamp rails. Submission is free
and goes through ORCID: icsacinstitute.org/submit.