On the public citation graph

Expectations, the Term Structure of Interest Rates, and Recent British Experience

https://doi.org/10.2307/2552407
0 signed · 24 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.
Claim with ORCID
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 See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

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.4704778openalex-extracted
Robust difference-in-differences analysis when there is a term structure
inferred← citeshttps://doi.org/10.1007/978-1-349-09287-1_8openalex-snapshot
Rational Forecasts in Models of the Term Structure of Interest Rates
inferred← citeshttps://doi.org/10.1007/978-3-663-08478-5_6openalex-snapshot
Literaturverzeichnis
inferred← citeshttps://doi.org/10.1016/j.econmod.2013.01.018openalex-snapshot
Factors causing movements of yield curve in India
inferred← citeshttps://doi.org/10.1016/j.jfineco.2025.104081openalex-snapshot
Robust difference-in-differences analysis when there is a term structure
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/10.1086/296409openalex-snapshot
Parsimonious Modeling of Yield Curves
inferred← citeshttps://doi.org/10.1108/eb013503openalex-snapshot
The Term Structure of Interest Rates: a Survey of the Theories and Empirical Evidence
inferred← citeshttps://doi.org/10.1108/eb018455openalex-snapshot
Forward and Futures Prices during the 1984/85 Sterling Exchange Rate Crisis: An Analysis of Time Series Structure and Implied Transactions Costs
inferred← citeshttps://doi.org/10.1111/j.1468-5957.1990.tb01194.xopenalex-snapshot
CORPORATE BONDS, TERM STRUCTURE EXPECTATIONS AND OPTIMAL PORTFOLIOS: THE CANADIAN EXPERIENCE
inferred← citeshttps://doi.org/10.1111/j.1475-4932.1974.tb01971.xopenalex-snapshot
The Term Structure of Interest Rates in Australia: A Test Using the Error‐learning Model*
inferred← citeshttps://doi.org/10.1111/j.1540-6261.1970.tb00555.xopenalex-snapshot
EXPECTATIONS, PRICES, COUPONS AND YIELDS
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.1540-6261.1975.tb01852.xopenalex-snapshot
THE TAX‐ADJUSTED YIELD CURVE
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.1540-6261.1978.tb03390.xopenalex-snapshot
ESTIMATING TERM STRUCTURE EQUATIONS WITH INDIVIDUAL BOND DATA
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/10.2307/2331089openalex-snapshot
Pitfalls in Smoothing Interest Rate Term Structure Data: Equilibrium Models and Spline Approximations
inferred← citeshttps://doi.org/10.31274/rtd-180813-3801openalex-snapshot
Determinants of interest rate expectations
inferred← citeshttps://doi.org/10.3386/w1594openalex-snapshot
Parsimoneous Modeling of Yield Curves for U.S. Treasury Bills
inferred← citeshttps://doi.org/10.3790/ccm.30.1.116openalex-snapshot
Ein neuer Ansatz zur Bestimmung der Zinsstruktur
inferred← citeshttps://doi.org/10.3905/jfi.1993.408063openalex-snapshot
Modeling Default-Free Bond Yield Curves
inferred← citeshttps://doi.org/10.5283/epub.4530openalex-snapshot
Unternehmensbewertung, Basiszinssatz und Zinsstruktur: Kapitalmarktorientierte Bestimmung des risikolosen Basiszinssatzes bei nicht-flacher Zinsstruktur
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.