On the public citation graph

The Financial Crisis and the Changing Dynamics of the Yield Curve

https://doi.org/10.5451/unibas-ep61597
0 signed · 16 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 See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.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 this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/jae.659openalex-snapshot
Computation and analysis of multiple structural change models
inferredcites →https://doi.org/10.1016/j.jeconom.2010.04.001openalex-snapshot
Intelligible factors for the yield curve
inferredcites →https://doi.org/10.1017/s0266466609090616openalex-snapshot
NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH
inferredcites →https://doi.org/10.1080/03610928508828965openalex-snapshot
Incorporating support constraints into nonparametric estimators of densities
inferredcites →https://doi.org/10.1086/296409openalex-snapshot
Parsimonious Modeling of Yield Curves
inferredcites →https://doi.org/10.1111/0022-1082.00172openalex-snapshot
Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information
inferredcites →https://doi.org/10.1111/1467-9469.00136openalex-snapshot
Beta‐Bernstein Smoothing for Regression Curves with Compact Support
inferredcites →https://doi.org/10.1111/1468-0262.00395openalex-snapshot
Fully Nonparametric Estimation of Scalar Diffusion Models
inferredcites →https://doi.org/10.1111/j.2517-6161.1989.tb01744.xopenalex-snapshot
Variance Function Estimation in Regression: The Effect of Estimating the Mean
inferredcites →https://doi.org/10.1214/aos/1176345987openalex-snapshot
Adapting for Heteroscedasticity in Linear Models
inferredcites →https://doi.org/10.2307/2998540openalex-snapshot
Estimating and Testing Linear Models with Multiple Structural Changes
inferredcites →https://doi.org/10.3905/jfi.1991.692347openalex-snapshot
Common Factors Affecting Bond Returns

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.2580636openalex-extracted
Forecasting the Term Structure of Government Bond Yields Using Credit Spreads and Structural Breaks
inferred← citeshttps://doi.org/10.1016/j.irfa.2015.08.012openalex-snapshot
Time-varying risk premium yield spread effect in term structure and global financial crisis: Evidence from Europe
inferred← citeshttps://doi.org/10.1016/j.jimonfin.2016.02.003openalex-snapshot
Can credit spreads help predict a yield curve?
inferred← citeshttps://doi.org/10.1080/10293523.2023.2223436openalex-snapshot
The impact of news on South African sovereign bond yields
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.