A multi-quality model of interest rates

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Kijima, Masaaki, et al. “A Multi-Quality Model of Interest Rates”. Quantitative Finance, vol. 9, no. 2, 2009, pp. 133-45, https://doi.org/10.1080/14697680802624963.
Kijima, M., Tanaka, K., & Wong, T. (2009). A multi-quality model of interest rates. Quantitative Finance, 9(2), 133-145. https://doi.org/10.1080/14697680802624963
Kijima M, Tanaka K, Wong T. A multi-quality model of interest rates. Quantitative Finance. 2009;9(2):133-45.
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Citations Analysis
Category Category Repetition
Social Sciences: Finance26
Science: Mathematics24
Social Sciences: Economic theory. Demography: Economics as a science24
Social Sciences: Commerce: Business24
Social Sciences: Statistics20
Technology: Engineering (General). Civil engineering (General)3
Science: Mathematics: Probabilities. Mathematical statistics3
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods2
Technology: Manufactures: Production management. Operations management2
Political science1
Social Sciences: Finance: Insurance1
The category Social Sciences: Finance 26 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves and was published in 2008. The most recent citation comes from a 2024 study titled Nonparametric estimation of the diffusion coefficient from i.i.d. S.D.E. paths. This article reached its peak citation in 2014, with 13 citations. It has been cited in 20 different journals, 10% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 38 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year