A YIELD‐FACTOR MODEL OF INTEREST RATES

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Abstract
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Refrences
Title Journal Journal Categories Citations Publication Date
Bond and Option Evaluation in the Gaussian Interest Rate Model and Implementation 1991
On the Term Structure of Interest Rates 1978
On the Term Structure of Interest Rates 1996
On the Term Structure of Interest Rates 1995
On the Term Structure of Interest Rates 1995
Citations
Title Journal Journal Categories Citations Publication Date
The term structure of interest rates and economic activity: Evidence from the COVID‐19 pandemic

 Journal of Forecasting
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business: Personnel management. Employment management
  • Social Sciences: Commerce: Business
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2024
Nonparametric estimation of the diffusion coefficient from i.i.d. S.D.E. paths Statistical Inference for Stochastic Processes
  • Science: Mathematics: Probabilities. Mathematical statistics
 2024
Evaluating the yield curve effects of central bank asset purchases under a forward-looking supply factor European Economic Review
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Economic theory. Demography: Economics as a science
 2024
Dynamic Characteristics of Expectations of Short-term Interest Rate and A Generalized Vasicek Model Heliyon 2024
Pricing guaranteed annuity options in a linear-rational Wishart mortality model Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2024
Citations Analysis
Category Category Repetition
Social Sciences: Economic theory. Demography: Economics as a science575
Social Sciences: Commerce: Business548
Social Sciences: Finance401
Science: Mathematics224
Social Sciences: Statistics174
Social Sciences: Commerce: Business: Accounting. Bookkeeping136
Science: Mathematics: Probabilities. Mathematical statistics114
Social Sciences: Commerce: Business: Personnel management. Employment management45
Technology: Manufactures: Production management. Operations management35
Technology: Engineering (General). Civil engineering (General)24
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods22
Social Sciences: Industries. Land use. Labor: Management. Industrial management15
Science: Mathematics: Instruments and machines: Electronic computers. Computer science12
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics8
Technology: Mechanical engineering and machinery7
Science: Physics7
Technology: Technology (General): Industrial engineering. Management engineering7
Social Sciences: Sociology (General)7
Science: Science (General)5
Technology: Electrical engineering. Electronics. Nuclear engineering: Electric apparatus and materials. Electric circuits. Electric networks4
Social Sciences: Finance: Insurance4
Political science: International relations4
Social Sciences: Industries. Land use. Labor: Special industries and trades: Energy industries. Energy policy. Fuel trade3
Technology: Environmental technology. Sanitary engineering3
Social Sciences2
Geography. Anthropology. Recreation: Environmental sciences2
Science: Mathematics: Instruments and machines: Electronic computers. Computer science: Computer software2
Social Sciences: Communities. Classes. Races: Urban groups. The city. Urban sociology: City planning2
Technology: Technology (General): Industrial engineering. Management engineering: Information technology2
Education: Theory and practice of education1
Technology: Electrical engineering. Electronics. Nuclear engineering1
Science: Science (General): Cybernetics: Information theory1
Technology: Electrical engineering. Electronics. Nuclear engineering: Telecommunication1
Bibliography. Library science. Information resources1
Bibliography. Library science. Information resources: Information resources (General)1
Technology: Chemical technology: Chemical engineering1
Technology: Building construction: Architectural engineering. Structural engineering of buildings1
Technology: Mechanical engineering and machinery: Renewable energy sources1
Social Sciences: Finance: Banking1
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics: Computer engineering. Computer hardware1
The category Social Sciences: Economic theory. Demography: Economics as a science 575 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Arbitrage-Free Modeling of the Term Structure of Interest Rates (in Danish) and was published in 1995. The most recent citation comes from a 2024 study titled Dynamic Characteristics of Expectations of Short-term Interest Rate and A Generalized Vasicek Model. This article reached its peak citation in 2010, with 89 citations. It has been cited in 235 different journals, 4% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 548 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year