TIME SERIES ANALYSIS OF INTEREST RATES: SOME ADDITIONAL EVIDENCE

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Brick, John R., and Howard E. Thompson. “TIME SERIES ANALYSIS OF INTEREST RATES: SOME ADDITIONAL EVIDENCE”. The Journal of Finance, vol. 33, no. 1, 1978, pp. 93-103, https://doi.org/10.1111/j.1540-6261.1978.tb03391.x.
Brick, J. R., & Thompson, H. E. (1978). TIME SERIES ANALYSIS OF INTEREST RATES: SOME ADDITIONAL EVIDENCE. The Journal of Finance, 33(1), 93-103. https://doi.org/10.1111/j.1540-6261.1978.tb03391.x
Brick, John R., and Howard E. Thompson. “TIME SERIES ANALYSIS OF INTEREST RATES: SOME ADDITIONAL EVIDENCE”. The Journal of Finance 33, no. 1 (1978): 93-103. https://doi.org/10.1111/j.1540-6261.1978.tb03391.x.
Brick JR, Thompson HE. TIME SERIES ANALYSIS OF INTEREST RATES: SOME ADDITIONAL EVIDENCE. The Journal of Finance. 1978;33(1):93-103.
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Citations
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Modeling and Forecasting the Yield Curve Under Model Uncertainty SSRN Electronic Journal 2008
Taxes on Tax-Exempt Bonds SSRN Electronic Journal 2007
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Uncertainty and implied variance bounds in long-memory models of the interest rate term structure Empirical Economics
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Why Random Walk Models of the Term Structure Are Hard to Reject Journal of Business & Economic Statistics
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Citations Analysis
The category Social Sciences: Economic theory. Demography: Economics as a science 5 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled A Multivariate Model of the Term Structure* and was published in 1980. The most recent citation comes from a 2008 study titled Modeling and Forecasting the Yield Curve Under Model Uncertainty. This article reached its peak citation in 2008, with 1 citations. It has been cited in 6 different journals. Among related journals, the SSRN Electronic Journal cited this research the most, with 2 citations. The chart below illustrates the annual citation trends for this article.
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