Back to search

A Quantitative Yield Curve Model for Estimating the Term Structure of Interest Rates

Data up to Jan 2025

Published1976
Citations31
References22

Total Citations Per Year

Abstract

References (22)

Value and Capital

1939 • 3,079 citations

Multicollinearity in Regression Analysis: The Problem Revisited

1967 • 1,759 citations

CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE

1932 • 977 citations

The nature of capital and income

1906 • 843 citations

Tests of significance in factor analysis.

1950 • 562 citations

From ‘Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yield, and Stock Prices in the United States Since 1856’

2017 • 551 citations

Econometric Methods, 2nd Ed.

1976 • 504 citations

The Term Structure of Interest Rates

1957 • 364 citations

The Structure of Interest Rates

1940 • 234 citations

The Movements of Interest Rates, Bond Yields and Stock Prices in the United States since 1856.

1939 • 213 citations

Multicollinearity in Regression Analysis: Comment

1969 • 177 citations

The Behavior of Interest Rates.

1972 • 127 citations

The Term Structure of Interest Rates.

1972 • 79 citations

INVESTMENT DIVERSIFICATION AND BOND MATURITY

1971 • 66 citations

Interest-Rate Risk and the Term Structure of Interest Rates

1965 • 60 citations

Basic Yields of Corporate Bonds, 1900-1942

1942 • 39 citations

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

1966 • 24 citations

On the Tax Structure of Interest Rates

1969 • 22 citations

Regression Yield Curves for U.S. Government Securities

1966 • 22 citations

Meiselman on the Structure of Interest Rates: A British Test

1964 • 17 citations

A QUARTERLY SERIES OF CORPORATE BASIC YIELDS, 1952–57, AND SOME ATTENDANT RESERVATIONS*

1958 • 15 citations

Essays on Interest Rates, vol. 2.

1974 • 7 citations

Cited By (0)

Loading...
A Quantitative Yield Curve Model for Estimating the Term Structure of Interest Rates (1976) – Journal of Financial and Quantitative Analysis | Metascience Observatory Explorer