Parsimonious Modeling of Yield Curves

Methods of Mathematical Physics

1989 • 8,443 citations

Term Structure of Interest Rates

2008 • 569 citations

Measuring the Term Structure of Interest Rates

1971 • 556 citations

THE TAX‐ADJUSTED YIELD CURVE

1975 • 518 citations

Term Structure Modeling Using Exponential Splines

1982 • 263 citations

Pitfalls in Smoothing Interest Rate Term Structure Data: Equilibrium Models and Spline Approximations

1984 • 189 citations

A New Approach to Estimation of the Term Structure of Interest Rates

1984 • 156 citations

The Behavior of Interest Rates.

1972 • 127 citations

The Demand for Money and the Term Structure of Interest Rates

1979 • 107 citations

Interest Rate Term Structure Estimation with Exponential Splines: A Note

1985 • 104 citations

Time Perspective in Demand for Money

1977 • 57 citations

Basic Yields of Corporate Bonds, 1900-1942

1942 • 39 citations

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

1976 • 31 citations

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

1966 • 24 citations

Regression Yield Curves for U.S. Government Securities

1966 • 22 citations

Do yield curves normally slope up? The term structure of interest rates, 1862–1982

1983 • 14 citations

ESTIMATING TERM STRUCTURE EQUATIONS WITH INDIVIDUAL BOND DATA

1978 • 11 citations

The Japanese term structure of interest rates

1982 • 7 citations