Yield curve

Field
Subfield
Domain
OpenAlex	C176230804

Smeal faculty

• Anh Le - score 1.1
• Charles Whiteman - score 0.7

Papers

• Why Gaussian Macro-Finance Term Structure Models are (Nearly) Unconstrained Factor-VARs (2011) - cites 154
• A Daily View of Yield Spreads and Short-Term Interest Rate Movements (1996) - cites 67
• Interest Rate Volatility and No-Arbitrage Term Structure Models (2012) - cites 2