Concepedia

Bond Markets

Bond Markets is the segment of financial markets in which debt securities—primarily bonds and other fixed-income instruments—are issued and traded, thereby enabling governments, corporations, and other entities to borrow funds from investors in exchange for contractually specified interest payments and principal repayment at maturity.

4.1K

Publications

310.9K

Citations

5.2K

Authors

1.8K

Institutions

Publications per year

2017–2026

978

Variants

Fixed-income Markets

Parents

Children

Publications

4.1K

A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options

Steven L. Heston · Review of Financial Studies · 1993 · 9.1K citations

, , +13

A Theory of the Term Structure of Interest Rates

John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 8.6K citations

, , +17

Are Government Bonds Net Wealth?

Robert J. Barro · Journal of Political Economy · 1974 · 5.9K citations · Full text

, , +12

Capital Market Equilibrium with Restricted Borrowing

Fischer Black · The Journal of Business · 1972 · 3.2K citations

, , +13

Modeling Term Structures of Defaultable Bonds

Darrell Duffie, Kenneth J. Singleton · Review of Financial Studies · 1999 · 2.6K citations

, , +16

1–5 of 4.1K

Authors

5.2K

  1. GD
    Glenn D. Rudebusch

    Federal Reserve Bank of San Francisco, United States

    22 publications · 2.6K citations

    18

    h-index

  2. JH
    Jean Helwege

    University of California, Riverside, United States

    20 publications · 2.5K citations

    17

    h-index

  3. JH
    Jens H. E. Christensen

    Federal Reserve Bank of San Francisco, United States

    21 publications · 1.3K citations

    16

    h-index

  4. JY
    John Y. Campbell

    Harvard University, United States

    18 publications · 6.8K citations

    16

    h-index

  5. MG
    Marti G. Subrahmanyam

    New York University, United States

    19 publications · 1.4K citations

    16

    h-index

1–5 of 5.2K

Institutions

1.8K

  1. National Bureau of Economic Research

    Cambridge, United States

    58 h-index

    309 publications

    31K citations

  2. Federal Reserve

    Washington D.C., United States

    48 h-index

    190 publications

    15.8K citations

  3. Centre for Economic Policy Research

    London, United Kingdom

    46 h-index

    122 publications

    7.9K citations

  4. New York University

    New York, United States

    45 h-index

    152 publications

    11.4K citations

  5. European Central Bank

    Frankfurt am Main, Germany

    45 h-index

    181 publications

    14.1K citations

  6. Federal Reserve Board of Governors

    Washington D.C., United States

    43 h-index

    159 publications

    9.8K citations

  7. International Monetary Fund

    Washington D.C., United States

    41 h-index

    210 publications

    9.9K citations

  8. University of Chicago

    Chicago, United States

    33 h-index

    86 publications

    16.2K citations

1–8 of 1.8K

Venues

  1. SSRN Electronic Journal

    Repository · 895 publications · 37.7K citations

    89

    h-index

  2. The Journal of Finance

    188 publications · 36.4K citations

    85

    h-index

  3. Journal of Financial Economics

    81 publications · 17.3K citations

    55

    h-index

  4. Review of Financial Studies

    77 publications · 27.2K citations

    52

    h-index

  5. Journal of Banking & Finance

    122 publications · 10.1K citations

    52

    h-index

1–5