Concepedia

Zero-coupon Bonds

Zero-Coupon Bonds is a type of debt security that does not pay periodic interest but instead is issued at a discount to its face value and matures at par, with the investor’s return derived entirely from the difference between the purchase price and the redemption value.

103

Publications

8.6K

Citations

179

Authors

128

Institutions

Publications per year

2017–2026

9

Variants

Zero-coupon Bond

Parents

Publications

103

Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation

David Heath, Robert A. Jarrow, A. J. Morton · Econometrica · 1992 · 3.2K citations

, , +17

An Econometric Model of the Term Structure of Interest-Rate Swap Yields

Darrell Duffie, Kenneth J. Singleton · The Journal of Finance · 1997 · 620 citations

, , +17

Bond Market Structure in the Presence of Marked Point Processes

Tomas Björk, Yuri Kabanov, Wolfgang Runggaldier · Mathematical Finance · 1997 · 397 citations

, , +17

Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth

Fernando Álvarez, Urban J. Jermann · Econometrica · 2005 · 347 citations

, , +16

Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds

John Y. Campbell, Adi Sunderam, Luis M. Viceira · Critical Finance Review · 2017 · 216 citations

, , +17

1–5 of 103

Authors

179

  1. ES
    Eduardo S. Schwartz

    University of California, Los Angeles, United States

    3 publications · 128 citations

    3

    h-index

  2. KJ
    Kenneth J. Singleton

    Stanford University, United States

    3 publications · 755 citations

    3

    h-index

  3. DJ
    David Jamieson Bolder

    Bank of Canada, Canada

    2 publications · 86 citations

    2

    h-index

  4. RH
    Robert H. Litzenberger

    University of Pennsylvania, United States

    2 publications · 127 citations

    2

    h-index

  5. SS
    Sebastian Schich

    Organisation de Coopération et de Développement Economiques, France

    2 publications · 43 citations

    2

    h-index

1–5 of 179

Institutions

128

  1. Federal Reserve

    Washington D.C., United States

    6 h-index

    8 publications

    617 citations

  2. Federal Reserve Board of Governors

    Washington D.C., United States

    5 h-index

    7 publications

    275 citations

  3. University of Chicago

    Chicago, United States

    4 h-index

    6 publications

    494 citations

  4. National Bureau of Economic Research

    Cambridge, United States

    3 h-index

    6 publications

    908 citations

  5. Stanford University

    Stanford, United States

    3 h-index

    5 publications

    890 citations

  6. Federal Reserve Bank of New York

    New York, United States

    3 h-index

    3 publications

    149 citations

  7. Stockholm School of Economics

    Stockholm, Sweden

    2 h-index

    3 publications

    515 citations

  8. Harvard University

    Cambridge, United States

    2 h-index

    4 publications

    594 citations

1–8 of 128

Venues

  1. SSRN Electronic Journal

    Repository · 17 publications · 813 citations

    15

    h-index

  2. The Journal of Finance

    8 publications · 1.1K citations

    8

    h-index

  3. Mathematical Finance

    6 publications · 758 citations

    6

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 6 publications · 143 citations

    6

    h-index

  5. The Journal of Fixed Income

    5 publications · 108 citations

    5

    h-index

1–5