SSRN Electronic Journal · 2013 · 24 citations · 28 references
BusinessEconomicsFinanceEconometricsFinancial EconometricsFinancial EconomicsBond MarketsBond PricingFinancial CrisesFinancial RiskMonetary PolicyBond MispricingBond Pricing ModelsEuro Area EconomicsEuro Area MacroeconomicsSovereign Bond PricesSovereign Debt CrisisSovereign Debt ModelingTime-varying Coefficients
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Parsimonious Modeling of Yield Curves
Charles R. Nelson, Andrew F. Siegel · The Journal of Business · 1987 · 3K citations
The European Sovereign Debt Crisis
Philip R. Lane · The Journal of Economic Perspectives · 2012 · 965 citations · Full text