SSRN Electronic Journal · 2001 · 25 citations · 21 references
Social SciencesEconomicsFinanceFinancial EconomicsFinancial MarketsMonetary EconomicsBond MarketsCapital MarketsGovernment Bond MarketsInternational Financial IntegrationInternational Financial MarketsMonetary PolicyCovariation ModelDomestic Bond MarketsGlobal Bond MarketsGovernment Bond Market VolatilityGovernment Bond Yield CurvesInternational Bond MarketsMonetary Policy IndependenceYield Curve Dynamics
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Christopher A. Sims · Econometrica · 1980 · 12.7K citations
Parsimonious Modeling of Yield Curves
Charles R. Nelson, Andrew F. Siegel · The Journal of Business · 1987 · 3K citations
Cointegration and Tests of Present Value Models
John Y. Campbell, Robert J. Shiller · Journal of Political Economy · 1987 · 2.1K citations