Work

Reconstructing the yield curve

Year: 2021

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/j.jfineco.2021.05.059

Authors: Yan Liu, Jing Cynthia Wu

Institutions: Purdue University West Lafayette, University of Notre Dame, National Bureau of Economic Research

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2948864351

FWCI: 13.89

Cites: 60

Cited by: 123

Related to: 10