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OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Macro risks and the term structure of interest rates
Geert Bekaert, Eric Engström, Andrey Ermolov
Journal of Financial Economics (2021) Vol. 141, Iss. 2, pp. 479-504
Open Access | Times Cited: 45

Showing 26-50 of 45 citing articles:

The U.S. Treasury Term Premia in a Low Interest Rate Regime
Maksim Isakin, Bob Ngo
SSRN Electronic Journal (2024)
Closed Access
Equilibrium yield curves with imperfect information
Hiroatsu Tanaka
Journal of Monetary Economics (2024), pp. 103621-103621
Closed Access
Inflation and Treasury Convenience
Anna Cieślak, Wenhao Li, Carolin Pflueger
SSRN Electronic Journal (2024)
Closed Access
Fear in the "Fearless" Treasury Market
Tianyang Wang, Yuanzhi Wang, Qunzi Zhang, et al.
(2024)
Closed Access
The U.S. Treasury Term Premia in a Low Interest Rate Regime
Maksim Isakin, Phuong V. Ngo
Journal of Financial Econometrics (2024)
Closed Access
Unspanned stochastic volatility in the linear-rational square-root model: Evidence from the Treasury market
Jorge Wolfgang Hansen
Journal of Banking & Finance (2024), pp. 107354-107354
Open Access
A Look Back at 25 Years of the ECB SPF
Anastasia Allayioti, Rodolfo Arioli, Colm Bates, et al.
SSRN Electronic Journal (2024)
Closed Access
Inflation and Treasury Convenience
Anna Cieślak, Wenhao Li, Carolin Pflueger
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
Spillover dynamics effects between risk-neutral equity and Treasury volatilities
Ana González‐Urteaga, Belén Nieto, Gonzalo Rubio
SERIEs (2022) Vol. 13, Iss. 4, pp. 663-708
Open Access | Times Cited: 2
Inflation-Linked versus Nominal Bond Yields: On Liquidity and Inflation Risk Premiums Around the World
Geert Bekaert, Andrey Ermolov
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 2
Regime-Switching Macro Risks in the Term Structure of Interest Rates
Sun Ho Lee, Kyu Ho Kang
SSRN Electronic Journal (2023)
Closed Access
Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries
Leonardo Iania, Marco Lyrio, Liana Nersisyan
SSRN Electronic Journal (2023)
Closed Access
Oil Price Shocks and Bond Risk Premia Evidence from a Panel of 15 Countries
Leonardo Iania, Marco Lyrio, Liana Nersisyan
(2023)
Closed Access
A study on predictive analysis and rules for international financial risk considering debt crisis
Rong Zhao
Applied Mathematics and Nonlinear Sciences (2023) Vol. 9, Iss. 1
Open Access
Can Linear-Rational Term Structure Models Capture Conditional Volatility in the Treasury Yield Market?
Jorge Wolfgang Hansen
SSRN Electronic Journal (2020)
Closed Access
Equilibrium Yield Curves with Imperfect Information
Hiroatsu Tanaka
SSRN Electronic Journal (2022)
Closed Access
Text-Based Fear and Bond Risk Premia
Yuanzhi Wang, Qunzi Zhang
SSRN Electronic Journal (2022)
Closed Access
Inflation and Asset Returns
Anna Cieślak, Carolin Pflueger
SSRN Electronic Journal (2022)
Closed Access
Global Demand Spillovers Near the Zero Lower Bound
Rashad Ahmed
SSRN Electronic Journal (2021)
Closed Access
A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters
Giacomo Bormetti, Fulvio Corsi
arXiv (Cornell University) (2021)
Closed Access
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