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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:

Risk Premia and Volatilities in a Nonlinear Term Structure Model
Peter Feldhütter, Christian Heyerdahl-Larsen, Philipp K. Illeditsch
Review of Finance (2016), pp. rfw052-rfw052
Open Access | Times Cited: 35

Showing 1-25 of 35 citing articles:

Bond Risk Premiums with Machine Learning
Daniele Bianchi, Matthias Büchner, Andrea Tamoni
Review of Financial Studies (2020) Vol. 34, Iss. 2, pp. 1046-1089
Open Access | Times Cited: 298
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
Are bond returns predictable with real-time macro data?
Dashan Huang, Fuwei Jiang, Kunpeng Li, et al.
Journal of Econometrics (2023) Vol. 237, Iss. 2, pp. 105438-105438
Open Access | Times Cited: 16
Bond return predictability: Macro factors and machine learning methods
Ying Jiang, Xiaoquan Liu, Yirong Liu, et al.
European Financial Management (2024) Vol. 30, Iss. 5, pp. 2596-2627
Closed Access | Times Cited: 5
Treasury option returns and models with unspanned risks
Gurdip Bakshi, John Crosby, Xiaohui Gao, et al.
Journal of Financial Economics (2023) Vol. 150, Iss. 3, pp. 103736-103736
Closed Access | Times Cited: 11
Dissecting the yield curve: The international evidence
Andrea Berardi, Alberto Plazzi
Journal of Banking & Finance (2021) Vol. 134, pp. 106286-106286
Open Access | Times Cited: 16
Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis
João F. Caldeira, Rangan Gupta, Muhammad Tahir Suleman, et al.
Emerging Markets Finance and Trade (2020) Vol. 57, Iss. 15, pp. 4312-4329
Open Access | Times Cited: 13
Inflation Risk Premia, Yield Volatility, and Macro Factors
Andrea Berardi, Alberto Plazzi
Journal of Financial Econometrics (2018) Vol. 17, Iss. 3, pp. 397-431
Open Access | Times Cited: 11
Risks and risk premia in the US Treasury market
Junye Li, Lucio Sarno, Gabriele Zinna
Journal of Economic Dynamics and Control (2023) Vol. 158, pp. 104788-104788
Open Access | Times Cited: 2
Time to build and bond risk premia
Bin Guo, Fuzhe Huang, Kai Li
Journal of Economic Dynamics and Control (2020) Vol. 121, pp. 104024-104024
Closed Access | Times Cited: 5
Real Time Macro Factors in Bond Risk Premium
Dashan Huang, Fuwei Jiang, Kunpeng Li, et al.
SSRN Electronic Journal (2018)
Open Access | Times Cited: 5
Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement
Jens H. E. Christensen, Jose A. Lopez, Paul L. Mussche
Federal Reserve Bank of San Francisco, Working Paper Series (2018) Vol. 2018, Iss. 09, pp. 01-74
Open Access | Times Cited: 4
Modeling volatility in dynamic term structure models
Hitesh Doshi, Kris Jacobs, Rui Liu
Journal of Financial Economics (2024) Vol. 161, pp. 103926-103926
Closed Access
Predicting Chinese Bond Risk Premium with Machine Learning
Jia Zhai, Jiahui Xi, Conghua Wen, et al.
SSRN Electronic Journal (2024)
Closed Access
Predicting Chinese bond risk premium with machine learning
Jia Zhai, Jiahui Xi, Conghua Wen, et al.
European Journal of Finance (2024), pp. 1-37
Closed Access
Noisy information and stock market returns
Gang Li
Studies in Economics and Finance (2016) Vol. 33, Iss. 3, pp. 338-358
Closed Access | Times Cited: 2
The term structure of interest rates and economic activity: Evidence from the COVID‐19 pandemic
Evangelos Salachas, Γεώργιος Π. Κουρέτας, Nikiforos T. Laopodis
Journal of Forecasting (2024) Vol. 43, Iss. 4, pp. 1018-1041
Open 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
Predicting Bond Return Predictability
Daniel Borup, Jonas N. Eriksen, Mads Markvart Kjær, et al.
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 3
Term premia and short rate expectations in the euro area
Andrea Berardi
Journal of Empirical Finance (2023) Vol. 74, pp. 101424-101424
Open Access | Times Cited: 1
Inflation Risk Premia, Yield Volatility and Macro Factors
Andrea Berardi, Alberto Plazzi
SSRN Electronic Journal (2018)
Open Access | Times Cited: 2
Modeling Volatility in Dynamic Term Structure Models
Hitesh Doshi, Kris Jacobs, Rui Liu
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 2
Bond Risk Premia: The Information in Really Long-Maturity Forward Rates
Andrea Berardi, Roger H. Brown, Stephen M. Schaefer
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 2
THE POTENTIAL APPROACH IN PRACTICE
Tino Kluge, L. C. G. Rogers
International Journal of Theoretical and Applied Finance (2018) Vol. 21, Iss. 03, pp. 1850021-1850021
Open Access | Times Cited: 1
Dissecting the Yield Curve: The International Evidence
Andrea Berardi, Alberto Plazzi
SSRN Electronic Journal (2019)
Open Access | Times Cited: 1
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