Standout Papers

Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks 2014 2026 2018 2022 272
  1. Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2014)
    Scott Joslin, Marcel A. Priebsch et al. The Journal of Finance

Immediate Impact

12 standout
Sub-graph 1 of 6

Citing Papers

Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440)
2023 Standout
A Reassessment of Monetary Policy Surprises and High-Frequency Identification
2023 Standout
3 intermediate papers

Works of Marcel A. Priebsch being referenced

Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks
2014 Standout
Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks
2013

Author Peers

Author Last Decade Papers Cites
Marcel A. Priebsch 236 333 148 10 377
Caroline Jardet 237 211 214 17 355
Show‐Lin Chen 305 232 288 20 365
Gary S. Shea 241 330 187 15 412
Roland Ricart 275 161 267 10 374
Gian Piero Aielli 134 289 313 8 386
Carlos Eduardo Soares Gonçalves 369 255 294 15 425
Harry Eisenpress 250 180 271 6 415
Allan M. Malz 140 351 159 19 391
Rodrigo Sekkel 288 128 364 18 419
Martín González‐Rozada 198 253 210 25 434

All Works

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2026