Standout Papers

Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks 2011 2026 2016 2021 326
  1. Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2014)
    Scott Joslin, Marcel A. Priebsch et al. The Journal of Finance
  2. A New Perspective on Gaussian Dynamic Term Structure Models (2011)
    Scott Joslin, Kenneth J. Singleton et al. Review of Financial Studies

Immediate Impact

2 by Nobel laureates 50 standout
Sub-graph 1 of 18

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
5 intermediate papers

Works of Scott Joslin being referenced

Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks
2013
A New Perspective on Gaussian Dynamic Term Structure Models
2011 Standout
and 2 more

Author Peers

Author Last Decade Papers Cites
Scott Joslin 1055 633 385 27 1.1k
Silverio Foresi 1003 549 546 32 1.2k
Steven W. Kohlhagen 750 650 575 16 1.0k
Nikolaos Panigirtzoglou 956 354 461 26 1.1k
Ren‐Raw Chen 1148 369 337 70 1.3k
Sang Bin Lee 987 238 542 22 1.1k
Jimmy E. Hilliard 802 258 694 68 1.0k
Paul Söderlind 933 873 933 57 1.4k
Peter Hördahl 779 645 460 35 944
Angelo Melino 703 306 597 22 1.0k
Noah Williams 381 610 752 31 996

All Works

Loading papers...

Rankless by CCL
2026