{"id":"https://openalex.org/W2024967417","doi":"https://doi.org/10.1111/j.1468-5957.1991.tb01119.x","title":"ESTIMATING THE GILT\u2010EDGED TERM STRUCTURE: BASIS SPLINES AND CONFIDENCE INTERVALS","display_name":"ESTIMATING THE GILT\u2010EDGED TERM STRUCTURE: BASIS SPLINES AND CONFIDENCE INTERVALS","publication_year":1991,"publication_date":"1991-06-01","ids":{"openalex":"https://openalex.org/W2024967417","doi":"https://doi.org/10.1111/j.1468-5957.1991.tb01119.x","mag":"2024967417"},"language":"en","primary_location":{"id":"doi:10.1111/j.1468-5957.1991.tb01119.x","doi":"https://doi.org/10.1111/j.1468-5957.1991.tb01119.x","is_oa":false,"landing_page_url":"https://doi.org/10.1111/j.1468-5957.1991.tb01119.x","pdf_url":null,"source":{"id":"https://openalex.org/S48254654","display_name":"Journal of Business Finance &amp Accounting","issn_l":"0306-686X","issn":["0306-686X","1468-5957"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-2","jufo-2","norway-1","poland-100","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Business Finance & Accounting","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5045237336","display_name":"James M. Steeley","orcid":"https://orcid.org/0000-0003-0345-5089","observed_orcids":["https://orcid.org/0000-0003-0345-5089"]},"institutions":[{"id":"https://openalex.org/I204465549","display_name":"Washington University in St. Louis","ror":"https://ror.org/01yc7t268","country_code":"US","type":"education","lineage":["https://openalex.org/I204465549"]},{"id":"https://openalex.org/I39555362","display_name":"University of Warwick","ror":"https://ror.org/01a77tt86","country_code":"GB","type":"education","lineage":["https://openalex.org/I39555362"]}],"countries":["GB","US"],"is_corresponding":true,"raw_author_name":"James M. Steeley","raw_affiliation_strings":["The author is Lecturer in Finance at the University of Keele and Visiting Assistant Professor of Finance at Washington University in St. Louis This article is based on Chapter 6 of his PhD thesis. He gratefully acknowledges the helpful comments of his supervisor Professor Stewart Hodges, and the funding of the E.S.R.C. and the Department of Economics at the University of Warwick"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"The author is Lecturer in Finance at the University of Keele and Visiting Assistant Professor of Finance at Washington University in St. Louis This article is based on Chapter 6 of his PhD thesis. He gratefully acknowledges the helpful comments of his supervisor Professor Stewart Hodges, and the funding of the E.S.R.C. and the Department of Economics at the University of Warwick","institution_ids":["https://openalex.org/I204465549","https://openalex.org/I39555362"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5045237336"],"corresponding_institution_ids":["https://openalex.org/I204465549","https://openalex.org/I39555362"],"apc_list":{"value":3800,"currency":"USD","value_usd":3800},"apc_paid":null,"fwci":1.7803,"has_fulltext":false,"cited_by_count":111,"citation_normalized_percentile":{"value":0.87200815,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":99},"biblio":{"volume":"18","issue":"4","first_page":"513","last_page":"529"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.8432999849319458,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.8432999849319458,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.03400000184774399,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.03310000151395798,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/term-structure-of-interest-rates","display_name":"term structure of interest rates","score":0.9470000267028809},{"id":"https://openalex.org/keywords/confidence-intervals","display_name":"confidence intervals","score":0.925000011920929},{"id":"https://openalex.org/keywords/yield-curve-estimation","display_name":"yield curve estimation","score":0.7570000290870667},{"id":"https://openalex.org/keywords/government-bond-yields","display_name":"government bond yields","score":0.5260000228881836}],"concepts":[{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.8033448457717896},{"id":"https://openalex.org/C44249647","wikidata":"https://www.wikidata.org/wiki/Q208498","display_name":"Confidence interval","level":2,"score":0.5690284371376038},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.5092276334762573},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.49979710578918457},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4965701699256897},{"id":"https://openalex.org/C12426560","wikidata":"https://www.wikidata.org/wiki/Q189569","display_name":"Basis (linear algebra)","level":2,"score":0.48966601490974426},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3511821925640106},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.07034957408905029},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1111/j.1468-5957.1991.tb01119.x","doi":"https://doi.org/10.1111/j.1468-5957.1991.tb01119.x","is_oa":false,"landing_page_url":"https://doi.org/10.1111/j.1468-5957.1991.tb01119.x","pdf_url":null,"source":{"id":"https://openalex.org/S48254654","display_name":"Journal of Business Finance &amp Accounting","issn_l":"0306-686X","issn":["0306-686X","1468-5957"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-2","jufo-2","norway-1","poland-100","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Business Finance & Accounting","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":17,"referenced_works":["https://openalex.org/W1562940512","https://openalex.org/W1778165542","https://openalex.org/W1979540356","https://openalex.org/W1988697445","https://openalex.org/W2035728642","https://openalex.org/W2035937733","https://openalex.org/W2046982970","https://openalex.org/W2050626214","https://openalex.org/W2065451462","https://openalex.org/W2091401391","https://openalex.org/W2145722403","https://openalex.org/W2155319227","https://openalex.org/W2162870748","https://openalex.org/W2315444819","https://openalex.org/W3027231047","https://openalex.org/W4230445183","https://openalex.org/W4237429995"],"related_works":["https://openalex.org/W4237429995","https://openalex.org/W7074728040","https://openalex.org/W6889356821","https://openalex.org/W2127785126","https://openalex.org/W1551665911","https://openalex.org/W2359297026","https://openalex.org/W388226308","https://openalex.org/W2153139729","https://openalex.org/W2083453170","https://openalex.org/W4249746163"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":4},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":5},{"year":2018,"cited_by_count":5},{"year":2017,"cited_by_count":4},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":4},{"year":2012,"cited_by_count":6}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}