{"id":"https://openalex.org/W51626825","doi":"https://doi.org/10.1007/978-3-642-21575-9_3","title":"The Theory of the Term Structure of Interest Rates","display_name":"The Theory of the Term Structure of Interest Rates","publication_year":2011,"publication_date":"2011-01-01","ids":{"openalex":"https://openalex.org/W51626825","doi":"https://doi.org/10.1007/978-3-642-21575-9_3","mag":"51626825"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-21575-9_3","doi":"https://doi.org/10.1007/978-3-642-21575-9_3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-21575-9_3","pdf_url":null,"source":{"id":"https://openalex.org/S46477374","display_name":"Lecture notes in economics and mathematical systems","issn_l":"0075-8442","issn":["0075-8442","2196-9957"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","jufo-1","norway-1"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Economics and Mathematical Systems","raw_type":"book-chapter"},"volume":{"id":"https://openalex.org/W2506978659","display_name":"The Yield Curve and Financial Risk Premia"},"type":"book-chapter","is_traditional":true,"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/A5000607541","display_name":"Felix Geiger","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I110079840","display_name":"University of Hohenheim","ror":"https://ror.org/00b1c9541","country_code":"DE","type":"education","lineage":["https://openalex.org/I110079840"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Felix Geiger","raw_affiliation_strings":["Department of Economics Chair of Economic Policy, University of Hohenheim, Schloss Osthof, 70593, Stuttgart, Germany","University of Hohenheim >  >  >  >"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics Chair of Economic Policy, University of Hohenheim, Schloss Osthof, 70593, Stuttgart, Germany","institution_ids":["https://openalex.org/I110079840"]},{"raw_affiliation_string":"University of Hohenheim >  >  >  >","institution_ids":["https://openalex.org/I110079840"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5000607541"],"corresponding_institution_ids":["https://openalex.org/I110079840"],"apc_list":null,"apc_paid":null,"fwci":11.736,"has_fulltext":false,"cited_by_count":120,"citation_normalized_percentile":{"value":0.98231348,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":87,"max":100},"biblio":{"volume":null,"issue":null,"first_page":"43","last_page":"82"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9785000085830688,"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":0.9785000085830688,"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":0.010300000198185444,"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/T12137","display_name":"Economic theories and models","score":0.0031999999191612005,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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":1.0},{"id":"https://openalex.org/keywords/zero-coupon-bonds","display_name":"zero-coupon bonds","score":0.9480000138282776},{"id":"https://openalex.org/keywords/bond-pricing","display_name":"bond pricing","score":0.8040000200271606},{"id":"https://openalex.org/keywords/net-present-value","display_name":"net present value","score":0.7820000052452087},{"id":"https://openalex.org/keywords/discount-bonds","display_name":"discount bonds","score":0.652999997138977},{"id":"https://openalex.org/keywords/bond-yields","display_name":"bond yields","score":0.6399999856948853},{"id":"https://openalex.org/keywords/default-free-bonds","display_name":"default-free bonds","score":0.75},{"id":"https://openalex.org/keywords/discounted-payoffs","display_name":"discounted payoffs","score":0.5379999876022339},{"id":"https://openalex.org/keywords/asset-pricing","display_name":"asset pricing","score":0.4659999907016754}],"concepts":[{"id":"https://openalex.org/C2779307704","wikidata":"https://www.wikidata.org/wiki/Q11794832","display_name":"Coupon","level":2,"score":0.9552757740020752},{"id":"https://openalex.org/C69738904","wikidata":"https://www.wikidata.org/wiki/Q11693","display_name":"Bond","level":2,"score":0.7999980449676514},{"id":"https://openalex.org/C101433766","wikidata":"https://www.wikidata.org/wiki/Q3543263","display_name":"Maturity (psychological)","level":2,"score":0.7713755965232849},{"id":"https://openalex.org/C183732909","wikidata":"https://www.wikidata.org/wiki/Q507494","display_name":"Zero-coupon bond","level":3,"score":0.7376499176025391},{"id":"https://openalex.org/C32959826","wikidata":"https://www.wikidata.org/wiki/Q2361268","display_name":"Bond valuation","level":3,"score":0.6220517754554749},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5029157996177673},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.47799840569496155},{"id":"https://openalex.org/C197142791","wikidata":"https://www.wikidata.org/wiki/Q540626","display_name":"Bond market","level":2,"score":0.471168577671051},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.463998019695282},{"id":"https://openalex.org/C145097563","wikidata":"https://www.wikidata.org/wiki/Q1148747","display_name":"Payment","level":2,"score":0.4451926648616791},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.42458418011665344},{"id":"https://openalex.org/C175025494","wikidata":"https://www.wikidata.org/wiki/Q179179","display_name":"Interest rate","level":2,"score":0.4163428246974945},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3410053551197052},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2386946976184845},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.10481628775596619},{"id":"https://openalex.org/C138496976","wikidata":"https://www.wikidata.org/wiki/Q175002","display_name":"Developmental psychology","level":1,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C15744967","wikidata":"https://www.wikidata.org/wiki/Q9418","display_name":"Psychology","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-642-21575-9_3","doi":"https://doi.org/10.1007/978-3-642-21575-9_3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-21575-9_3","pdf_url":null,"source":{"id":"https://openalex.org/S46477374","display_name":"Lecture notes in economics and mathematical systems","issn_l":"0075-8442","issn":["0075-8442","2196-9957"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","jufo-1","norway-1"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Economics and Mathematical Systems","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2754034384","https://openalex.org/W2771081712","https://openalex.org/W7024203818","https://openalex.org/W2554391984","https://openalex.org/W3125646944","https://openalex.org/W7017419051","https://openalex.org/W2024296014","https://openalex.org/W1019931982","https://openalex.org/W571771799","https://openalex.org/W1569333998"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":8},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":50},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":2}],"updated_date":"2026-11-03T10:50:19.383937","created_date":"2016-06-24T00:00:00"}
