Class information for:
Level 1: EXPECTATIONS HYPOTHESIS//TERM STRUCTURE//TERM STRUCTURE OF INTEREST RATES

Basic class information
ID Publications Average number
of references		 Avg. shr. active
ref. in WoS
3481 1895 28.4 45%


Bar chart of Publication_year

Last years might be incomplete

Classes in level above (level 2)


ID, lev.
above		 Publications Label for level above
1230 8583 OPTION PRICING//REAL OPTIONS//AMERICAN OPTIONS

Terms with highest relevance score


Rank Term Type of term Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 EXPECTATIONS HYPOTHESIS Author keyword 111 88% 3% 52
2 TERM STRUCTURE Author keyword 94 51% 7% 133
3 TERM STRUCTURE OF INTEREST RATES Author keyword 55 48% 4% 84
4 INTEREST RATE MODELS Author keyword 31 64% 2% 30
5 AFFINE TERM STRUCTURE MODELS Author keyword 27 76% 1% 19
6 YIELD CURVE Author keyword 21 36% 3% 49
7 TERM PREMIA Author keyword 17 100% 0% 8
8 TERM STRUCTURE MODELS Author keyword 15 67% 1% 14
9 AFFINE TERM STRUCTURE MODEL Author keyword 15 71% 1% 12
10 HJM MODEL Author keyword 15 73% 1% 11

Web of Science journal categories

Author Key Words


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class		 LCSH search Wikipedia search
1 EXPECTATIONS HYPOTHESIS 111 88% 3% 52 Search EXPECTATIONS+HYPOTHESIS Search EXPECTATIONS+HYPOTHESIS
2 TERM STRUCTURE 94 51% 7% 133 Search TERM+STRUCTURE Search TERM+STRUCTURE
3 TERM STRUCTURE OF INTEREST RATES 55 48% 4% 84 Search TERM+STRUCTURE+OF+INTEREST+RATES Search TERM+STRUCTURE+OF+INTEREST+RATES
4 INTEREST RATE MODELS 31 64% 2% 30 Search INTEREST+RATE+MODELS Search INTEREST+RATE+MODELS
5 AFFINE TERM STRUCTURE MODELS 27 76% 1% 19 Search AFFINE+TERM+STRUCTURE+MODELS Search AFFINE+TERM+STRUCTURE+MODELS
6 YIELD CURVE 21 36% 3% 49 Search YIELD+CURVE Search YIELD+CURVE
7 TERM PREMIA 17 100% 0% 8 Search TERM+PREMIA Search TERM+PREMIA
8 TERM STRUCTURE MODELS 15 67% 1% 14 Search TERM+STRUCTURE+MODELS Search TERM+STRUCTURE+MODELS
9 AFFINE TERM STRUCTURE MODEL 15 71% 1% 12 Search AFFINE+TERM+STRUCTURE+MODEL Search AFFINE+TERM+STRUCTURE+MODEL
10 HJM MODEL 15 73% 1% 11 Search HJM+MODEL Search HJM+MODEL

Key Words Plus


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 TERM STRUCTURE 129 24% 25% 467
2 INTEREST RATES 89 19% 22% 417
3 INGERSOLL 87 86% 2% 44
4 TERM STRUCTURE DYNAMICS 80 80% 3% 49
5 TERM STRUCTURE MODELS 76 60% 4% 83
6 AFFINE MODELS 75 69% 3% 64
7 ROSS MODEL 72 93% 1% 27
8 STRUCTURE DYNAMICS 60 68% 3% 52
9 DISCRETE OBSERVATIONS 50 86% 1% 25
10 YIELD CURVE 49 50% 4% 70

Journals

Reviews


Title Publ. year Cit. Active
references		 % act. ref.
to same field
Term structure dynamics in theory and reality 2003 82 74 68%
Interest rate term structure modelling 2011 5 7 86%
A selective overview of nonparametric methods in financial econometrics 2005 48 57 53%
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 2011 3 31 68%
Interest-rate term-structure pricing models: a review 2004 7 31 55%
Applications of Entropy in Finance: A Review 2013 6 43 7%
Prediction-based estimating functions: Review and new developments 2011 0 12 58%
Collectively fluctuating assets in the presence of arbitrage opportunities, and option pricing 1997 0 8 75%
BOND OPTIONS AND BOND PORTFOLIO INSURANCE 1991 2 13 85%
Measures of fit for rational expectations models 2002 3 84 21%

Address terms


Rank Address term Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ.
in class
1 ECON FINANCIAL MARKETS 3 100% 0.2% 3
2 DIPARTIMENTO ECON POLITICA 1 100% 0.1% 2
3 LARE 1 50% 0.1% 2
4 FINANCE ASSURANCE 1 19% 0.3% 6
5 FE 1 13% 0.4% 8
6 FINANCIAL ENGN ACTUARIAL MATH 1 21% 0.2% 3
7 STUDY FINANCE INSURANCE 1 16% 0.2% 4
8 ACCAD ARCHITETTURA 1 50% 0.1% 1
9 CENT BANKING 1 50% 0.1% 1
10 CIENCIES ECON EMP ARIALES 1 50% 0.1% 1

Related classes at same level (level 1)


Rank Relatedness score Related classes
1 0.0000164799 IMPLIED VOLATILITY//STOCHASTIC VOLATILITY//OPTION PRICING
2 0.0000114363 CREDIT RISK//JOURNAL OF CREDIT RISK//CREDIT DEFAULT SWAPS
3 0.0000092509 CENTRAL BANK COMMUNICATION//FEDERAL FUNDS FUTURES//QUANTITATIVE EASING
4 0.0000087085 AMERICAN OPTIONS//AMERICAN OPTION//OPTION PRICING
5 0.0000082980 EQUITY PREMIUM//LONG RUN RISK//EQUITY PREMIUM PUZZLE
6 0.0000072928 INFLATION ILLUSION//PROXY HYPOTHESIS//FISHER HYPOTHESIS
7 0.0000070113 REALIZED VOLATILITY//GARCH//MARKET MICROSTRUCTURE NOISE
8 0.0000069219 VARIABLE ANNUITIES//VARIABLE ANNUITY//INTEREST RATE GUARANTEES
9 0.0000067447 NEW KEYNESIAN MACROECONOMETRICS//DISCRETE TIME REPRESENTATION//CONTINUOUS TIME STOCHASTIC PROCESS
10 0.0000064463 FORECAST EVALUATION//INTERNATIONAL JOURNAL OF FORECASTING//DATA REVISIONS