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OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Expected Returns in Treasury Bonds
Anna Cieślak, Pavol Povala
Review of Financial Studies (2015) Vol. 28, Iss. 10, pp. 2859-2901
Closed Access | Times Cited: 247

Showing 1-25 of 247 citing articles:

Bond Risk Premiums with Machine Learning
Daniele Bianchi, Matthias Büchner, Andrea Tamoni
Review of Financial Studies (2020) Vol. 34, Iss. 2, pp. 1046-1089
Open Access | Times Cited: 301
Safety, Liquidity, and the Natural Rate of Interest
Marco Del Negro, Domenico Giannone, Marc Giannoni, et al.
Brookings Papers on Economic Activity (2017) Vol. 2017, Iss. 1, pp. 235-316
Open Access | Times Cited: 296
Non-monetary news in central bank communication
Anna Cieślak, Andreas Schrimpf
Journal of International Economics (2019) Vol. 118, pp. 293-315
Open Access | Times Cited: 283
Short-Rate Expectations and Unexpected Returns in Treasury Bonds
Anna Cieślak
Review of Financial Studies (2018) Vol. 31, Iss. 9, pp. 3265-3306
Closed Access | Times Cited: 188
Interest Rates under Falling Stars
Michael D. Bauer, Glenn D. Rudebusch
American Economic Review (2020) Vol. 110, Iss. 5, pp. 1316-1354
Open Access | Times Cited: 153
Inflation and Asset Returns
Anna Cieślak, Carolin Pflueger
Annual Review of Financial Economics (2023) Vol. 15, Iss. 1, pp. 433-448
Open Access | Times Cited: 43
Learning about the Long Run
Leland E. Farmer, Emi Nakamura, Jón Steinsson
Journal of Political Economy (2024) Vol. 132, Iss. 10, pp. 3334-3377
Closed Access | Times Cited: 34
Robust Bond Risk Premia
Michael D. Bauer, James D. Hamilton
Review of Financial Studies (2017) Vol. 31, Iss. 2, pp. 399-448
Open Access | Times Cited: 151
Bond Market Exposures to Macroeconomic and Monetary Policy Risks
Dongho Song
Review of Financial Studies (2017) Vol. 30, Iss. 8, pp. 2761-2817
Open Access | Times Cited: 121
Currency Value
Lukas Menkhoff, Lucio Sarno, Maik Schmeling, et al.
Review of Financial Studies (2016) Vol. 30, Iss. 2, pp. 416-441
Open Access | Times Cited: 121
Expected Inflation and Other Determinants of Treasury Yields
Gregory R. Duffee
The Journal of Finance (2018) Vol. 73, Iss. 5, pp. 2139-2180
Closed Access | Times Cited: 94
Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability
Éric Ghysels, Casidhe Horan, Emanuel Moench
Review of Financial Studies (2017) Vol. 31, Iss. 2, pp. 678-714
Open Access | Times Cited: 89
Reconstructing the yield curve
Yan Liu, Jing Cynthia Wu
Journal of Financial Economics (2021) Vol. 142, Iss. 3, pp. 1395-1425
Closed Access | Times Cited: 77
Common shocks in stocks and bonds
Anna Cieślak, Hao Pang
Journal of Financial Economics (2021) Vol. 142, Iss. 2, pp. 880-904
Open Access | Times Cited: 70
Why does the Fed move markets so much? A model of monetary policy and time-varying risk aversion
Carolin Pflueger, Gianluca Rinaldi
Journal of Financial Economics (2022) Vol. 146, Iss. 1, pp. 71-89
Open Access | Times Cited: 68
Interest Rate Skewness and Biased Beliefs
Michael D. Bauer, Mikhail Chernov
The Journal of Finance (2023) Vol. 79, Iss. 1, pp. 173-217
Open Access | Times Cited: 28
Dynamics of subjective risk premia
Stefan Nagel, Zhengyang Xu
Journal of Financial Economics (2023) Vol. 150, Iss. 2, pp. 103713-103713
Closed Access | Times Cited: 25
Which Subjective Expectations Explain Asset Prices?
Ricardo De la O, Sean Myers
Review of Financial Studies (2024) Vol. 37, Iss. 6, pp. 1929-1978
Closed Access | Times Cited: 10
Resolving the Spanning Puzzle in Macro-Finance Term Structure Models*
Michael D. Bauer, Glenn D. Rudebusch
Review of Finance (2016) Vol. 21, Iss. 2, pp. 511-553
Open Access | Times Cited: 78
Factor Timing
Valentin Haddad, Serhiy Kozak, Shrihari Santosh
Review of Financial Studies (2020) Vol. 33, Iss. 5, pp. 1980-2018
Closed Access | Times Cited: 65
The Banking View of Bond Risk Premia
Valentin Haddad, David Sraer
The Journal of Finance (2020) Vol. 75, Iss. 5, pp. 2465-2502
Open Access | Times Cited: 56
Macro risks and the term structure of interest rates
Geert Bekaert, Eric Engström, Andrey Ermolov
Journal of Financial Economics (2021) Vol. 141, Iss. 2, pp. 479-504
Open Access | Times Cited: 46
Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance
Jing‐Zhi Huang, Zhan Shi
Management Science (2022) Vol. 69, Iss. 3, pp. 1780-1804
Closed Access | Times Cited: 38
Dynamics of Subjective Risk Premia
Stefan Nagel, Zhengyang Xu
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 36
Back to the 1980s or Not? The Drivers of Inflation and Real Risks in Treasury Bonds
Carolin Pflueger
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 20
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