Nelson-Siegel yield curve

area: Asset pricing and risk · 0 papers in the last 7 days

← Most-used equations and models · All asset pricing and risk equations

y(\tau) = \beta_0 + \beta_1\frac{1 - e^{-\tau/\lambda}}{\tau/\lambda} + \beta_2\Big(\frac{1 - e^{-\tau/\lambda}}{\tau/\lambda} - e^{-\tau/\lambda}\Big)

Fits the term structure of interest rates with level, slope and curvature factors.

LaTeX: y(\tau) = \beta_0 + \beta_1\frac{1 - e^{-\tau/\lambda}}{\tau/\lambda} + \beta_2\Big(\frac{1 - e^{-\tau/\lambda}}{\tau/\lambda} - e^{-\tau/\lambda}\Big)

Names searched for: Nelson-Siegel

Key findings#

No paper of the tracked journals mentioned Nelson-Siegel yield curve in the last 30 days (2026-10-02 to 2026-10-31).
From Oct 2023 to Sep 2026, 21 archived papers mentioned Nelson-Siegel yield curve in their title, abstract or keywords (the search of earlier months' full texts is still under way), most of them in May 2024 (3).

Mentions over 36 months#

Papers mentioning it by publication month, Oct 2023 to Sep 2026 (titles, abstracts and keywords; the full texts of earlier months are still being searched)
Trend	Oct 23–Sep 24	Oct 24–Sep 25	Oct 25–Sep 26	36 months
	7	7	7	21

Papers mentioning Nelson-Siegel yield curve, newest first.
Date	Title	Journal	Authors	Affiliations

Cite this page

Scholar4AI. (2026). Nelson-Siegel yield curve. Journal Research Rankings. Retrieved October 31, 2026, from https://scholar4ai.com/equations/nelson-siegel-yield-curve

@misc{scholar4ai-equations-nelson-siegel-yield-curve,
  author = {{Scholar4AI}},
  title = {Nelson-Siegel yield curve},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/equations/nelson-siegel-yield-curve}},
  urldate = {2026-10-31},
  note = {Journal Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}

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