---
title: "Nelson-Siegel yield curve: formula and use in research"
description: "No paper of the tracked journals mentioned Nelson-Siegel yield curve in the last 30 days (2026-10-02 to 2026-10-31)."
url: https://scholar4ai.com/equations/nelson-siegel-yield-curve
markdown_url: https://scholar4ai.com/equations/nelson-siegel-yield-curve.md
license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/)
share_text: "No paper of the tracked journals mentioned Nelson-Siegel yield curve in the last 30 days (2026-10-02 to 2026-10-31)."
data_url: https://scholar4ai.com/data/rankings.json
updated: 2026-10-31T07:48:13+09:00
window: 2026-10-02 to 2026-10-31
source: OpenAlex (CC0)
---

# Nelson-Siegel yield curve

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

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

- area: Asset pricing and risk
- 0 papers in the last 7 days
- Names searched for: Nelson-Siegel

Back to the ranking: https://scholar4ai.com/rankings/equations.md

## 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

```bibtex
@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}
}
```

License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).