Publication Information

{'id': 'https://openalex.org/W4232508185', 'doi': 'https://doi.org/10.1002/9781119444695.ch2', 'title': 'A Further Look at Spot and Forward Rates', 'display_name': 'A Further Look at Spot and Forward Rates', 'publication_year': 2019, 'publication_date': '2019-04-14', 'ids': {'openalex': 'https://openalex.org/W4232508185', 'doi': 'https://doi.org/10.1002/9781119444695.ch2'}, 'language': 'en', 'primary_location': {'is_oa': False, 'landing_page_url': 'https://doi.org/10.1002/9781119444695.ch2', 'pdf_url': None, 'source': None, 'license': None, 'license_id': None, 'version': None, 'is_accepted': False, 'is_published': False}, 'type': 'other', 'type_crossref': 'other', 'indexed_in': ['crossref'], 'open_access': {'is_oa': False, 'oa_status': 'closed', 'oa_url': None, 'any_repository_has_fulltext': False}, 'authorships': [{'author_position': 'first', 'author': {'id': 'https://openalex.org/A5032711005', 'display_name': 'Moorad Choudhry', 'orcid': None}, 'institutions': [], 'countries': [], 'is_corresponding': True, 'raw_author_name': 'Moorad Choudhry', 'raw_affiliation_strings': [], 'affiliations': []}], 'institution_assertions': [], 'countries_distinct_count': 0, 'institutions_distinct_count': 0, 'corresponding_author_ids': ['https://openalex.org/A5032711005'], 'corresponding_institution_ids': [], 'apc_list': None, 'apc_paid': None, 'fwci': None, 'has_fulltext': True, 'fulltext_origin': 'ngrams', 'cited_by_count': 0, 'citation_normalized_percentile': {'value': 0.0, 'is_in_top_1_percent': False, 'is_in_top_10_percent': False}, 'cited_by_percentile_year': {'min': 0, 'max': 61}, 'biblio': {'volume': None, 'issue': None, 'first_page': '60', 'last_page': '91'}, 'is_retracted': False, 'is_paratext': False, 'primary_topic': {'id': 'https://openalex.org/T10067', 'display_name': 'Stochastic processes and financial applications', 'score': 0.9979, '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': 0.9979, '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/T11496', 'display_name': 'Credit Risk and Financial Regulations', 'score': 0.9912, '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/T10282', 'display_name': 'Financial Risk and Volatility Modeling', 'score': 0.9613, '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'}}], 'keywords': [{'id': 'https://openalex.org/keywords/coupon', 'display_name': 'Coupon', 'score': 0.96487284}, {'id': 'https://openalex.org/keywords/zero-coupon-bond', 'display_name': 'Zero-coupon bond', 'score': 0.6629021}, {'id': 'https://openalex.org/keywords/issuer', 'display_name': 'Issuer', 'score': 0.60511494}, {'id': 'https://openalex.org/keywords/forward-rate', 'display_name': 'Forward rate', 'score': 0.5914919}, {'id': 'https://openalex.org/keywords/bond-valuation', 'display_name': 'Bond valuation', 'score': 0.4931092}], 'concepts': [{'id': 'https://openalex.org/C2779307704', 'wikidata': 'https://www.wikidata.org/wiki/Q11794832', 'display_name': 'Coupon', 'level': 2, 'score': 0.96487284}, {'id': 'https://openalex.org/C69738904', 'wikidata': 'https://www.wikidata.org/wiki/Q11693', 'display_name': 'Bond', 'level': 2, 'score': 0.81942797}, {'id': 'https://openalex.org/C183732909', 'wikidata': 'https://www.wikidata.org/wiki/Q507494', 'display_name': 'Zero-coupon bond', 'level': 3, 'score': 0.6629021}, {'id': 'https://openalex.org/C138170105', 'wikidata': 'https://www.wikidata.org/wiki/Q1337949', 'display_name': 'Issuer', 'level': 2, 'score': 0.60511494}, {'id': 'https://openalex.org/C128263813', 'wikidata': 'https://www.wikidata.org/wiki/Q6588953', 'display_name': 'Forward rate', 'level': 3, 'score': 0.5914919}, {'id': 'https://openalex.org/C176230804', 'wikidata': 'https://www.wikidata.org/wiki/Q205257', 'display_name': 'Yield curve', 'level': 3, 'score': 0.53329515}, {'id': 'https://openalex.org/C175223733', 'wikidata': 'https://www.wikidata.org/wiki/Q1047888', 'display_name': 'Spot contract', 'level': 3, 'score': 0.52319175}, {'id': 'https://openalex.org/C101433766', 'wikidata': 'https://www.wikidata.org/wiki/Q3543263', 'display_name': 'Maturity (psychological)', 'level': 2, 'score': 0.5077711}, {'id': 'https://openalex.org/C162324750', 'wikidata': 'https://www.wikidata.org/wiki/Q8134', 'display_name': 'Economics', 'level': 0, 'score': 0.5049146}, {'id': 'https://openalex.org/C32959826', 'wikidata': 'https://www.wikidata.org/wiki/Q2361268', 'display_name': 'Bond valuation', 'level': 3, 'score': 0.4931092}, {'id': 'https://openalex.org/C556758197', 'wikidata': 'https://www.wikidata.org/wiki/Q580018', 'display_name': 'Monetary economics', 'level': 1, 'score': 0.4895719}, {'id': 'https://openalex.org/C106159729', 'wikidata': 'https://www.wikidata.org/wiki/Q2294553', 'display_name': 'Financial economics', 'level': 1, 'score': 0.46396506}, {'id': 'https://openalex.org/C163428354', 'wikidata': 'https://www.wikidata.org/wiki/Q1047513', 'display_name': 'Cash flow', 'level': 2, 'score': 0.4372708}, {'id': 'https://openalex.org/C149782125', 'wikidata': 'https://www.wikidata.org/wiki/Q160039', 'display_name': 'Econometrics', 'level': 1, 'score': 0.3690557}, {'id': 'https://openalex.org/C144133560', 'wikidata': 'https://www.wikidata.org/wiki/Q4830453', 'display_name': 'Business', 'level': 0, 'score': 0.33847848}, {'id': 'https://openalex.org/C175025494', 'wikidata': 'https://www.wikidata.org/wiki/Q179179', 'display_name': 'Interest rate', 'level': 2, 'score': 0.26647025}, {'id': 'https://openalex.org/C10138342', 'wikidata': 'https://www.wikidata.org/wiki/Q43015', 'display_name': 'Finance', 'level': 1, 'score': 0.21095452}, {'id': 'https://openalex.org/C106306483', 'wikidata': 'https://www.wikidata.org/wiki/Q183984', 'display_name': 'Futures contract', 'level': 2, 'score': 0.0}, {'id': 'https://openalex.org/C15744967', 'wikidata': 'https://www.wikidata.org/wiki/Q9418', 'display_name': 'Psychology', 'level': 0, 'score': 0.0}, {'id': 'https://openalex.org/C138496976', 'wikidata': 'https://www.wikidata.org/wiki/Q175002', 'display_name': 'Developmental psychology', 'level': 1, 'score': 0.0}], 'mesh': [], 'locations_count': 1, 'locations': [{'is_oa': False, 'landing_page_url': 'https://doi.org/10.1002/9781119444695.ch2', 'pdf_url': None, 'source': None, 'license': None, 'license_id': None, 'version': None, 'is_accepted': False, 'is_published': False}], 'best_oa_location': None, 'sustainable_development_goals': [{'display_name': 'Partnerships for the goals', 'score': 0.48, 'id': 'https://metadata.un.org/sdg/17'}], 'grants': [], 'datasets': [], 'versions': [], 'referenced_works_count': 29, 'referenced_works': ['https://openalex.org/W1538210250', 'https://openalex.org/W1543082246', 'https://openalex.org/W1555655797', 'https://openalex.org/W1966652043', 'https://openalex.org/W1971975617', 'https://openalex.org/W1973458764', 'https://openalex.org/W1976020937', 'https://openalex.org/W1979540356', 'https://openalex.org/W2038453980', 'https://openalex.org/W2061796055', 'https://openalex.org/W2065472018', 'https://openalex.org/W2067590269', 'https://openalex.org/W2077252204', 'https://openalex.org/W2090882081', 'https://openalex.org/W2091401391', 'https://openalex.org/W2092875249', 'https://openalex.org/W2098612888', 'https://openalex.org/W2112885175', 'https://openalex.org/W2155319227', 'https://openalex.org/W2171451979', 'https://openalex.org/W2277886313', 'https://openalex.org/W2923185486', 'https://openalex.org/W3021444882', 'https://openalex.org/W3123496354', 'https://openalex.org/W3123601856', 'https://openalex.org/W3125609566', 'https://openalex.org/W4252246349', 'https://openalex.org/W4300567850', 'https://openalex.org/W592373023'], 'related_works': ['https://openalex.org/W51626825', 'https://openalex.org/W4386263257', 'https://openalex.org/W4234932082', 'https://openalex.org/W4232508185', 'https://openalex.org/W3125027885', 'https://openalex.org/W2771568818', 'https://openalex.org/W2617018062', 'https://openalex.org/W2282044689', 'https://openalex.org/W2215690048', 'https://openalex.org/W2044079736'], 'abstract_inverted_index': {'This': [0], 'chapter': [1, 62], 'analyses': [2], 'the': [3, 11, 16, 19, 46, 67, 96, 102, 124, 139], 'relationship': [4, 17], 'between': [5, 18], 'spot': [6, 26], 'and': [7, 10, 25, 27, 45, 88, 99, 111, 133], 'forward': [8, 28], 'rates': [9], 'yield': [12], 'curve.': [13], 'It': [14], 'describes': [15], 'price': [20, 69], 'of': [21, 39, 91, 128, 138], 'a': [22, 37, 54, 136], 'zero-coupon': [23, 55], 'bond': [24, 32, 56, 68, 116], 'rates.': [29], 'A': [30], 'coupon': [31, 43], 'may': [33, 84], 'be': [34, 79, 85], 'regarded': [35], 'as': [36, 131], 'set': [38, 113], 'strips,': [40], 'with': [41], 'each': [42], 'payment': [44, 48], 'redemption': [47], 'on': [49, 58], 'maturity': [50], 'being': [51], 'equivalent': [52], 'to': [53, 66, 78], 'maturing': [57], 'that': [59, 82, 123], 'date.': [60], 'The': [61, 74, 120], 'presents': [63], 'an': [64], 'introduction': [65], 'equation': [70], 'in': [71], 'continuous': [72], 'time.': [73], 'market': [75, 121], 'is': [76, 135], 'assumed': [77], 'liquid': [80], 'so': [81, 107], 'bonds': [83, 92, 103, 132], 'freely': [86], 'bought': [87], 'sold.': [89], 'Prices': [90], 'are': [93, 109], 'determined': [94], 'by': [95, 114], 'economy-wide': [97], 'supply': [98], 'demand': [100], 'for': [101], 'at': [104], 'any': [105], 'time,': [106], 'they': [108], 'macroeconomic': [110], 'not': [112], 'individual': [115], 'issuers': [117], 'or': [118], 'traders.': [119], 'assumes': [122], 'cash': [125], 'flow': [126], 'stream': [127], 'assets': [129], 'such': [130], 'equities': [134], 'function': [137], 'stated': [140], 'variables.': [141]}, 'cited_by_api_url': 'https://api.openalex.org/works?filter=cites:W4232508185', 'counts_by_year': [], 'updated_date': '2024-12-12T07:43:19.908499', 'created_date': '2022-05-12'}